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Fred,
Thanks for the "instant" backtesting. I find the results interesting. Do
you think the results might improve by implementing a few stops, a trend
qualifier, or profit targets? I do. How about changing the rules: trigger
a trade when the indicator changes direction above or below a certain level?
Maybe. How about using this indicator as a directional filter for day
trades (with a totally unrelated system)? For sure. Gee, all the those
possibilities exist..it's such a big world with so many choices.
Thanks for your continuing contributions. Your work on money management is
inspiring..."and he even does book reports". And thanks again for the
"quick spin". Are we on double secret probation for talking out of turn?
Take care,
Steve
----- Original Message -----
From: "Fred Tonetti" <fctonetti@xxxxxxxxx>
To: <AmiBroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 16, 2003 8:56 PM
Subject: [amibroker] Re: Please send unmarked bills, in a brown paper bag,
to: ...
> At first glance this looks like a nifty little system ... but over time
> you'll need lots of brown paper bags including several to go over the
> heads of the system sellers to avoid being lynched.
>
> Results for last 3 months.
>
> CAR 146%, MDD 3.2%, Wins 89% ... HOLY COW WHERE DO WE SIGN UP ...
>
> Results for last year.
>
> CAR 46%, MDD 14.4%, Wins 72% ... Requires a little more Pepto then I
> thought.
>
> Results over last 6 years.
>
> CAR -1%, MDD 55.5%, Wins 59% ... OOPS, B & H is better ...
>
>
>
>
>
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