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  • #321
  • Dec 18, 2006 2:11pm Dec 18, 2006 2:11pm
Quoting saaedb
Tkimble,

I have a three questions for you.

1) Just to reconfirm, you've been trading the forex using this system for the last 16 months?

2) Whats your avg monthly pip gain.

3) Do you decide the lot size based on a certain percent of your equity or something else?

Thanks
Saaedb.
1. 18 months

2. I do not publish my results. You need to experiment with the system to find your comfort zone. This system will definitely increase you odds of making money and that is the best that can be done...

3. Lot size is based upon the ATR formula that I posted on the first page of this string. I have attached the file and formulas for your review...

Happy Trading,

Tkimble
Attached File(s)
File Type: zip ATR.ZIP   2 KB | 406 downloads
  • #322
  • Dec 18, 2006 4:52pm Dec 18, 2006 4:52pm
Firstly, thank you very much for creating this thread.

I have been trying to understand your ATR system in the context of spreadbetting; I don't trade using lots. With spread betting you bet say $10 per pip and if for instance you need 200 x your stake then you will have to fund an account to the tune of $2,000.

I can't wrap my head around how to factor the ATR variable into a spreadbetting trading method. If anyone not presently feeling so obtuse can adapt the ATR formula to spreadbetting I would be really grateful.

Thank you!

Quoting tkimble
Lot size is based upon the ATR formula that I posted on the first page of this string. I have attached the file and formulas for your review...

Happy Trading,

Tkimble
  • #323
  • Dec 18, 2006 9:11pm Dec 18, 2006 9:11pm
Thanks for your reply



Quoting tkimble
1. 18 months

2. I do not publish my results. You need to experiment with the system to find your comfort zone. This system will definitely increase you odds of making money and that is the best that can be done...

3. Lot size is based upon the ATR formula that I posted on the first page of this string. I have attached the file and formulas for your review...

Happy Trading,

Tkimble
  • #324
  • Dec 19, 2006 2:44am Dec 19, 2006 2:44am
Quoting vdgraaf
Hi rogerha,
Could you send me the E-signal code that you've tested?
I was planning to do the same but any help is greatly appreciated.

mike
Hi vdgraaf,

Basically I took Comoke's fine work earlier in this thread and adapted it to suit my style a little more, but either way it should be a good starting block for getting you going.

Its worth noting, because as I do, I spent a lot of time adding filters, smoothing etc to try and improve this system. I can respectfully say that it is very difficult to improve this system, almost every extra thing I tried gave worse results. This shows that the keep it simple rule stands up as always.

In my opinion success of this system is not down to the system, but down to the trader, I helped my mindset by scalping for 10 pips and leaving a runner, I know this will help me when to I move to trade this live.
  • #325
  • Dec 19, 2006 2:55am Dec 19, 2006 2:55am
Quoting coolshades
[
rogerha,

i too am using the early exit. so while i have s/l at 50 pips, and even the t/p at 50 pips i generally exit as soon as i get 15-20 pips on the board.. largely because i am nervous, but the system is good and i am gaining confidence..

there was an interesting post earlier about the system being successful only in the last 3 months or so because of the strong trend. i wonder if anyone has backtested this to more than 3 months..

and i am aware of tk's thoughts on backtesting

QUOTE=rogerha]Hi, I have been playing with this for a while, but I should give tkimble credit where it is due, its a great system straight out of the box. I created a backtest in E-Signal and have been using an ATR(21) stop. Inital stop is at 5 times ATR or 50 pips whichever is less. Then I used some other calculations (variation between 0.5 time atr and 0.25 times atr) to trail the price action. Sure every now and again, it stops you at a bit early but mostly in locks in nice profits. I haven't fully tested the straight trail of 50 pips, and really I need to do that.

But by far the greatest benefit I have applied to this is trading 2 lots, and exiting the first lot at 10 pips profit. It helps with the profit, but above all it helps with the confidence, especially during whipsaws, because you are still locking in a bit of money !

With an ATR stop and 10 pips scalp of one lot, on Euro Futures in 2005, forwarded tested on a tick replay, it netted about 5000 pips (approx $63k per contract) for the year. So I am astounded at some of the other results printed here.

