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Gee Owen,
Fred missed the posted equity lines and you've
missed the oscillator (with trigger lines) to represent exactly what days trades
were positioned. This was a basic, default, example of how a momentum
oscillator can be used to "build" a system around an indicator. The code
is in the library. If I posted any numbers, people would, no doubt, post
"needlessly contentious and somewhat content-free" snipes of it's
weaknesses.
So, look at the equity line to determine a ballpark
drawdown. Run the system on your own EOD data. And please, please
keep in mind: this is an example of a solid indicator trading fairly tough
markets...with no modifications or variable optimizations. That's all, an
educational example. I'd be glad to defend and discuss every aspect of the
system that I trade...except, that's only shared with people who make
"nice-nice".
I know you go way back to the MS forum and have
seen these discussions before. I'd be glad to continue this discussion
privately. I'm a bit "fried" from defending a simple premise. Gee if
only Larry Williams was here to tell us the real truth...
Take care,
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Owen
Davies
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, October 31, 2003 1:00
PM
Subject: Re: [amibroker]
Robustivity
Steve, among the needlessly contentious and somewhat
content-free"discussion" of whether or not your CMO technique is truly
robust, one smallbut worthwhile point did come up. The buy and sell
arrows on those chartsare impressive, but it's tough to be sure what they
represent in realresults. Could you post some hard numbers on
profits, drawdowns, and so onfor those charts? A comparison with the
previous period would be reallynice as well.Many
thanks.Owen DaviesSend
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