joe krutsinger

A word of caution to lovers of optimizing intraday systems.

Joe Krutsinger Sells His Trading Systems Highly. Along 5000 Dollars. Systems are designed for intraday trading. He says that they need to be periodically optimized separately for each instrument and for each timeframe and gives as examples quite ideal optimized equity. Probably he believes that the parameters of systems have memory and after optimization for some time they are profitable. Maybe he doesn't believe, but just so it is more convenient for him to sell his systems. But, anyway, his systemic trading is not very sticky, judging by the results on StrategyExchange. Results are similar to random, type of coin trading:

http://www.strategyxchange.com/ProductDetails.asp?ProductCode=IC_JOE_KRUTSINGER_1

Joe Krutsinger for the Russian market

Continuing the previous topic, we can say that its systems do not work for western markets, but for Gazprom and futures on the RTS on H1 it is quite suitable. True, I have incomplete data on these tools. — absent for 2009 year, but it's also better — check on 2009 as out of sample :)

Yes, completely forgot — this system is called “Time Any”. Here is her code for WealthLab4:

——————————————–
was Bar, p: integer;
PlotSeries( HighestSeries( #High, 5 ), 0, #Red, #Thin );
PlotSeries( LowestSeries( #Low, 5 ), 0, #Blue, #Thin );

for Bar := 20 to BarCount – 1 do
begin
if LastPositionActive then
begin
p := LastPosition;
if PositionLong( p ) then
begin
if LastBar( Bar ) then
SellAtClose( Bar, p, ‘EOD’ )
else
SellAtStop( Bar + 1, Lowest( Bar, #Low, 5 ), p, ‘Stop’ );
end;
if PositionShort( p ) then
begin
if LastBar( Bar ) then
CoverAtClose( Bar, p, ‘EOD’ )
else
CoverAtStop( Bar + 1, Highest( Bar, #High, 5 ), p, ‘Stop’ );
end;
end
else
begin
if not LastPositionActive then
begin
if (PriceHigh(bar) – PriceLow(bar)) < ATR(bar, 10) then
BuyAtStop( Bar + 1, Highest( Bar, #High, 5 ), ” );
end;
if not LastPositionActive then
begin
if (PriceHigh(bar) – PriceLow(bar)) < ATR(bar, 10) then
ShortAtStop( Bar + 1, Lowest( Bar, #Low, 5 ), ” );
end;
end;
end;
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