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Plugging vendors and their systems: Aberration



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A friend kindly update me and sent me this system: Abberration. It is rated
by Futures magazine as one of the Top 10 trading systems of all time.

To think that with a name like that, this system would be an aberration from
the norm and be profitable. And people have to pay $1495 for this. But then
I did a rough and unscientific test on this. Could somebody run a complete
and thourough test for me? You can contact Keith Fitschen at (937)320-1332
for more details.The code is posted below. ;-)

{System: Aberration}
Inputs:  Len(80);

Vars: Mean(0), Sigma(0);

Mean = Average(Close,Len);
Sigma = StdDev(Close,Len);

if (Close crosses over Mean + 2*Sigma)
  then buy at close;

if (Close crosses under Mean - 2*Sigma)
  then sell at close;

if (Close crosses under Mean) then exitlong;
if (Close crosses over Mean) then exitshort;



Attachment Converted: "c:\eudora\attach\ab.txt"