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Delphi II WFO ES Trading System
| To learn more about this system,
Call 312.987.0043 or Email us» . |
Developer: TradingVisions Systems, Inc |
| Market Sector: | Stock Indexes |
| Markets Traded: | |
| System Type: | Day Trading |
| Risk per Trade: | |
| Trading Rules: | Not Disclosed |
| Suggested Capital: | $10,000 |
| System Cost: | $65.00 Monthly Subscription |
| Results Available?: | Yes View Performance» |
| System Description: | Delphi II is a robust trend-following day trade system that employs a proprietary dynamic channel breakout entry technique. Delphi II WFO incorporates a walk-forward optimization protocol to day trade the emini Russell and emini S&P and swing trade the emini Midcap. Re-optimization is done once a year, and the resulting best values are used to trade for the next year. The greatest strength of WFO is that it allows the reporting of years of out-of-sample, unoptimized results, which may be almost as valuable in evaluating a system's performance as an actual trading record. Seeing an out-of-sample history helps to verify the validity and robustness of a system much more powerfully than a traditional backtest optimization report, because the results are generated by applying the system rules and parameters to new data that's forward in time. The WFO version of Delphi II uses the original Delphi II logic introduced in May, 2007. Entries may occur on a price breakout or retracement from the main trend. All entries and exits are stops or limit orders. Exits are based upon volatility, as determined by ATR (average true range), and the emini Russell and S&P versions also use a profit lock stop. TradingVisions was established in 1999. |
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