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Re: PROBLEM in long-term sp backtesting!



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In a message dated 10/19/99 10:08:34 AM Pacific Daylight Time, 
VKnapp@xxxxxxxxxxx writes:

> Excample of my method:
>  
>  SP closing price today = 1200 = HHE (lets asume that was the highest high
>  over the whole period)
>  SP closing price 1994 = 450
>  Number of contracts to trade = abs(HHE/C)
>  

Do you have code to get the "HHE" for 1999 in 1994?  Better yet, how about 
code the "HHE" for 2000?

Bill Wynne

SmartTrades.com