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A friend of mine corrected me on aberration. He says that aberration wasn't
designed for a non trendy market like the S&P or nasdaq but more towards
trendy ones like currencies and bonds. So what I did was throw aberration
with the standard length of 80 on a continuous back adjusted daily chart of
the US bonds going back to 1/02/90. With $20 as commision and $62.50 as
slippage RT, it did very well. I then optiimized it and found that 85 was
the best fit. With 85 as the standard length, it did $44,257.50 net, with a
gross of $55,612.50. It won 11 out of 17 trades for a 65% winning
percentage. It had a ratio of wins to losses of 2.67 and a profit factor of
4.90. All on a 1 contract basis. So, I stand corrected.
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