[/quote]

Hi Coolshades,

I too am aware of Tkimble thoughts on backtesting, which I respect. For me it is an exercise in evaluation, and I have always approached systems like this. I have complete Tick Data for Euro Futures 2005, 2004, and am working on getting an up-to-date 2006.

Rather than doing a straight backtest, I use a complete tick replay for 2005 for testing. So entries and slippage are simulated in a type of 'forward test' using historical data. If you use this, I think it gives you a better feel for the system. My profit results posted earlier are based on the entire replay of 2005, so in essence, I have done more than trade it over the last three months. Max drawdown was around 160 pips on a backtest and this looked pretty realistic on the replay.

Incidentally the first quarter of 2005 was amazing for the system, then it was a pretty steady (but profitable summer) and it picked up a little again towards the end of the year.

I have more Stop Loss options to try, and at the moment I test with no targets (t/p's), maybe the addition of these will improve the system further, although I have to say I am very happy with it already.

Rogerha
  • #326
  • Dec 19, 2006 3:12am Dec 19, 2006 3:12am
so essentially you are seeing that this is a successfull system for both trending and ranging markets...

are you using the standard s/l of 50 pips?

Hi Coolshades,

I too am aware of Tkimble thoughts on backtesting, which I respect. For me it is an exercise in evaluation, and I have always approached systems like this. I have complete Tick Data for Euro Futures 2005, 2004, and am working on getting an up-to-date 2006.

Rather than doing a straight backtest, I use a complete tick replay for 2005 for testing. So entries and slippage are simulated in a type of 'forward test' using historical data. If you use this, I think it gives you a better feel for the system. My profit results posted earlier are based on the entire replay of 2005, so in essence, I have done more than trade it over the last three months. Max drawdown was around 160 pips on a backtest and this looked pretty realistic on the replay.

Incidentally the first quarter of 2005 was amazing for the system, then it was a pretty steady (but profitable summer) and it picked up a little again towards the end of the year.

I have more Stop Loss options to try, and at the moment I test with no targets (t/p's), maybe the addition of these will improve the system further, although I have to say I am very happy with it already.

Rogerha[/quote]
  • #327
  • Dec 19, 2006 6:17am Dec 19, 2006 6:17am
Quoting coolshades
so essentially you are seeing that this is a successfull system for both trending and ranging markets...

are you using the standard s/l of 50 pips?



Hi Coolshades,

I too am aware of Tkimble thoughts on backtesting, which I respect. For me it is an exercise in evaluation, and I have always approached systems like this. I have complete Tick Data for Euro Futures 2005, 2004, and am working on getting an up-to-date 2006.

Rather than doing a straight backtest, I use a complete tick replay for 2005 for testing. So entries and slippage are simulated in a type of 'forward test' using historical data. If you use this, I think it gives you a better feel for the system. My profit results posted earlier are based on the entire replay of 2005, so in essence, I have done more than trade it over the last three months. Max drawdown was around 160 pips on a backtest and this looked pretty realistic on the replay.

Incidentally the first quarter of 2005 was amazing for the system, then it was a pretty steady (but profitable summer) and it picked up a little again towards the end of the year.

I have more Stop Loss options to try, and at the moment I test with no targets (t/p's), maybe the addition of these will improve the system further, although I have to say I am very happy with it already.

Rogerha
[/quote]

Well not exactly Coolshades. In ranging/choppy markets, it gets whipped around, I have seen 7 consecutive losers, of varying degrees due to the stop method I have tried. This doesn't come as a surprise however since at the end of the day its a trend following system and that is to be expected.

So, to alleviate the stress of that I looked at the equity run-up on most trades, and about 75% to 80% of the time, 10 pips is acheivable. Therefore, with a maximum initial stop of 50 pips or 5 * ATR(21) (I think that is the multiple I use but I will check, it may be 2.5), whichever is less, you offset some of those losses with the 10 pip winners. Sometimes one can counter the other completely. Also the trailing methodology means that once those 10 pips have been acheived the stop is a little tighter, and so you don;t lose the full 50 pips. The sacrifice, sometimes getting stopped out a little early and having to re-enter.

I hope that makes sense, I am having a little trouble explaining myself. ;-)

I have never seen (to date) a ranging system that doesn't get hammered on Trending markets or vice versa. To be quite frank, any indicator that attempts to measure the 'trendiness' of the market (ADX, Squeeze, RaVI etc) add so much lag to either system that its just detrimental to he whole thing.

