Welcome, let me introduce myself, I am a follower of the Fratelli Intraday trading system. I manually trade with the system during the london market. When the london market close, I will work on backtests and try to incorporate new ways of improving the fratelli method. The reason why I am starting a new thread is because first of all, I do not want to confuse the reader of the original thread and also I would like to keep everything that I am working on in a nice place for a separate discussion.
The material on this thread should not be used live because it is only in experimentation stage and even if they are approve to be worth while taking, I believe the deviation will be much higher than the original rules. There is always a risk appetite for different people, use at own risk.
Upcoming projects:
1)GU Backtesting on 10M for 2011. - according to 15tp, 15sl as stated in the manual
Due Date: Most likily within a day
2)incorporating RSI trendline exit strategy - rather than using a set fixed rules for jumping stops, BE, tp, sl, we are trying to capture the right amount of profit accordingly when the market condition changes. When the market is moving, we should be able to grab more than 20 pips and when the market is slowing down, we should be good with 10 pips and out. So we will experiment with a leading indicator approach for exiting at the right time.
Due Date: End of the week, Dec 4, 2011.
The material on this thread should not be used live because it is only in experimentation stage and even if they are approve to be worth while taking, I believe the deviation will be much higher than the original rules. There is always a risk appetite for different people, use at own risk.
Upcoming projects:
1)GU Backtesting on 10M for 2011. - according to 15tp, 15sl as stated in the manual
Due Date: Most likily within a day
2)incorporating RSI trendline exit strategy - rather than using a set fixed rules for jumping stops, BE, tp, sl, we are trying to capture the right amount of profit accordingly when the market condition changes. When the market is moving, we should be able to grab more than 20 pips and when the market is slowing down, we should be good with 10 pips and out. So we will experiment with a leading indicator approach for exiting at the right time.
Due Date: End of the week, Dec 4, 2011.