|
PureBytes Links
Trading Reference Links
|
This was posted on the other board. I thought some of you might be
interested in it.
Since we're having fun with numbers, I ran a comparison of part of a
system I saw that Roy is publishing in his newsletter next month
against the system results Scott published for us. Scott's results
look good.
I used Scott's criteria, $20,000 in equity, 100% in. All trades are on
the open after the signal so that's a one bar delay. (Scott didn't
tell me what he was doing with the entry/exit.) Roy's is a long only
system. I don't know if Scott's is long only or both long and short. I
ran Roy's on the S&P 500 and did not eliminate losing stocks. Oh, I
almost forgot. I didn't optimize it. Scott's is optimized.
Scott's dates are 4/13/xxxx to 4/13/xxxy Normally I won't test across
skewed dates, but I wanted good comparisons so I used Scott's dates.
Roy's Scott's
2004/5 $500.965 $139,048
2003/4 $613,302 $234,187
2002/3 $17,897 $106,714
2001/2 $198,010 $158,116
2000/1 $75,173 $(-29,693)
1999/0 $219,871 $290,114
If you guys are interested in seeing how this works, get a copy of
Roy's next newsletter. The code for this part of the system will be in
there. Since Roy is having other trader's write articles, maybe Scott
would be willing to share his system in Roy's newsletter also. I would
read about it, and play with it.
------------------------ Yahoo! Groups Sponsor --------------------~-->
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/BefplB/TM
--------------------------------------------------------------------~->
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|