|
PureBytes Links
Trading Reference Links
|
I'm not sure exactly what you are asking but the factor would be a
percentage not of commissions but of price which could be added to
commissions. If you want a ball park I'd use 0.5% although you'll
get as many opinions as the number of people you ask about this one.
--- In amibroker@xxxxxxxxxxxxxxx, "ckinsey2003" <ckinsey2003@xxxx>
wrote:
>
> 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
------------------------ Yahoo! Groups Sponsor --------------------~-->
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|