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Steve,
You started this thread off like it was a chip on your shoulder.
Rather than 'taking my best shot at your system', I'd rather ask a few
questions. For any randomly generated basket of stocks, how do you
think that this system performs relative to the following:
* Number of Trades (Long versus Short)
* How quickly is available capital 'over traded'
* % of trades that are profitable
* % of trades that are losers
* Avg profit per winner
* Avg loss per loser
* Avg days held for winning trades
* Avg days held for losing trades
* RAR on Long trades
* RAR on Short trades
* Max % drawdown of account value for both Longs and Shorts
What kind of metrics were available to you that made you think this
system was worth publishing?
Regards,
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Steve,
> as you see, nobody likes this wonderful system *as is*.
> I am still surprised, nobody wants to buy at $10 and sell at $90 ???
> But, it is a net +800% !!!
> Anyway, perhaps the best typo ever written.
> Thanks for the surprise,
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading" <kernish@xxxx>
> wrote:
> > Group,
> >
> > I've stayed on the sidelines for the most recent "shit-slinging".
> I thought I'd post an elementary approach to the "Dow"...just so
> people could find another member to attach. Take your best shots at
> the systems (I've been called all kinds of unflattening names and I
> even like some of the "tags").
> >
> > The system hasn't been optimized, tweaked, or manipulated. All
> types of rules and filters could be super-imposed (over, under or
> around the basics...simple is always better). As it stands, it does
> a decent job tracking the CBOT Dow contract.
> >
> >
> >
> > Thanks to HB for providing the code translation:
> > // Standard Error Oscillator (Steve Karnish)
> >
> > StdErrOsc = (C+2*StdErr(C,8)-MA(C,3))/(4*StdErr(C,8))*100;
> >
> > Plot(StdErrOsc, "StdErrOsc", colorBlack, styleLine);
> >
> > Plot(10,"",colorRed); Plot(90,"",colorRed);
> >
> > Buy = Cross (10, C);
> >
> > Sell = Cross (C, 90);
> >
> > Take care,
> >
> > Steve
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