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For the staticians among us:
-Is the below "good or bad" ?
-Is this "generaly" or only buying that particular "10/20/97 dip"
that would have made anyone a millionaire, should he have too,
like this report(er), known the tea leaves forcast upfront?
Regards,
Ton Maas
ms-irb@xxxxxxxxxxxxxxxx
Dismiss the ".nospam" bit (including the dot) when replying.
Homepage http://home.planet.nl/~anthmaas
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The contents of the report "conflu.rpt" file:
Confluence SPX-30 min 10/20/97 - 11/13/98
Performance Summary: All Trades
Total net profit $ 132320.00 Open position P/L $ 0.00
Gross profit $ 214885.00 Gross loss $ -82565.00
Total # of trades 90 Percent profitable 57%
Number winning trades 51 Number losing trades 39
Largest winning trade $ 17430.00 Largest losing trade $ -6737.50
Average winning trade $ 4213.43 Average losing trade $ -2117.05
Ratio avg win/avg loss 1.99 Avg trade(win & loss) $ 1470.22
Max consec. winners 7 Max consec. losers 4
Avg # bars in winners 35 Avg # bars in losers 16
Max intraday drawdown $ -7875.00
Profit factor 2.60 Max # contracts held 1
Account size required $ 7875.00 Return on account 1680%
Performance Summary: Long Trades
Total net profit $ 75370.00 Open position P/L $ 0.00
Gross profit $ 110922.50 Gross loss $ -35552.50
Total # of trades 46 Percent profitable 61%
Number winning trades 28 Number losing trades 18
Largest winning trade $ 17430.00 Largest losing trade $ -6737.50
Average winning trade $ 3961.52 Average losing trade $ -1975.14
Ratio avg win/avg loss 2.01 Avg trade(win & loss) $ 1638.48
Max consec. winners 5 Max consec. losers 4
Avg # bars in winners 42 Avg # bars in losers 20
Max intraday drawdown $ -9722.50
Profit factor 3.12 Max # contracts held 1
Account size required $ 9722.50 Return on account 775%
Performance Summary: Short Trades
Total net profit $ 56950.00 Open position P/L $ 0.00
Gross profit $ 103962.50 Gross loss $ -47012.50
Total # of trades 44 Percent profitable 52%
Number winning trades 23 Number losing trades 21
Largest winning trade $ 12760.00 Largest losing trade $ -4400.00
Average winning trade $ 4520.11 Average losing trade $ -2238.69
Ratio avg win/avg loss 2.02 Avg trade(win & loss) $ 1294.32
Max consec. winners 5 Max consec. losers 5
Avg # bars in winners 26 Avg # bars in losers 13
Max intraday drawdown $ -13915.00
Profit factor 2.21 Max # contracts held 1
Account size required $ 13915.00 Return on account 409%
----- Original Message -----
From: "Andreas Grau" <agrau@xxxxxxxxxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: vrijdag 24 maart 2000 20:55
Subject: Confluence Indicator
> Hello world\n
>
> I came across the attached files, where a so-called
> Confluence Indicator is described together with its
> Omega source-code.
>
> Before trying to understand the code and re-coding it
> into Metastock, I'd like to know if there is already
> a Metastock version around. Or some other insight or
> knowledge about this indicator.
>
> Best regards,
>
> Andreas
>
> ---
> Andreas Grau
>
> Growing old is mandantory, growing up is optional :-)
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