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Dimitris,
I'm not sure of your meaning here, but let's look at one of your "golden
candidates, NTAP [12trades/12winners/0losers, +675%]"
See the attached chart. Notice three small winning trades - fine. But
notice, also, that this system took us out of the market from 8/5/2000
($65.69) until 13/10/2000 ($113.38) having seen $147 on the way. More than 100%
gain whilst we sat on the sidelines. Almost any other indicator would have
picked up some of that gain, surely? It seems we can get on the wrong side of
the market with the VIX and 'never' get back again!
Comments?
Steve
--- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "DIMITRIS
TSOKAKIS" <TSOKAKIS@x...> wrote:>
Steve,> if we talk about N100, see the 6 sell signals, 6+1=7, and 12 sell
> signals posted recently.> DT
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