Sister QQQ's 15 minutes Trading System

zero

A very good return can be achieved If using Sister QQQ's 15 min system to trade ETF in year 2008
SRS SDS. $100,000 account, long/short, close position at EOD to reduce draw down, stop loss at 2%.

QQQ

looks like machine is better than human, this proves EMOTION kills. Thank YOU for sharing these back test results.

lite1067

how did you calc cumul profit? it seems only 20+%, how can you get 240+%?

zero

Thank you and it's your system! You have taught a good lessons in Hutong

zero

The graph shows profit only

lite1067

原帖由 zero 于 2008-12-3 01:30 发表 The graph shows profit only

oh... wonderful.

could you summerize Q's 15min rule? this sounds incredibly great..

QQQ

Lite1067, read my first post in HT :-)

lite1067

原帖由 QQQ 于 2008-12-3 01:42 发表 Lite1067, read my first post in HT :-)

Will do.... actually i will devote a whole weekend to (re)study your past posts...

QQQ

原帖由 lite1067 于 2008-12-3 01:47 发表 Will do.... actually i will devote a whole weekend to (re)study your past posts...

Can I join you too? I want learn from you how you get such good sense, knowledge, and resource on bonds and rates.

You can find trading systen summary from ........ save you some time search HT. Post you comments I will join you if you have questions.

rabbigator

thank you zero for backtesting this, sister Q's system is simple and amazing, wondering how it could be that effective for that long time, wow !

higherhigh

Could you backtest SSO and URE? Thanks!

xiaobailong

刚开始有一段小于零的时候是怎么回事，被外婆了?

hippo

Xiaobai,
He only post the profits I believe.

It's a great yet simple system. Thanks QQQ.

xiaobailong

原帖由 hippo 于 2008-12-3 09:02 发表 Xiaobai,He only post the profits I believe.It's a great yet simple system. Thanks QQQ.

I see. Thanks.

xiaobailong

Cobra, 钻石应该发给Q姐。 谁给贴个Q姐原贴的链接啊。

yoy_158

谁给贴个Q姐原贴的链接啊. 给一个吧。

quickcow

Is this one? http://www.hutong9.com/viewthread.php?tid=26679&highlight=%2Bqqq I have got to follow rules. Big thanks to QQQ

xiaobailong

要不然，zero 给个简介，你这个结果是按照什么规则计算出来的?

xiaobailong

原帖由 quickcow 于 2008-12-3 10:04 发表 Is this one? http://www.hutong9.com/viewthread.php?tid=26679&highlight=%2Bqqq I have got to follow rules. Big thanks to QQQ

这个是Q姐的大原则。我问的是具体到这个１５分钟系统的算法。

zero

小白龙 EMA16 cross above EMA34, long, exit at eod EMA16 cross below EMA34, short, exit at eod The above result does not include commission. Total commissions are about $3-5k for ~240 trades