|
|
|
| NEWYORK
DAX |
Ranking
: 6º |
AUS
: 33 |
 |
|
| STATISTICS |
|
 |
| Total Profit |
|
| Monthly Profit |
€ |
| NºTrades |
1199 |
| Positives Trades |
525 |
| Negatives Trades |
674 |
| Trades Average Profit |
€ |
| Positives Average Profit |
394775 € |
| Negative Average Loss |
-302392.5 € |
| Max Drawdown |
|
| Present Drawdown |
|
| Reliability |
44 % |
| Since 2001 January until today. |
|
|
DECRIPTION
NewYork is an intraday system , whose ideal use is on 15 minutes bar chart. This version is identical to the one on the ESX.
A very important innovation in this system, is the DYNAMICAL calculation of all the parameters, oscillators, ranges, volatility, trails stops and stops ones. What allows the system to be adapted to any market and to have an appropriate behavior. Showing a good yield in all the analyzed periods.
The information of Benefit and DrawDown are kept stable in all the periods, this system have few ups and downs, so we can bring the necessary capital near enough to activate it with Maximum Draw Down.
|
 |
| |
This system is based on the Balance Point indicator, which bears in mind the maximum, minimal points and the closing of a set of bars. This way, if we want to obtain the value of the indicator in a set of 20 bars, we will have to add the prices maximum, minimum and closing of the last 20 bars and divide it by 3, this will give us a balance point that will serve us to determine our entry points. References about this indicator can be found at the Stocks&Commodities magazine .
The necessary capital to activate this system is 14.000 €, estimated according to historical Walk Forward, typical deviations and analysis of montecarlo.. The yield of this systems has been 360 % in 2002 and 120 % in 2003.
|
|
|
|
