Mechanical Trading Systems for ETFs

Cobra · 发表于 2010-10-31 01:14 AM

For record only. As you all know that I’ve already had a major mechanical trading system called SPY ST Model for trading SPY/SSO/UPRO/ES. Now I take one step further by incorporating more mechanical trading systems for ETFs reported routinely in my daily market recap.

All the signals are for general direction references only although all of them are back tested to make sure the idea at least worked in the past. Charts below are back test summaries. I’ll keep adding more as well as improving the existing ones. Hope you find them a little helpful.

heaven · 发表于 2010-10-31 01:25 AM

源济 · 发表于 2010-10-31 01:26 AM

jamesmith · 发表于 2010-10-31 01:40 AM

WOW! 请问这个系统的钱是always in the market的么? 出了long就直接进short的那种?
顶蛇老大! 火星来的果然是比较帅

PacificLegend · 发表于 2010-10-31 02:13 AM

bilko540 · 发表于 2010-10-31 02:34 AM

Jeff · 发表于 2010-10-31 07:04 AM

阳光明媚 · 发表于 2010-10-31 09:12 AM

Cobra · 发表于 2010-10-31 09:17 AM

WOW! 请问这个系统的钱是always in the market的么? 出了long就直接进short的那种?
顶蛇老大! 火星来的果然 ...
jamesmith 发表于 2010-10-31 02:40

是这样的。

mikeqc · 发表于 2010-10-31 09:53 AM

不错不错

usamonkey · 发表于 2010-10-31 10:41 AM

gardener2000 · 发表于 2010-10-31 01:52 PM

Thanks

atrader · 发表于 2010-10-31 02:10 PM

thanks

dingdingdang · 发表于 2010-10-31 02:46 PM

busywind · 发表于 2010-10-31 03:32 PM

Thanks!

丛林法则 · 发表于 2010-10-31 03:36 PM

老蛇，这个系统考虑到交易费用吗？

greenback · 发表于 2010-10-31 05:03 PM

大牛Steve · 发表于 2010-10-31 05:34 PM

Cobra · 发表于 2010-10-31 06:59 PM

老蛇，这个系统考虑到交易费用吗？
丛林法则发表于 2010-10-31 16:36

总共就没有多少交易，交易费用很重要吗？如果短短的两年里，有上百个trade，那么交易费是问题。再说了，这只是用来参考方向的，真的作为交易洗桶，要做的事情还有很多呢。

匪兵甲 · 发表于 2010-10-31 09:29 PM

This is great! Waiting for Ban Zhange's next signal.

.

		自动登录	找回密码
密码			注册

[放炮] Mechanical Trading Systems for ETFs

评分