[amibroker] Re: Please send unmarked bills, in a brown paper bag, to: ...

["Fred" <fctonetti@xxxxxxxxx>]

Steve,

I really have no idea whether the system in its "raw" form has 
somewhere to go or not.

However if you are interested in pursuing these lines here's a more 
generalized version of your system.  It would be a simple enough 
matter to add whatever flavor of stops you'd like to this.  If you'd 
like some help in this area just let us know.

Fred

MALen  =  3;  //Optimize("MALen",  3, 2,   34, 1);
SELen  =  8;  //Optimize("SELen",  8, 2,   34, 1);
SEFac1 =  2;  //Optimize("SEFac1", 2, 0.1,  5, 0.1);
SEFac2 =  4;  //Optimize("SEFac2", 4, 0.1,  5, 0.1);
LoHi   = 10;  //Optimize("LoHi",  10, 1,   99, 1);

StdErrOsc = (C + SEFac1 * StdErr(C, SELen) - MA(C, MALen))/(SEFac2 * 
StdErr(C, SELen)) * 100;

Buy   = Cross (LoHi, StdErrOsc);

Sell  = Cross (StdErrOsc, 100 - LoHi);

Short = Sell;

Cover = Buy;


--- In amibroker@xxxxxxxxxxxxxxx, "Steve Karnish" <kernish@xxxx> 
wrote:
> 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@xxxx>
> To: <AmiBroker@xxxx>
> 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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> >
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> 
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