There is one key inidcator that may add something to this system, and thats Volatility Quality, and there is a smoothed version produced in MetaTrader. (VQ). However I have no idea how this is produced, or in particular this smoothed version is produced, so I cannot replicate it.

So, as TK has said all throughout this thread. You *can* make money with this system, and I for one am sure. Of course you *have* to take the losses on the chin, if you can't do that, don't trade.
  • #328
  • Edited 9:21am Dec 19, 2006 9:10am | Edited 9:21am
Well not exactly Coolshades. In ranging/choppy markets, it gets whipped around, I have seen 7 consecutive losers, of varying degrees due to the stop method I have tried. This doesn't come as a surprise however since at the end of the day its a trend following system and that is to be expected.

So, to alleviate the stress of that I looked at the equity run-up on most trades, and about 75% to 80% of the time, 10 pips is acheivable. Therefore, with a maximum initial stop of 50 pips or 5 * ATR(21) (I think that is the multiple I use but I will check, it may be 2.5), whichever is less, you offset some of those losses with the 10 pip winners. Sometimes one can counter the other completely. Also the trailing methodology means that once those 10 pips have been acheived the stop is a little tighter, and so you don;t lose the full 50 pips. The sacrifice, sometimes getting stopped out a little early and having to re-enter.

I hope that makes sense, I am having a little trouble explaining myself. ;-)

I have never seen (to date) a ranging system that doesn't get hammered on Trending markets or vice versa. To be quite frank, any indicator that attempts to measure the 'trendiness' of the market (ADX, Squeeze, RaVI etc) add so much lag to either system that its just detrimental to he whole thing.

There is one key inidcator that may add something to this system, and thats Volatility Quality, and there is a smoothed version produced in MetaTrader. (VQ). However I have no idea how this is produced, or in particular this smoothed version is produced, so I cannot replicate it.

So, as TK has said all throughout this thread. You *can* make money with this system, and I for one am sure. Of course you *have* to take the losses on the chin, if you can't do that, don't trade.[/quote]

Well said. Look at the analysis that was posted by DFoster earlier in this thread. This is very typical of any trending system. The system can generate breakeven trading for 4 - 6 weeks and then snatch some great trends. Profits are always made while the trend is enduring. That is why the emotional and psychological aspects of any system need to compliment the traders apptitude. Basically, do you have the fortitude to withstand a potential several week drawdown while waiting for the profitable trade that you know is going to occur?

Happy Trading,

Tkimble
  • #329
  • Dec 19, 2006 3:50pm Dec 19, 2006 3:50pm
Ok, I'm forward testing the method, but my stop process still does not include any use of ATR (nor my does my money mgt). Can anyone suggest a web link or location where I can get more information on how ATRs is used in Strategies or as trailing stops? I've read through definitions on how to create/calculate ATR, but I'm not connecting the dots on the practical application side of the theory (might be having a fuzzy day).

Thanks Much
DFoster
  • #330
  • Dec 19, 2006 4:16pm Dec 19, 2006 4:16pm
Quoting DFoster
Ok, I'm forward testing the method, but my stop process still does not include any use of ATR (nor my does my money mgt). Can anyone suggest a web link or location where I can get more information on how ATRs is used in Strategies or as trailing stops? I've read through definitions on how to create/calculate ATR, but I'm not connecting the dots on the practical application side of the theory (might be having a fuzzy day).

Thanks Much
DFoster
Hi DFoster,

ATR - Average True Range, any half decent google search will let you know what it is and how it works. Obviously when we specify an ATR of 21 then it is an indication based on the last 21 bars of data for that given timeframe.

ATR stops measure the given ATR for a determined period and place a stop as a multiple of that value. For example if the ATR for the last 21 bars has been 10 pips, then a 2.5 multiple of that ATR is obviously 25 pips.

It helps (for me anyway) set stops that are correct for the market, setting stops too tight/too wide can be extremely detremental to your trading career Since the market conditions fluctuate then in my opinon it is prudent to set your stops accordingly.

Hope that helps.
  • #331
  • Edited 10:50pm Dec 19, 2006 9:59pm | Edited 10:50pm
Quoting DFoster
Ok, I'm forward testing the method, but my stop process still does not include any use of ATR (nor my does my money mgt). Can anyone suggest a web link or location where I can get more information on how ATRs is used in Strategies or as trailing stops? I've read through definitions on how to create/calculate ATR, but I'm not connecting the dots on the practical application side of the theory (might be having a fuzzy day).

