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1) My original testing was as the author described trading his model. I
entered long (next day's open) When the trend indicator was positive and
the direction was positive. I stayed long until the direction changed
and then reversed to a short (next day's open). I did add a 10%
trailing stop to see if I could stem the big losers.
Attached is a screen shot of my test results. (This leads to a question
for Tomaz - Is there an easy way to share test results without using
giant files? I tried to save the test results file and it looked to be
creating a giant HTML file so I stopped the save. I tried to save it as
a .txt file (thinking I would edit the details for each stock) and got a
0 size file.)
I would happily participate in such a back testing (optimizing)
exercise. I think a group process would be quite useful and would be a
great learning experience. I think the other benefit would be a better
understanding of the indicators and models presented. I have been
disappointed with the documentation and supporting information on
indicators, systems and models put forth by others. I find them to be
much like the "black box" systems in that It is difficult to understand
what theory is behind them and why and how they work. Perhaps this
exercise could lead to generally better documentation of materials
posted in the library.
I am not sure that I am a strong enough programmer to lead the effort.
I also have limited time available so my contributions could be rather
sporadic.
Regards,
-Tom McDaniel
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