Ultimate Algorithmic Trading System

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COMPLETE TRADING ALGORITHMS
TABLE 3.11 Top 10 Parameter Sets for Each Algorithm
%Winners ShortLen InterLen StopDollars
Avg
Bars
Held
#Trades Avg
Profit/
Loss
Ulcer
Index
Profit
Factor
CAR Max
DD
Algo Name Net
Profit
DMA 1338431.01 5.59 −491839.05 1.44 8.96 1991 672.24 71.42 25.62 9 162 6000
DMA 1336531.01 5.59 −492539.05 1.44 8.97 2010 664.94 70.75 25.72 9 162 5500
DMA 1333731.01 5.58 −493339.05 1.44 8.99 2038 654.43 69.79 25.66 9 162 5000
DMA 1330531.01 5.57 −494639.05 1.43 9.01 2070 642.77 68.73 25.6 9 162 4500
DMA 1325931.01 5.56 −495939.05 1.43 9.04 2116 626.62 67.26 25.14 9 162 4000
DMA 1319431.01 5.54 −498839.05 1.42 9.09 2181 604.97 65.28 25.03 9 162 3500
DMA 1310731.01 5.51 −501739.05 1.41 9.16 2268 577.92 62.82 25.04 9 162 3000
DMA 1309059.66 5.51 −515389.7 1.43 9.15 1948 672 72.98 26.49 10 156 6000
DMA 1308892.36 5.51 −522360.35 1.44 9.11 1941 674.34 73.23 25.66 9 164 6000
DMA 1308303.31 5.5 −473577.53 1.43 8.96 2004 652.85 70.96 25.45 9 160 6000
%Winners ShortLen InterLen StopDollars
Avg
Bars
Held
#Trades Avg
Profit/
Loss
Ulcer
Index
Profit
Factor
CAR Max
DD
Algo Name Net
Profit
TMA 1124260.22 4.94 −179037.08 2.11 4.03 574 1958.64 143.68 35.89 49 194 309
TMA 1100730.77 4.87 −167743.6 2.09 3.96 573 1921 143.33 34.73 49 194 312
TMA 1071646.95 4.78 −168698.98 2.04 3.97 576 1860.5 142.43 34.55 49 194 306
TMA 1088110.19 4.83 −181550.77 2.06 4.01 575 1892.37 143.43 35.13 48 194 309
TMA 1049097.29 4.7 −171951.93 2.02 3.91 577 1818.19 142.48 35.7 47 194 309
TMA 1069863.15 4.77 −169583.3 2.03 3.95 573 1867.13 143.02 34.38 48 194 312
TMA 1023856.17 4.62 −163224.35 2 3.93 566 1808.93 143.04 35.34 49 192 315
TMA 1005683.72 4.56 −160448.4 1.96 3.82 578 1739.94 141.37 34.95 47 194 306
TMA 1040045.32 4.67 −168261.18 1.98 3.95 577 1802.5 142.02 34.14 48 194 306
TMA 1083985.47 4.82 −195109.25 2.06 4.17 569 1905.07 144.76 36.03 49 192 309
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