38 Scalp

[closingcross]

Almost 2 to 1 AW/AL Maybe someone can improve this?

Start 30 Mins After Open  Exit 38 Mins after entry. Price Moves Up at least .01 fro a win with No Stop Loss.

Please experiment and share.

http://www.trade-ideas.com/View.php?O=40000000000000000000000000000000000_1D_0&MaxDUp1=-0.01&MaxPrice=225&MaxRange15P=1&MaxSpread=15&MaxVWAP=-0.6&MinDUp1=-0.15&MinPrice=5&MinPrints=1257&MinTV=1000&MinVFDiff=-100&MinVFVel=100&MinVWV=0.06&MinVol=250000&WN=%22High+Touch+Advantage%22

Results As of 2/6 12:04 AM

130 / 189 = 68.78% up $0.01 in 38 minutes; Average winner = $0.1421, Average loser = $-0.0797, Net winnings = $15.3957, Best = $1.71, Worst = $-0.365; Statistical Confidence Summary = 100%
Daily summary:
1/17 : 2.2258/27
1/18 : 1.3484/10
1/19 : 2.0290/13
1/20 : 2.2319/22
1/23 : 2.5603/26
1/24 : 0.0800/1
1/25 : 0.0000/0
1/26 : 0.0000/0
1/27 : 0.2950/4
1/30 : 0.0030/6
1/31 : 2.2633/30
2/01 : 0.3125/7
2/02 : 0.8289/19
2/03 : 1.0536/9
2/06 : 0.1640/15

[TradeIdeas1]

I will take a look at see if I can improve!  It looks really good though :-)

[closingcross]

Hello

The results below seem to be better in the 8 minute time frame rather than 38 minute.  Also adding 1 penny to the spread helped increase the risk reward figures but decreased the amount of trades.  Any opinions on this type of strategy? 

http://www.trade-ideas.com/View.php?O=40000000000000000000000000000000000_1D_0&MaxDUp1=-0.01&MaxPrice=225&MaxRange15P=3&MaxSpread=15&MaxVWAP=-0.4&MinBAR=0.4&MinDUp1=-0.22&MinPrice=5&MinPrints=1257&MinSpread=2&MinTV=1000&MinUp30=-1&MinVFDiff=-150&MinVFVel=50&MinVWV=0.06&MinVol=250000&WN=%22Low+Impact+Execution%22+

138 / 196 = 70.41% up $0.01 in 8 minutes; Average winner = $0.1502, Average loser = $-0.0641, Net winnings = $18.3342, Best = $3.74, Worst = $-0.2035; Statistical Confidence Summary = 100%
Daily summary:
2/22 : 1.0016/16
2/23 : 0.3402/4
2/24 : 0.9780/10
2/27 : 0.1810/3
2/28 : 0.7396/10
2/29 : 3.6515/34
3/01 : 1.5262/13
3/02 : 1.5535/33
3/05 : 0.4093/19
3/06 : 0.9404/13
3/07 : 0.3700/7
3/08 : 5.3922/10
3/09 : 0.5172/7
3/12 : 0.1090/9
3/13 : 0.6245/8


The number seem to be decent with a 38 minute hold time as well.

130 / 196 = 66.33% up $0.01 in 38 minutes; Average winner = $0.2278, Average loser = $-0.1592, Net winnings = $22.0012, Best = $5.67, Worst = $-0.82; Statistical Confidence Summary = 99.85%
Daily summary:
2/22 : 1.6120/16
2/23 : 0.0702/4
2/24 : 1.5950/10
2/27 : -0.0840/3
2/28 : 0.6743/10
2/29 : 3.1612/34
3/01 : 0.6690/13
3/02 : 0.8344/33
3/05 : 0.0777/19
3/06 : 1.2099/13
3/07 : 0.5001/7
3/08 : 9.8400/10
3/09 : 0.4270/7
3/12 : -0.1535/9
3/13 : 1.5679/8


Any thoughts?

[jmobleyga]

Any update on this strategy? TradeIdeas1, did you ever get a chance to take a look at it more?

[TradeIdeas1]

Sorry it has taken a bit longer than normal.  We have been busy completely redesigning the OddsMaker and I believe taking it to a completely new level.  If you don't have it yet make sure to download the latest beta http://www.trade-ideas.com/Application/Help.html

I will work on your strategy tomorrow and post the link on this thread with any improvements!

[TradeIdeas1]

Sorry it has taken a bit longer than normal.  We have been busy completely redesigning the OddsMaker and I believe taking it to a completely new level.  If you don't have it yet make sure to download the latest beta http://www.trade-ideas.com/Application/Help.html

I will work on your strategy tomorrow and post the link on this thread with any improvements!

I ran this strategy under our new OddsMaker and it looks as though it has significantly degraded since you first put it up.  May I suggest you use this instead.

http://www.trade-ideas.com/View.php?O=1_419_0&MaxDNbbo=0.5&MaxPrice=50&MaxSpread=0.02&MinDUp2=0.6&MinPrice=14&MinTV=50000&WN=Short+Overextended+Up+Move-+Hold+for+45+Minutes+69%25+Success+&show0=Price&show1=RV&show2=BS&show3=TV&show4=PV

Start 60 minutes after the open and hold for 45 minutes no stop

[closingcross]

Can you check the following under the new odds maker?

http://www.trade-ideas.com/View.php?O=A_1D_0&MaxPUp120=-2&MaxPUp2=-0.2&MaxPrice=225&MaxSpread=15&MaxUp60=-1&MinBoll5=-10&MinPrice=5&MinPrints=1257&MinRange2=0.2&MinTV=1000&MinVWV=0.06&MinVol=250000&MinVol1=2000&MinVol5=1000&WN=Odds

Below is what came out when I ran it.  Do you get the same?  Enter 60mins after open hold time 45mins.   

8 / 10 = 80% up $0.01 in 45 minutes; Average winner = $0.788, Average loser = $-0.08, Net winnings = $6.1441, Best = $1.65, Worst = $-0.08; Statistical Confidence Summary = 99.96%
Daily summary:
3/29 : 0.7300/1
3/30 : 0.6100/1
4/02 : 0.0000/0
4/03 : 1.5250/1
4/04 : 0.0000/0
4/05 : 0.3150/1
4/09 : 1.7690/3
4/10 : 0.8001/2
4/11 : 0.0000/0
4/12 : 0.0000/0
4/13 : 0.0000/0
4/16 : 0.0000/0
4/17 : 0.0000/0
4/18 : 0.3950/1

[TradeIdeas1]

I got good results from your strategy.  Here is the picture.  I tested a full 30 days.  It seems to be degrading somewhat in the last several days but is still pretty decent.