Oczywiście, że żaden... z tego leczą ZUS, US i rząd, tylko może trochę potrwać :) Ale wspomnisz moje słowa :) Każdy psychiatra Cie odeśle w ramach terapii ze swoim PIT-em do wypełnienia, dwa pity w roku zamiast jednego, bardzo pomagają wrócić do rzeczywistości. Jeżeli nie pomogą, da Ci jeszcze PIT sąsiada w wersji hardcore czyli każe Ci wypełnić on-line, good luck.
Taktyka nie mówi o 0 - 1 mln w rok taktyka, jakbyś spojrzał na jego wyliczenia to koleś po roku ze 100 k miał 97830.15 czyli ponad 2% stratę! Mimo to średnio wyciągnął 65% rocznie w skali 12 lat, więc 65% rocznie na forexie to czy futures to Cię tak zaskakuje? Moim zdaniem to wypasiony wynik o jakim marzę ale nie jest to wynik nierealistyczny. Znam pewnego kolesia co w 9 dni zrobił na forexie 800%... inna kwestia, że poziom ryzyka jaki podejmował się potem mu odpłacił a nie sądzę żeby to był odosobniony przypadek, czytałem w książkach o ludziach którzy robili 1000% w rok, da się, że to rzadkie i pewnie z dużym ryzykiem to wiem, ale nadal... da się! Żeby wszyscy wiedzieli o jakim mailu mówimy wrzucę go tutaj sami oceńcie realność podanych informacji.
In article <
[email protected]>
[email protected] (UBCHI2) writes:
> I am a professional hedge fund trader looking for some new
> technical systems. If you know the rules of a Wizard system,
> email a description and statistical summary of results. If it
> checks out, I will make you a cash offer on it. If you need
> privacy, just leave a phone number or email for mine.
> Publicly available systems not acceptable.
> --Please no day of week, volatility expansion, channel breakout,
> oscillator, bar chart pattern or other common methodologies.
> Only a totally mechanical method will be purchased.
> Andrew St. John Goodwin
Market Wizard System -- here's a candidate
Mark Johnson
[email protected]
1997/04/21
misc.invest.futures
Here's my test results of a Market Wizard System. It is profitable,
averaging a compound growth rate of 65% per year for twelve years
(net gain 420X in 12 years). It traded an initial stake of $100K
and ran the equity up to $42 million after twelve years.
The system is found on page 60 of LeBeau and Lucas's book,
_Computer_Analysis_of_the_Futures_Market_. Unfortunately that means
the system is unacceptable to Andrew St. John Goodwin, the originator
of this news thread. Ah well, he no doubt has accumulated better
systems anyway. Still, this one might perhaps be useful for
"diversication across a number of different systems," which itself
is a Market Wizard principle.
A few details about my tests:
* I used commissions = $50 per contract per round trip
* I used slippage = 4 ticks per contract per round trip
(for example in the Deutschemark, 1 tick = $12.50 so the
commissions+slippage in DM is $100.00/contract)
* I tested from 01 January 1985 to 18 April 1997 (last Friday)
* I tested the system on the 25 markets that I myself happen
to trade in my own real-money futures account. These
are the markets for which I always have continuous,
up-to-date data files ready for testing:
BP C CD CL CT DM DX ED FY
HG HO HU JO JY KC LB MB MP
NG SB SF TB TU TY US
* I used a Market Wizard "money management" rule: always risk
exactly 2.6% of total (closed + open) account equity on
every trade.
* I used the software package "Trading Recipes" by RW Systems
to perform the tests
* I started the historical test account at $100K. You may
dispute whether this is too much (or too little) to
start simultaneously trading 25 futures markets. But
that's what I did.
File: LEBEAU.GO
Date: 21 Apr 97
----------------------------- Performance Summary ---------------------------
Net Win Loss 42,053,156 Capital Required 36,143
Percent Wins 41.6% Date of Requirement 850404
Trades, Trades Rejected 1427 0
Wins 594 153.3M Total Slpg + Commssn 24,733,183
Losses 833 111.2M Start Up Capital 100,000
Long Wins 346 94,867,737 Margin Calls, Max 0 0
Long Losses 427 52,638,274 Max Items Held 13,617 970404
Short Wins 248 58,478,932 Days Winning, Losing 1630 1424
Short Losses 406 58,655,237 Expectation, Kelly 22.1% 11.4%
Max Consecutive Wins 8 15,950 Comp. Anul. ROI, ROI 65.0% 42053.2%
Max Consecutive Losses 14 9,202,127
Largest Winning Trade 5,325,899 Start Date, End Date 850326 970418
Largest Losing Trade 1,183,200 Total Items Traded 217623
Average Winning Trade 258,159 MAR Ratio 1.38
Average Losing Trade 133,606 New Highs, Percent 269 8.8%
Avg $Win to Avg $Loss 1.93
Max Drawdown by %, $ 46.95% $15.76M % on 891101 $ on 960304
Longest Drawdown 1.39 years 950707 to 961125
Here's the "equity curve". For brevity I've only included 6 equity
readings per year; this keeps the message length manageably small.
There's nothing sinister here; I'm just "saving bandwidth" as the
Usenet expression goes.
850201 100000.00
850401 97830.15
850603 114061.95
850801 128820.94
851001 138293.08
851202 169813.23
860203 216806.97
860401 288582.59
860602 285737.25
860801 254516.64
861001 230563.89
861201 243111.95
870202 327757.22
870401 328005.34
870601 416479.59
870701 400805.09
870803 471144.72
871001 498039.31
871201 678973.75
880201 755799.69
880401 714359.19
880601 688729.88
880801 1067212.50
881003 1039365.00
881201 1201548.50
890201 1363686.00
890403 1484712.38
890601 1684390.50
890801 1887812.75
891002 1256556.75
891201 1103038.00
900201 1820179.38
900402 1966021.63
900601 1868241.38
900801 2269144.75
901001 3050966.25
901203 3390288.25
910201 2887254.25
910401 2751789.75
910603 2450820.50
910801 2247085.50
911001 3246755.00
911202 4257608.50
920203 6582033.00
920401 5058539.50
920601 5094387.50
920803 8523964.00
921001 10232035.00
921201 8946255.00
930201 8634425.00
930401 10871372.00
930601 10686823.00
930802 11951045.00
931001 11933584.00
931201 10493555.00
940201 10365359.00
940401 11514206.00
940601 12596234.00
940801 17350238.00
941003 14743892.00
941201 17446028.00
950201 15582884.00
950403 24957432.00
950601 30482370.00
950801 28926444.00
951002 23099142.00
951201 25886892.00
960201 27243478.00
960401 27255586.00
960603 31130510.00
960801 29642532.00
961001 27338004.00
961202 37941076.00
970203 36292488.00
970401 43538832.00
970418 42153156.00