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Has anyone found an indicator addition in order to improve upon the
trix trading system results?
Regards
Jim
--- In amibroker@xxxx, Anthony Faragasso <ajf1111@xxxx> wrote:
> Hello, Nate
>
> You have delay=0 set in your Buy and Short entries, This would be
> unrealistic, set the delay to 1, and re-optimize and re-backtest.
Please
> post the results .
>
> Anthony
>
> "Dr. S. Nathan Berger" wrote:
>
> > Al- 'sHappenen?
> >
> > Sorry, Monday morning brain fog.
> >
> > Reference is to using the TRIX formula posted last week to the
group:
> >
> >
> > pds=Optimize("pds",12,5,23,3);
> > pds2=Optimize("pds2",3,3,15,1);
> >
> > Buy=Trix(pds) > EMA(Trix(pds),pds2);
> > Sell=Trix(pds) < EMA(Trix(pds),pds2);
> > Short=Trix(pds) < EMA(Trix(pds),pds2);
> > Cover=Trix(pds) > EMA(Trix(pds),pds2);
> >
> > Filter=1;
> > Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); Short=ExRem
(Short,Cover);
> > Cover=ExRem(Cover,Short);
> >
> > AddColumn(Buy,"Buy");
> > AddColumn(Sell,"sell");
> > AddColumn(Short,"short");
> > AddColumn(Cover,"cover");
> >
> > A remark had been made that this formula seemed workable, but
that the
> > selection of stocks to which it was applied made a substantial
> > difference. In search for such stocks, I tested this formula over
the
> > stocks listed in the CCT50.tls, (which is used by Steve in his CMO
> > System).
> >
> > When optimizing individually over each stock in the CCT50.tls, the
> > results consistently come up pds=5 and pds2=3. When these
optimized
> > figures were entered into the formula, the backtested results for
> > AMTL, BEAS, CEFT, AHIR, CHKP, CMVT, CTX, DYN, KLAC, MERQ, NVDA,
SEBL.
> > came back returning a performance of OVER 1500% for each stock. Of
> > these, MERQ is 4800% and NVDA is 4900%
> >
> > Settings: Init. Eq 10,000 Positions: Long Periodicity:
Daily
> > Long Trade Buy Price: Open Delay: 0
> > Short Trade Buy Price: Open Delay: 0
> > Max. Stop Loss, Profit Target, Trailing Stop all are Disabled
> > Reporting set to Overall Summary
> >
> > Hope this is clearer now. Also hope this is reality, and not a
> > continuation of the brain fog. Perhaps a cup of coffee would
help...
> >
> > Nate
> >
> >
> >
> >
> > At 10:08 AM 6/24/02 -0400, you wrote:
> >
> >
> >> Hi, Nate. Long time, no hear. I'm not sure your post is about the
> >> CMO5 system or the Turtle system. Can you elaborate a little on
what
> >> you are talking about? What are you setting to 0? How do you use
> >> TRIX to evaluate preformance of a system? I'm at work right now,
so
> >> I cannot go back and review past posts. Thanks.
> >>
> >> Al Venosa
> >
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
> >
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