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To : Michael J. Arnoldi
Re : Peak and Trough System
Remarkeble good system! I won't be surprised if you beat the market. I just ran
14 tests and 10 of them tests gave higher gains than the buy/hold result (my
benchmark for the question if a system is worthwhile). I definitely find this
system worthwhile for additional testing. However I never would have tried such
a high number of 29. (PeakBars( 1, MACD(), 29 ) = 1). When I understand the
function correctly 29 is the minimum change in percent. Can you tell something
more as to the why you came to 29 (%!). Looks quite high to me.
Hugo Noomen
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