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Hi All:
First of all, thanks, Mark, for the wkpd ela. I've tested the system on a
number of stocks (EOD) like AMD, AOL, CPQ, and they work quite well.
Second, I played around with some indicators, like AMAK (Kaufman)and JMA
(Jurik), with intermediate periods (30-100), IN CONJUNCTION with the wkpd
system. It seems to enable one to take a pretty good chunk of profit
without giving too much back when one uses such indicators. (The wkpd
system by itself would have given back a lot of the paper profits.)
Any one else have similar finding?
Regards,
Wong
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At 04:32 PM 03/26/2000 -0500, Owen Davies wrote:
>> Here's some Easy Language code for a long term
>> trendfollowing system, ZZZ_WKPD. (etc.)
>
>Guess I'd have two questions: Does the system involve
>any of the built-in stops? (I haven't looked yet.) And have
>you tested it on intraday data? Even without the stop
>problem, my system tests usually lose between 50 and
>60 percent of their reported profit when going from
>EOD to intraday data.
>
>Owen Davies
>
>
>
>
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