ES summary stats by dbq, 3/24/04 to 9/30/05 |
Total trades | stopped out, no targets hit | Profit targets hit: | ||||||
-3 | 2 | 3 | 5 | 10 | 20 | ||||
dot2-stinky entry | trade count | 447 | 133 | 311 | 280 | 208 | 127 | 58 | |
trade % | 30% | 70% | 63% | 47% | 28% | 13% | |||
expectancy | 0.48 | 0.76 | 0.72 | 0.69 | -0.02 | ||||
dot2-sneaky entry | trade count | 200 | 72 | 127 | 114 | 84 | 53 | 26 | |
trade % | 36% | 64% | 57% | 42% | 27% | 13% | |||
expectancy | 0.18 | 0.42 | 0.36 | 0.45 | -0.01 | ||||
dot2-window entry | trade count | 434 | 138 | 292 | 250 | 194 | 114 | 60 | |
trade % | 32% | 67% | 58% | 45% | 26% | 14% | |||
expectancy | 0.36 | 0.46 | 0.58 | 0.41 | 0.18 | ||||
dot1 | trade count | 107 | 36 | 71 | 63 | 47 | 27 | 13 | |
trade % | 34% | 66% | 59% | 44% | 25% | 12% | |||
expectancy | 0.32 | 0.53 | 0.51 | 0.28 | -0.21 | ||||
pimple-blind entry | trade count | 168 | 70 | 98 | 92 | 78 | 52 | 24 | |
trade % | 42% | 58% | 55% | 46% | 31% | 14% | |||
expectancy | 0.32 | 0.53 | 0.51 | 0.28 | -0.21 | ||||
pimple-sneaky entry | trade count | 42 | 10 | 32 | 26 | 19 | 13 | 4 | |
trade % | 24% | 76% | 62% | 45% | 31% | 10% | |||
expectancy | 0.81 | 0.71 | 0.62 | 1.02 | -0.81 | ||||
pimple-window entry | trade count | 84 | 20 | 64 | 55 | 47 | 31 | 13 | |
trade % | 24% | 76% | 65% | 56% | 37% | 15% | |||
expectancy | 0.81 | 0.93 | 1.48 | 1.80 | 0.56 | ||||
definitions: | |||||||||
dot2-stinky entry: | 1. When in powertrade territory (above previous high in downtrend or below previous low in uptrend) | ||||||||
2. Wait for the first flip of the fast parabolic in the direction of the powertrade | |||||||||
3. Enter on limit order at level of the fast parabolic flip | |||||||||
dot2-sneaky entry: | 1. When in powertrade territory (above previous high in downtrend or below previous low in uptrend) | ||||||||
2. Wait for the first flip of the slow parabolic in the direction of the powertrade | |||||||||
3. Wait for the first flip of the fast parabolic against the direction of the powertrade | |||||||||
4. Enter at open of the next bar | |||||||||
dot2-window entry: | 1. When in powertrade territory (above previous high in downtrend or below previous low in uptrend) | ||||||||
2. Wait for volatility stop to flip in the direction of the powertrade | |||||||||
3. Wait for the firs tpullback | |||||||||
4. Buy 2 tics below 4EMA or fast parabolic, whichever comes first (inverse for shorts) | |||||||||
dot1 | 1. If in a single trend only | ||||||||
2. If a powertrade ends in a failswing | |||||||||
3. Wait for the volatility stop to flip | |||||||||
4. Enter at level of Volatility Stop flip | |||||||||
pimple-blind entry | 1. When a powertrade ends in a failswing | ||||||||
2. Draw a horizontal line from the powertrade, and draw a TrendChange line 3 points past it | |||||||||
3. Enter a tic past the PT with a stoploss a tic past the TC line | |||||||||
pimple-window entry | 1. When in a pimple zone (between a failed powertrade and its 3-point trend-change line) | ||||||||
2. If the Volatility Stop flips before price hits the TC line | |||||||||
3. Wait for the firs tpullback | |||||||||
4. Buy 2 tics below 4EMA or fast parabolic, whichever comes first (inverse for shorts) |