Thanks Much
DFoster
The ATR is a measurement of the Average True Range of a given bar. The ATR measures the volatility of the market during the time the bar is being created. The greater the volatility, the greater the likelihood of getting stopped out. With this prospect, when entering a trade, it would be less risky to expose less of capital.

No offense to anyone, but it is comparable to a one nighter verses a long term relationship. One nighters come with inherently broad ATRs (Lots of short term risk) while long term relationships have a much narrower ATR (less long term risk).

When the ATR is used as a component to a formula, the formual includes the ATR and the amount of money in your account. When the ATR is high, less money is exposed to the market. When the ATR is low, more money is exposed to the market.

I have attached the ATR formula that I use to manage my monetary committments.

Hope this makes some sense...

Happy Trading,

Tkimble
Attached File(s)
File Type: zip ATR.ZIP   2 KB | 406 downloads
  • #332
  • Dec 20, 2006 10:16pm Dec 20, 2006 10:16pm
Thanks for the primer on ATR. I'm off to dabble on the strategy.

DFoster
  • #333
  • Dec 21, 2006 9:11pm Dec 21, 2006 9:11pm
I am not sure how applicable this information is to forex or to shorter time frame trendfollowing, but it applies to stock and commodity long term trends.

Generally speaking, the monster trends that long term trendfollowers make the big money on are in markets that are coming out of a period of sideways movement, very low volitility, possibly (probably) low volume. this is mostly applicable to bull trends.

As the price in the instrument continues to grow, the instrument will attract volume and increased volatility. eventually it will bubble into unleashed euphoric buying and spike, only to come back down in a very short time, this is the highest point of atr, and is referred to as capitulation, the down trend will start soon and it will be the inverse of the bull trend, only faster.

In stocks this signifies the distribution of the stock from strong hands into weak hands (from funds and insiders to retail investors ).
In commodities it is more a factor of the fundamental reasons for the trend becoming overtaken by the speculators' buying and then the prices crashing back to realistic levels which are usually substantially lower because by this point, supply has caught up and surpassed demand for the underlying commodity.

In any case, Rising ATR, particularly sharp spikes in ATR are associated with the end of a trend, as well as the practical matter of increased risk due to increased volatility.
  • #334
  • Dec 22, 2006 7:26pm Dec 22, 2006 7:26pm
<o></o>Results from this week's (12-22-06) forward testing.

All, I’m forward testing two variants of tkimble’s system. One system uses the standard 50 level RSI cross and the other was slightly modified in an attempt to avoid some of the chop that occurs as RSI hovers around 50. This second system takes a long buy above 53 and short sells below 47. Both currently do not factor ATR into money management or in the trailing of stop.
<!--[if gte vml 1]><v:shape id="_x0000_i1026" type="#_x0000_t75" style='width:525pt;height:128.25pt'> <v:imagedata src="file:///C:\DOCUME~1\Don\LOCALS~1\Temp\msohtml1\01\clip_image003.png" o:title=""/> </v:shape><![endif]--><!--[if !vml]-->
Both systems have an open short position form 12/22/06 at 07:30. This short is currently in the green by $250.00
<o></o>
I’ve also added $15 commission per side to account for slippage which is drastically effecting the return.

<o></o>
Attached are two pictures for this weeks trades.

Reguards
DFoster
Attached File(s)
File Type: zip 20061218Test.zip   49 KB | 463 downloads
  • #335
  • Dec 22, 2006 7:33pm Dec 22, 2006 7:33pm
Quoting rogerha
Hi, I have been playing with this for a while, but I should give tkimble credit where it is due, its a great system straight out of the box. I created a backtest in E-Signal and have been using an ATR(21) stop. Inital stop is at 5 times ATR or 50 pips whichever is less. Then I used some other calculations (variation between 0.5 time atr and 0.25 times atr) to trail the price action. Sure every now and again, it stops you at a bit early but mostly in locks in nice profits. I haven't fully tested the straight trail of 50 pips, and really I need to do that.

But by far the greatest benefit I have applied to this is trading 2 lots, and exiting the first lot at 10 pips profit. It helps with the profit, but above all it helps with the confidence, especially during whipsaws, because you are still locking in a bit of money !

