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New to Trading & AB, would appreciate any constructive comments on why
this simple mechanical system may or may not work. Be kind <G>. Screen
shots at www.pvtnetworks.net/jkinsey/JKWeb/MechSys.html
The Primary BUY/SELL indicator is a Stochastic/RSI copied from the AFL
library, smoothed with an AMA. Simply BUY on a trough, SELL on a peak.
The Secondary BUY/SELL filter is the S&P and/or VIX, allowing Primary
BUY's if Bullish & SELL's if Bearish. The secondary(s) is also AMA
smoothed. PostionScore = 100 - RSI(21);
Explores are done each evening on EOD data of the whole S&P for
SELL's, then BUYs. Orders placed for next morning Open.
Up to 3 positions at a time, 30% Equity per trade. 10% Stop Profit, 4%
Stop Loss.
Statistics Report about 80% CAR over past 3 years Backtest of S&P.
About 50/50 Winners/Losers with around a 2:1 margin.
For Settings, Statistics and some screen shots see the following Link.
www.pvtnetworks.net/jkinsey/JKWeb/MechSys.html
Looking foreword to some good feedback, Jack Kinsey
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