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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.
If Aberration is simply a Bollinger band system as was posted on here a
short time ago, then I would say it is a ridiculous piece of useless cr**.
If it happens to work on any market, I would say it is pure chance. As it
was posted, anyone with 1 week of TA training could program it. Is this
what they mean by "simple is better?"
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