|
PureBytes Links
Trading Reference Links
|
Hello Kevin,
What is the performance like using Buy = L <= BuyPrice instead of the Buy =
L < BuyPrice?
In HF-RT trading using < would give inflated results.
happy newyear,
herman
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
Behalf Of kevinoversby
Sent: December 31, 2006 4:00 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Very profitable DOW system
SetTradeDelays(0,0,0,0);
BuyPrice = Ref(C,-1) - 50;
Buy = L < BuyPrice;
Sell = 1; SellPrice = C;
Try this long only on ^DJI with same bar exit enabled (daily
timeframe). Nets around 5000 points a year in recent years with low
drawdowns. Subtract 1 point per day per contract for commisions (IB
rate for mini-dow). $5K per contract gives acceptable drawdowns and
100% account increase per 1000 points on the YM.
Any comments, improvements or other suggestions would be welcomed.
Kevin
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.16.1/611 - Release Date: 12/31/2006 12:47 PM
|