Big Mike's Trading Blog

Day trading futures, discussing money management and trade management techniques, and more

233 tick strategy based on Polynomial Channel and divergence

I spent most of yesterday and tonight refining the 233 tick based strategy I wrote about earlier.

I've increased the profit to 11k (1 contract, since March 15th) and cut the number of trades drastically. I've also backtested against prior contract periods with mediocre success, the variables need to be tweaked to produce the best results. This is an on-going problem --- no single solution works forever -- and is why I am developing a very complex MySQL database for my strategies to be able to adapt on their own, but that's another post!

Here are the latest results, and some screens. The white diamonds are the auto adjusting stop (my own flavor), the red diamonds are "trouble" which will cause the exit to start changing. The lower-left profit and loss box only works in real-time trades, and I just loaded this chart and it hasn't traded real time yet.

I have now given the strategy and all the code it is based on (my trend bars, CCI divergence, and my PolyRC) to a friend for some testing. We will both be using it in the live market.

I do plan to post this strategy for everyone in the hopes I will receive positive feedback that will improve it, but it will be a few more days. I have to get my trend bars ready first, and will have to adapt it to the public version of the polynomial channel indicator as well.



haruhi said...

I like what I see! I'm going to start combining the public version of the polynomial regression indicator with my other indicators and see how good of a strategy I can come up with.

haruhi said...

i failed. =(
doesn't look like the polynomial regression is a viable entry for me. looking forward to your version.

Mike said...

Hi haruhi, were you using it as an entry/exit signal? You might try using it in other ways, like a OB/OS indicator.


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