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Amen, Amen.
This complicates the system....naturally, but is well worth the effort.
My findings: for INDU, OEX, SPX.......shorting profitably with a system is
tough......
BUT going long profitably......piece-of-cake.
> -----Original Message-----
> From: Sentinel Trading [mailto:rjbiii@xxxxxxxxx]
> Sent: Friday, November 19, 1999 10:59 AM
> To: fritz@xxxxxxxx; omega-list@xxxxxxxxxx; Code List
> Subject: Re:CL_Evaluating & Optimizing systems
>
>
> Great Post
>
> I would also suggest optimizing long trades and short trades
> independently. I
> use a True False input of TradeLong(True), TradeShort(True), and
> each input has
> a Long and a Short value. I can then turn off the Long Trades
> while optimizing
> the Short side of the system, and visa versa. This allows me to
> evaluate the
> values for each side of a system with out the influence of the
> other side of the
> market as the nature of an up market and a down market are so
> different. I find
> my greatest difference in the optimized values are usually in the Exits.
>
>
>
> Sentinel Trading
> Ignorance of the law excuses no man from practicing it.
>
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