This is the LONG version of the strategy. Click on...

2009-08-19T17:50:04.521-07:00

This is the LONG version of the strategy. Click on the Configure link to see alerts and filters and the definitions of everything used.

Best,

David

I've read Parts 1 & 2 and like this patter...

2009-08-19T17:48:18.640-07:00

I've read Parts 1 & 2 and like this pattern as you've described it. I too will also start some backtesting to determine what trading plan works best (e.g., stop loss/profit targets, optimum hold time, what time to best trade this in the session, etc.)

I modeled the Bumblebee pattern using Trade Ideas PRO, my firm's realtime scanning tool, and came up with this configuration that you can see (results on a delayed basis if not a subscriber)

http://www.trade-ideas.com/View.php?O=4000000000000000000000000000000000000000000000000000_1d_0&MinPrice=5&MaxSpread=15&MaxDNbbo=.2&MinVol=400000&MinRV=1&MinFOD=.05&MinBoll=85&MinMA20R=1&WN=Bumblebee+Alerts

The history of this alert window for August 19th was:

# Time Symbol Message #
1 1:00:01 MPS 20 crossed above 200 (15 minute) 1
2 12:30:00 SNPS 20 crossed above 200 (15 minute) 1
3 12:30:00 BLUD 20 crossed above 200 (15 minute) 1
4 12:15:00 APC 20 crossed above 200 (15 minute) 1
5 12:15:00 SGR 20 crossed above 200 (15 minute) 1
6 12:00:00 COV 20 crossed above 200 (15 minute) 1
7 10:45:00 RCL 20 crossed above 200 (15 minute) 1

Comments on Milk Trader: Backtesting the Bumblebee (Part One)

This is the LONG version of the strategy. Click on...

I've read Parts 1 & 2 and like this patter...