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Scott, This sounds like it may be a great idea but I don't have a clue as
to how to treat a system as a transformation of raw price. I sure would
appreciate an example and / or clarification.
Thanks much,
Karl
:
:My system is a turtle-like breakout system but what makes it work is the
MM.
:I don't know what *the* turtles do.
:
:Here's a clue for you. Treat a system as a transformation of the raw price
:series. In futures, other than equity contracts, the raw price series goes
:up and down. If your system has an edge, then the transformed price series
:should be gradually upward sloping, like a the long term chart of the stock
:market. Now treat the transformed price series as an asset class and mix
:them altogether via MPT and presto, your can get some great stuff like I
:have.
:
:Good luck,
:Scott Hoffman
:Issaquah, WA
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