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Hmm. I must admit I've overlooked that one requirement
in Chuck's list. I'll have to redo my calculations.
One of my brokers (Datek/Ameritrade) takes only
$11 per order for any number of shares, so the
cited 1% is indeed too much I would say.
Uenal
----- Original Message -----
From: "Fred" <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, July 08, 2003 1:47 AM
Subject: [amibroker] Re: I'm looking for a trading system to purchase!
> That I'd like to see ... A CAR of 750% when traded on a one bar basis
> provides and average of 0.85% per trade i.e. 1.0085 ^ 252 = 8.5.
> Once one allows for 1% commissions and/or slippage on both sides of
> each trade one is left with an average of -1.15% / trade. Did I miss
> something ?
>
> --- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> > Hello Chuck,
> > the system products of xxSystems.com do fullfill
> > these requirements. As written in email you and all
> > the others asked for info about these products will
> > receive evaluation keys to fully test the products.
> > We will start sending out the info Tuesday noon+.
> >
> > Best regards,
> > Uenal Mutlu (UM)
> > www.xxsystems.com
> >
> >
> >
> > ----- Original Message -----
> > From: Chuck Rademacher
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Monday, July 07, 2003 11:35 PM
> > Subject: [amibroker] I'm looking for a trading system to purchase!
> >
> >
> > I hope nobody minds if I use this means to see if anyone has a
> system for shorting stocks that they would be interested in selling.
> >
> > Please reply privately to: chuck@xxxx (not by return email)
> >
> > I need a system that will successfully short stocks when the
> trend of the market is up. Specifically, something that will make a
> modest profit (3 to 10% per annum), shorting stocks when the short
> term EMA of the RUT is greater than a longer term EMA of the RUT.
> The short-term period should be something like 3 to 4 days and the
> long-term period would be something like 11 or 12 days.
> >
> > The following things need to be considered:
> >
> > 1. U.S. stocks only, NYSE, AMEX or NASDAQ.
> > 2. The closing price must be at least $6 on the day before entry.
> > 3. The 15-day average volume must be at least 300,000 shares.
> > 4. The system must work on EOD data.
> > 5. The system must show a nominal return every year for at least
> six years.
> > 6. It may be a bit much to ask, but I would hope that the system
> didn't have a losing six-month period.
> > 7. The parameters must be the same for all stocks, although they
> can adjust to market volatility over time.
> > 8. All positions must be liquidated when the market trend
> reverses (short-term EMA crosses below the long-term EMA of the RUT).
> > 9. Stops of any kind are allowed.
> > 10. Commissions of 1% need to be deducted from each side.
> > 11. Hopefully, the system would signal at least ten and
> preferably 30 trades at each cross of the EMA.
> >
> > I realise that it will be difficult for someone to show me their
> system without divulging how it works until we discuss the terms.
> We can start the process if you are able to show me an equity curve
> or trade listing or something to demonstrate your system's abilities.
> >
> > I've thought long and hard as to whether or not my request via
> this group might offend anyone and I could not think of a reason why
> it should. If I have crossed the line, I apologise in advance.
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