With an ATR stop and 10 pips scalp of one lot, on Euro Futures in 2005, forwarded tested on a tick replay, it netted about 5000 pips (approx $63k per contract) for the year. So I am astounded at some of the other results printed here.

rogerha

Some questions for you...

 

  1. Do you currenlty account for any type of slippage in your testing?
  2. Have you traded live FOREX systems and have any bench marks on what to expect as to slippage?
  3. Are your entries matching my entries?

Thanks
DFoster

  • #336
  • Dec 23, 2006 8:12am Dec 23, 2006 8:12am
Quoting DFoster
rogerha

Some questions for you...

 

  1. Do you currenlty account for any type of slippage in your testing?
  2. Have you traded live FOREX systems and have any bench marks on what to expect as to slippage?
  3. Are your entries matching my entries?

Thanks
DFoster



Hi DFoster,

Answers below:



1. Yes, I actually err very much on the side of caution when it comes to slippage. I factor slippage into a strategy evaluation in two ways: a) I only ever use market orders on the next bar, so if I get stopped on out a bar, a close it as a market order on the next bar, the slippage on that can be hurrendous in a fast market, but I like to do it that way since its the worse possible scenario. The second way is on a forward test with historical data I use a Paper Broker that simulates slippage, so basically the answer to your question is Yes, slippage is very much accounted for.



2. I have traded live Futures systems (mini S&P, mini Russell and Euro) and slippage didn't really cause me to much of an issue in general, 1-2 pips generally under normal conditions. In a fast market though your slippage can rocket, I have seen slippage well in excess of 20 pips, although that was pretty rare. I have not traded Forex as yet, trying to ease myself into it.



3. I am not forward testing it on live data as yet, my full time job is getting in the way of that, neither does my current subscription with E-Signal allow, but I hope to rectify that in the new year, although at this stage, I am thinking of switching to TradeStation and getting some of my systems coded fo that.



I hope that helps, as you will hopefully undertsand on my backtests I make it the worst possible scenario, you are only kidding yourself if you don't. On a forward test with historical data I generally see my results improve on the backtest. Then I know I have evaluated the system properly.



Incidentally I tested the 53/47 and although it kept you out of some whip, to me the reduction on the returns did not make it worthwhile. It might help you get started though.



Try scalping 10 pips ot of each trade and leave a runner, you might be pleasantly surprised !




The results that you seem to be getting are what I would expect although TK himself will be best placed to advise you on that, since he is the most knowledgable man here about his system.
  • #337
  • Dec 23, 2006 11:07am Dec 23, 2006 11:07am
Quoting rogerha
Hi DFoster,

Answers below:



1. Yes, I actually err very much on the side of caution when it comes to slippage. I factor slippage into a strategy evaluation in two ways: a) I only ever use market orders on the next bar, so if I get stopped on out a bar, a close it as a market order on the next bar, the slippage on that can be hurrendous in a fast market, but I like to do it that way since its the worse possible scenario. The second way is on a forward test with historical data I use a Paper Broker that simulates slippage, so basically the answer to your question is Yes, slippage is very much accounted for.



2. I have traded live Futures systems (mini S&P, mini Russell and Euro) and slippage didn't really cause me to much of an issue in general, 1-2 pips generally under normal conditions. In a fast market though your slippage can rocket, I have seen slippage well in excess of 20 pips, although that was pretty rare. I have not traded Forex as yet, trying to ease myself into it.



3. I am not forward testing it on live data as yet, my full time job is getting in the way of that, neither does my current subscription with E-Signal allow, but I hope to rectify that in the new year, although at this stage, I am thinking of switching to TradeStation and getting some of my systems coded fo that.



I hope that helps, as you will hopefully undertsand on my backtests I make it the worst possible scenario, you are only kidding yourself if you don't. On a forward test with historical data I generally see my results improve on the backtest. Then I know I have evaluated the system properly.



Incidentally I tested the 53/47 and although it kept you out of some whip, to me the reduction on the returns did not make it worthwhile. It might help you get started though.



Try scalping 10 pips ot of each trade and leave a runner, you might be pleasantly surprised !




The results that you seem to be getting are what I would expect although TK himself will be best placed to advise you on that, since he is the most knowledgable man here about his system.
rogerha

Thanks for the info.

