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--- In amibroker@xxxx, "imcharliehm" <charliehm@xxxx> wrote:
> Dale,
>
> Could I ask you what you are basing your entry and exit signals on?
>
> ProFunds --where I have an account-- offers long and short funds that
> parallel those at Rydex, but when I've done preliminary work on
> setting up a reversal system that would be continuously in the
> market, I've noticed that optimal signals aren't symmetrical. In
> other words, though the long and short funds are the inverses of each
> other by statistical measurements and by eyeballing charts, better
> back testing results can be obtained by assigning each of the funds
> their own different parameters. Long and short each seem to have
> their own separate rhythms.
>
> I'm not looking for proprietary secrets, just an indication of how
> you developed your system and some of the choices you considered,
> adopted, or rejected, which might be of help to Bill as well, and how
> you resolved the symmetrical/asymmetrical debate.
>
> Thanks in advance, Charlie
Briefly, I use two crossover systems, one long term (weeks to months)and one short term(max 5 days in one position). I use the short term crossover system with stops implemented. I am always in the market unless I am stopped out--which then puts me in the Money Market until the next signal.
dale b
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