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Hi Andy,
Very nice result on your system test for the short time frame (shown
below). Here's the question: have you posted your system results as a
tease, or ya also gonna put out and post the code that brought the
results?
Steve
>From: "Andy" <adle@xxxxxxxxxx>
>To: "John Cappello" <jvc689@xxxxxxx>, <realtraders@xxxxxxxxxxxxxx>
>Cc: <SPDT@xxxxxxxxxxxxxxx>, <omega-list@xxxxxxxxxx>,
<daytrade@xxxxxxxx>
>Subject: Re: SIGNAL-TRENDICATER-----Personal Statement
>Date: Tue, 19 May 1998 08:17:04 -0400
>
>
>>I merely request the ability to continue to develop this on these
forums
>with those not interested not being bothered by it in the same way
they
>would not be bothered by other posts of no interest to them.
>
>
>John, the danger you're running into is this: people will conclude that
your
>post are insignificant and irrelevant. And they will systematicly
delete all
>of your posts in the futures or, in my case, automatically send your
post to
>a kill file.
>
>So when you have a programming help request or relevant code or an
astute
>observation, your post, which as been deemed irrelevant, will be missed
by
>those who may be in a position to help you.
>
>And if you think that you can design a S&P mechanical trading system,
the
>way your post sounds like, you're way behind the curveball.
>
>Here's mine:
>
>
>CyclicalMmntmVr.18.1 DSP8M-90 min 11/24/97 - 05/18/98
>
> Performance Summary: All Trades
>
>Total net profit $ 34405.00 Open position P/L $
>2475.00
>Gross profit $ 38250.00 Gross loss
> $ -3845.00
>
>Total # of trades 14 Percent
profitable
>71%
>Number winning trades 10 Number losing trades
4
>
>Largest winning trade $ 12595.00 Largest losing trade $
-1830.00
>Average winning trade $ 3825.00 Average losing trade $
-961.25
>Ratio avg win/avg loss 3.98 Avg trade(win & loss) $
>2457.50
>
>Max consec. winners 4 Max consec. losers
>1
>Avg # bars in winners 25 Avg # bars in losers
>4
>
>Max intraday drawdown $ -4905.00
>Profit factor 9.95 Max #
contracts
>held 1
>Account size required $ 12905.00 Return on account 267%
>
>
> Performance Summary: Long Trades
>
>Total net profit $ 28210.00 Open position P/L $
>0.00
>Gross profit $ 29070.00 Gross loss
> $ -860.00
>
>Total # of trades 8 Percent
profitable
>75%
>Number winning trades 6 Number losing trades
2
>
>Largest winning trade $ 12595.00 Largest losing trade $
-680.00
>Average winning trade $ 4845.00 Average losing trade $
-430.00
>Ratio avg win/avg loss 11.27 Avg trade(win & loss) $
>3526.25
>
>Max consec. winners 5 Max consec. losers
>1
>Avg # bars in winners 35 Avg # bars in losers
>7
>
>Max intraday drawdown $ -4005.00
>Profit factor 33.80 Max #
contracts
>held 1
>Account size required $ 12005.00 Return on account 235%
>
>
> Performance Summary: Short Trades
>
>Total net profit $ 6195.00 Open position P/L
$
>2475.00
>Gross profit $ 9180.00 Gross loss
> $ -2985.00
>
>Total # of trades 6 Percent
>profitable 67%
>Number winning trades 4 Number losing trades
>2
>
>Largest winning trade $ 6245.00 Largest losing trade
> -1830.00
>Average winning trade $ 2295.00 Average losing trade $
-1492.50
>Ratio avg win/avg loss 1.54 Avg trade(win & loss)
$
>1032.50
>
>Max consec. winners 3 Max consec. losers
>2
>Avg # bars in winners 11 Avg# bars in
losers
>2
>
>Max intraday drawdown $ -3285.00
>Profit factor 3.08 Max #
contracts
>held 1
>Account size required $ 11285.00 Return on account
55%
>
>
>
>
>
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