cpc between 0.7 and 0.8

black

just to support cobra's cpc theory:
if:
1. cpc close between 0.7 and 0.8.
2. cpce close above 0.56.
then buy 1 contract ES at close and sell tomorrow close.

result from tradestation since 01/01/2000:
Total Net Profit $11725.00
Profit Factor: 1.30
Total Trade: 220
Percent Profitable: 62.27%
Winning Trades: 137
Losing Trades: 81
Even Trades: 2

javamood

what's the source of your cpc data
i mean different broker's data may be different.
cboe historical  cpc data also looks messy

black

what's the source of your cpc data
i mean different broker's data may be different.
cboe historical  cpc data also looks messy
javamood 发表于 2009-7-27 17:28

it's from tradestation.

keesa

1# black

偶卖糕的，这还是要玩过夜，再加上不止损，所需的本金至少也要一万吧。。。九年半玩一个ES才赚到一万？

black

big drag down between 05/08--02/09, what happened during that period?

black

vix was very high, let me try try that tonight

black

maybe add some stops.

ByStander

Percent Profitable: 62%, 似乎也不是很高呀

Cobra

just to support cobra's cpc theory:
if:
1. cpc close between 0.7 and 0.8.
2. cpce close above 0.56.
then buy 1 contract ES at close and sell tomorrow close.

result from tradestation since 01 ...
black 发表于 2009-7-27 17:23

Thanks. 不过CPC在各个阶段都不一样，所以不能这么简单的统计。