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Ya, I sure would like to write something with bigger profits.
For slippage would you tack a "Factor" onto commisions or what?
Thanks for the input, Jack
> The profit margins are fairly small on a per trade basis i.e. 4% and
> there is no slippage figured in which COULD be problematic.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ckinsey2003" <ckinsey2003@xxxx>
> wrote:
> >
> > 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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