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David,
On Thu, 16 Oct 1997 17:40:13 -0400, you wrote:
>After a little more experimentation, the following, revised (simpler),
>system test seems to duplicate the Maximum Profit System test.
>
>Enter Long:
>
>C < Ref(C, 1)
>
>Enter Short:
>
>C > Ref(C, 1)
>
Thank you much for your helpful input! I'll try this, even if I'm not
convinced, that it is the real Maximum Profit System e.g. during a
long continuous period of increasing prices, because the profit imo
depends heavily also on the "trading frequency".
mfg rudolf stricker
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