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Phsst,
If we had a system and it was only good enough to trade the S&P
wouldn't that be sufficient whether that was in the form of EMini's,
Options, ETF's or what have you ? Does any particular system have to
work across a basket of whatever to be viable ?
As far as the feasibility of this particular system goes to trade
what the poster pointed at see my previous post in this thread.
--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> 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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