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I looked at this the first time you posted it and followed up by looking at
the TJ website. It is nice and simple which is attractuve but the numbers
when you include slippage looked fairly poor. Have you traded it
realtime? What slippage numbers would you apply to test this fairly?
regards
Philip
-----Original Message-----
From: Mark Brown <markbrown@xxxxxxxxxxxxx>
To: Omega List <omega-list@xxxxxxxxxx>
Date: Monday, October 18, 1999 12:18 PM
Subject: Posted Systems
>The system yesterday the TJ system is short the SP at this time and showing
>an open trade profit of 2500.00. I believe I posted the system with
>1500.00 dollar stops and profit targets both. I did this for testing
>purposes just to see how it would hold up. I particularly like the idea
>though or shooting for a profit that is twice the risk.
>
>Therefore the supplied numbers are below. Standard disclaimers apply,
>happy trading.
>
>I have posted the results here below for those interested.
>
>http://24.0.100.173:5083/tj/tj2.txt
>
>mark brown
>
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