Emini Methods- George III

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George III

The rules for George III have been worked out. I will now test it in real time for the next 3 or 4 months. I will also test it some more by going back till January 2005. Then and only then will it be released.

I expect this system to be very robust and to have a decent profit per trade of at least $35, a good win to loss ratio of at least 1.1, and the winning frequency of 55% or better. If the system does not reach these parameters, I will most likely not release it.

Its maximum stop-loss will be around 3 pts and so its drawdowns should be relatively easy to bear as they will most likely stay below 20 pts. Since it will produce less than 10 trades per month on average, it should be no burden on your schedule.

There will be at most one trade a day.

The system will employ some basic indicators that I use for my trading, but only a part of its machinery will crucially depend on these indicators both to determine a trade entry and its exit. The other part will depend much less on them.

Some entries will be executed with limit orders and the trades that did not trade through the entry by at least 1 tick will not be taken into account. The remaining entries, those based on the indicators, will be executed with market orders at the close of a 5 minute entry bar. Exits are predetermined and adjustable depending on the market behavior. Most should be executed with limit orders, the remaining ones with market orders.

The system was developed using the data from the last three months. The results for these months are below.

May-06: 7 pts; 5 trades/3 wins

June-06: 20.5 pts; 12 trades/8 wins

July-06: 5 pts; 8 trades/5 wins

The results for past months along with those above with will be featured in the past results section.

The real time results from the forward testing period that started in August will be posted below on a daily basis as they occur. Stay tuned then and check this page frequently if you are interested.

August-06: +2-1.5-0.5 pts= 0.0 pts

September-06: +1.5-0.75 pts= 0.75 pts

October-06: -3.5-2.0-0.5+1.25+2+0.25 pts= -2.5 pts

November-06: 1.5-3.5+1.25-3.5 pts= -4.25 pts

December-06: 3.5+2.0 pts= 5.5 pts

I will continue updating the results for at least another 6 months. I have found a very simple way to improve the results of this system reported above, but I still need more data both from the past and future to decide if I should release the system.

January-07: +2+2.25+1.5+1-3.5+1+2.25 pts= 6.5 pts

February-07: 0.75 pts= 0.75 pts

Disclaimer: HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS UNLIKE AN ACTUAL PERFORMANCE RECORD. SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER OR OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

HOME My Emini Systems More On My Systems Past Results	George III The rules for George III have been worked out. I will now test it in real time for the next 3 or 4 months. I will also test it some more by going back till January 2005. Then and only then will it be released. I expect this system to be very robust and to have a decent profit per trade of at least $35, a good win to loss ratio of at least 1.1, and the winning frequency of 55% or better. If the system does not reach these parameters, I will most likely not release it. Its maximum stop-loss will be around 3 pts and so its drawdowns should be relatively easy to bear as they will most likely stay below 20 pts. Since it will produce less than 10 trades per month on average, it should be no burden on your schedule. There will be at most one trade a day. The system will employ some basic indicators that I use for my trading, but only a part of its machinery will crucially depend on these indicators both to determine a trade entry and its exit. The other part will depend much less on them. Some entries will be executed with limit orders and the trades that did not trade through the entry by at least 1 tick will not be taken into account. The remaining entries, those based on the indicators, will be executed with market orders at the close of a 5 minute entry bar. Exits are predetermined and adjustable depending on the market behavior. Most should be executed with limit orders, the remaining ones with market orders. The system was developed using the data from the last three months. The results for these months are below. May-06: 7 pts; 5 trades/3 wins June-06: 20.5 pts; 12 trades/8 wins July-06: 5 pts; 8 trades/5 wins The results for past months along with those above with will be featured in the past results section. The real time results from the forward testing period that started in August will be posted below on a daily basis as they occur. Stay tuned then and check this page frequently if you are interested. August-06: +2-1.5-0.5 pts= 0.0 pts September-06: +1.5-0.75 pts= 0.75 pts October-06: -3.5-2.0-0.5+1.25+2+0.25 pts= -2.5 pts November-06: 1.5-3.5+1.25-3.5 pts= -4.25 pts December-06: 3.5+2.0 pts= 5.5 pts I will continue updating the results for at least another 6 months. I have found a very simple way to improve the results of this system reported above, but I still need more data both from the past and future to decide if I should release the system. January-07: +2+2.25+1.5+1-3.5+1+2.25 pts= 6.5 pts February-07: 0.75 pts= 0.75 pts
	Disclaimer: HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS UNLIKE AN ACTUAL PERFORMANCE RECORD. SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER OR OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.