PureBytes Links
Trading Reference Links
|
Dejan:
I am questioning your premise on which this system is based.
When I lived in England some years ago the idea bandied
about was that the UK market leads the US; not the other way
around. Of course in actual practice each market has a head
of its own and each is on the opposite end of a rubber band.
Charles
-----Original Message-----
From: Dejan Corovic <Dejan.Corovic@xxxxxxxxxxxxxx>
To: Omega-List Forum <omega-list@xxxxxxxxxx>
Date: Sunday, June 06, 1999 3:45 AM
Subject: Dynamic stops question ...
>Hi,
>
>I finally came up with a promising system that is based on the solid
>premise. It is predicting FTSE futures by using
>Dow as input. Only problem is that it predicts only 1 day in advance, and
it
>is heavily dependant on the intra-day
>volatility.
>
>I tried optimising on 3 months window, and than applying the best set of
>parameters on the following 1 month.
>But, results vary violently.
>
>Does anybody has a good idea for dynamic intra-day trailing stops that can
>be derived from historic data?
>
>Regards
>Dejan
>
|