[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: System testing difficulties



PureBytes Links

Trading Reference Links


Onno,

On Mon, 3 Aug 1998 00:15:14 +0200 (CEST), you wrote:

>Maybe it is a good idea only to buy options with a HIGH DELTA (70-90) so
>the option premium will follow the price changes ? In that case it's
>okay to use the points only test. Because when trading this kind of options
>options it looks like you are trading stocks/futures etc.

My system test work on some kind of artificial "dynamic options" and
concentrate on _when_ to buy. (The question _what_ to buy is another
important one but is not answered by a (single) system test in my
trading system.) And both of MS' options (i.e. "points only" and
"re-invested") have the drawback of an  immanent & uncontrollable
rating system, when it comes to _when_ to buy. (If you want to discuss
_what_ to buy, we should start another Subject.)

>Maybe a good idea to add this option to a future version of Metastock...?
>1. points only test
>2. "re-investment"
>3. NEW: "constant investment" ?

That's all I'm asking for. And if there is a work-around to meet the
third option with MS 6.5, please, let me know.

mfg rudolf stricker
| Disclaimer: The views of this user are strictly his own.