system

Systemically.

We have a splash up at the open. Sberbank and Gazprom futures paint a nice green hourly candle. Buy? Ahead of resistance and overbought on RSI up to 30 min. no entry. Naturally, we get the return.

Tactics.

Here are a couple of the latest charts, for doubters. If we were following the trend, not a fact, that the whole movement was hatched, Besides, at any moment the trend could reverse, and the profit would be lost. With short trades, we took profit very quickly, freed up funds for new deals, on other assets, increased the amount of funds. Small risk, the exit criteria are quite clear.



Recently talked to a friend, he said, that does not incubate traffic in Sberbank more than 60 Kopeks. It was considered a little for me, give three rubles, five, and ten, if you're lucky. Such a phrase sounded: “Why not take profit 70 pips (in forex) and hatch rollback in 50?” Really, many are convinced, what “money is made on big moves”, “let the profit flow”, recent times, and I began to think so, and was not recorded, when the stock went in my direction for 2-3%. And everything would be fine, if profitability, which was not in my favor. It turned out, that the quick profit approach is more correct? Tests of the system removed from the closet showed the correctness of the assumption.

A little more evidence.

I ran several dozen more charts in chartgame, using different approaches, трендовый, контртрендовый, пробойный. Local countertrend is almost always preferable, with the right entry conditions (which I usually use). Moreover, it can be like the main trend, and against. Many frequent transactions, with quick fix, give more profit, than rare, with distant goals. It's not about pipsing, but about trading up to certain levels, taking a few candles. Output: even if there is a good movement, profit is needed periodically “take off the table”, leaving part of the position in the market (which in general I usually do). In case of a countertrend, the conditions for exiting the stop are very clearly visible., in the trend they are more distant and blurred. Predicting short moves is much easier, than a long, the same as with the weather forecast, easier to predict the weather in an hour, than a month later.

The first pancake is lumpy.

According to yesterday's trade. Opening with a gap below 163000 (almost certainly) – закрытие позиции, and waiting for a new signal.

UPD. Hepanulo, closed for clarification. The support zone was pierced through, so, those who did not throw… Что-ж, the first pancake is lumpy. Yes, watches and here definitely work better, though there are not enough signals for them. Forex – yesterday two deals were a plus.

System for shares

Another system for American stocks. Long only. Exploits a rare pattern. But there is one peculiarity — since there are very few transactions, about 50 in year, then it can only be used as an addition to other systems, so that money does not stand idle. It is clear from everything that the system must be stable. — recovery factor and profit factor are rather big, and especially the average profit per trade 4,67%.

Do not be confused by the annual percentage of profit. It's just that the start-up capital was chosen large to capture all the trades.. If you reduce it, for example, to 20000, then the percentage will increase accordingly in 5 once..

Entertainment with systems.

A very short-term system for a portfolio of US futures with an average time in a position of about 2,5 of the day. Looks pretty good at first glance, that's just the profit of everything $71 the deal is suspicious.

We set the standard slippage $25 per transaction per contract and as a result, the system collapses like a house of cards:

And this is not an intraday system, and a two-half day. So I personally do not represent an intraday system for American futures., which would have a positive expectation.

New System For American Stocks

I stop trading one of the systems “падающих ножей”, since I had two of them. Instead, I came up with a new system.

I buy ABC at the opening, AXP, ETN, PCAR, VIA.B

Test results for 5 years without shoulders, no commission and slippage, 5% from the account for one position with reinvestment:

Soy Flour Futures

A typical example of how to use Elliott waves — looking for the third wave, wait for the end of the fourth and open positions. I, certainly, I'm not playing on the waves, and systemically, but in this case it was also possible along the waves :)
It's Soy Flour Futures. As in the previous example with the Coffee Futures, managed to open on two systems at once, by short-term and relatively long-term trend following:

Enchanted circle, some.

Pancake, so unlucky with the short-term system for futures so unlucky, and from the very beginning. Not only that, several losses in a row since the beginning of the game on this system, so also carelessness fails. It began with the fact that he perfectly guessed the once strong movement for the fall of the euro, but inadvertently opened a deal on demo (toggled in dropdown). Caught a strong move in meat futures today, but instead of 3 contracts, due to inattention, I indicated only one in the order:

And yesterday they lit up with oil in full and after that we went in the right direction:

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