FYI on Tradestation:

- They currently do not support Forex within the platform. If you open a Forex account, you trade through another platform, so no automation at this time.

- They are working on bringing Forex within the platform. I believe they have been working on it for about 2+years now. Was to happen in Q1 2006, now they claim Q1 2007. We will see.

- Also with forex data, they currently only show the bid. I assume this will change once they have forex within the platform.

- At preseent (Tradestation 8.1, sp1), they do not store historical data on a tick basis. They store the open, close, high and low per bar. Thus, this can sku historical testing results. The way I'm getting aound this by first building and testing the system on historical data. Once I have the basic system working, I have a server that runs 24x7 and I let the strategy run (non-stop) from Sunday through Friday (thus runing in real time on evey tick). The results above are from last week's live data test. I spoke with TradeStation last week about their historical data. They claim that in January 2007, Tradestation 8.2 will be released. Within this release, you will have the ability to pull historical tick level data from thier servers. I have no idea how far back their databases will be for. So if they start capturing tick data in January, it will not do me any good if I want historcial data for 2004-2006. I'm hopping for the best.

- Other then the historical tick data need, I've been very pleased with the platform. I traded option via the platform 2004-2005 and options and emini furtures in 2006. I anticipate that they will actually bring Forex in platform next year, thus I'm starting to ramp-up on Forex now.

DFoster
  • #338
  • Dec 23, 2006 11:59am Dec 23, 2006 11:59am
Quoting DFoster
rogerha

Thanks for the info.

FYI on Tradestation:

- They currently do not support Forex within the platform. If you open a Forex account, you trade through another platform, so no automation at this time.

- They are working on bringing Forex within the platform. I believe they have been working on it for about 2+years now. Was to happen in Q1 2006, now they claim Q1 2007. We will see.

- Also with forex data, they currently only show the bid. I assume this will change once they have forex within the platform.

- At preseent (Tradestation 8.1, sp1), they do not store historical data on a tick basis. They store the open, close, high and low per bar. Thus, this can sku historical testing results. The way I'm getting aound this by first building and testing the system on historical data. Once I have the basic system working, I have a server that runs 24x7 and I let the strategy run (non-stop) from Sunday through Friday (thus runing in real time on evey tick). The results above are from last week's live data test. I spoke with TradeStation last week about their historical data. They claim that in January 2007, Tradestation 8.2 will be released. Within this release, you will have the ability to pull historical tick level data from thier servers. I have no idea how far back their databases will be for. So if they start capturing tick data in January, it will not do me any good if I want historcial data for 2004-2006. I'm hopping for the best.

- Other then the historical tick data need, I've been very pleased with the platform. I traded option via the platform 2004-2005 and options and emini furtures in 2006. I anticipate that they will actually bring Forex in platform next year, thus I'm starting to ramp-up on Forex now.

DFoster
DFoster, thats great information, thanks very much. It may be prudent for me to see how they get on with rolling out Forex (hopefully) early next year. I am in no hurry, but I think it might be a sensible way for my trading to go.
  • #339
  • Dec 24, 2006 12:35pm Dec 24, 2006 12:35pm
A big "thank you" to tkimble for sharing this simple yet effective method. My backtesting has verified every performance claim made by the author and I look forward to using this method in the new year. The only weakness I have detected is the exit strategy which, in ranging markets, will allow small losses to accumulate. As a retired computer programmer it is in my nature to tinker so I will continue to look for a way to strengthen this aspect but would not hesitate to use this method "right out of the box".
Old Benjamin was right
  • #340
  • Dec 24, 2006 3:15pm Dec 24, 2006 3:15pm
Quoting Lou G
A big "thank you" to tkimble for sharing this simple yet effective method. My backtesting has verified every performance claim made by the author and I look forward to using this method in the new year. The only weakness I have detected is the exit strategy which, in ranging markets, will allow small losses to accumulate. As a retired computer programmer it is in my nature to tinker so I will continue to look for a way to strengthen this aspect but would not hesitate to use this method "right out of the box".
Lou G,

We appreciate all your work you have done in creating many indicators for people to use. And, we can clearly see that tkimble's system works very well by just visually observing the setups.

Would you once again share your EA with those of us who aren't able to program yet but desire to test/run the system?

Thanks in advance.

AndyL
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