KISS System

[jain.er]

KISS: Keep it simple, stupid

1. Buf NF when its above its 20 DMA, and vice versa
2. 1st target at 200 points, 2nd at 400
3. SL at 100 points or SAR when reverse signal is generated
4. Everything caculated at EOD levels

It dosnt have many complex indicators but with proper MM looks good...

 

[augubhai]

KISS: Keep it simple, stupid

1. Buf NF when its above its 20 DMA, and vice versa
2. 1st target at 200 points, 2nd at 400
3. SL at 100 points or SAR when reverse signal is generated
4. Everything caculated at EOD levels

It dosnt have many complex indicators but with proper MM looks good...

Just looks good, or backtested as well?

 

[PartTime_Trader]

As the system trades daily TF i feel the stops need to be very wide (about 4%) the profit targets also need to be set wide (10-12%),
with a stop of just 100 points it will definitely end up in a loss.


Use the following amibroker code and test it for yourself

Len	=	Optimize("Len", 20, 15,25,5);
Profit	=	Optimize("% Profit", 200, 200,1600,200);
Loss	=	Optimize("% Loss", 100, 100,1000,100);

DMA	=	MA(C,Len);
Buy	=	C > DMA;
Sell 	=	C < DMA;
Buy	=	ExRem(Buy, Sell);	
Sell	=	ExRem(Sell, Buy);
Short	=	Sell;
Cover	=	Buy;	
SetPositionSize(1,4);

ApplyStop(stopTypeProfit, stopModePoint, Profit);
ApplyStop(stopTypeLoss, stopModePoint, Loss);

The results maybe very good even after the tests but the question is are you able to trade such a system?

Sitting through the big drawdowns and retracements that are typical with a daily time frame system is not easy

Cheers