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Mark,
No, what the performance chart at
http://www.dlmtraderware.com/spresults.html says is:
- its a system based on 5 minute bars
- it takes roughly 1 trade per day
- you are only in the trade for 1 bar = five minutes
So, basically, you'd better be sitting at your keyboard, able to place
orders *very fast* in order to keep up with whatever assumptions the system
makes.
Snooze, you lose.
Given that its only in the trade for 1 bar I have to assume that whatever is
allocated to slippage is grossly underestimating reality.
Cheers
mw
-----Original Message-----
From: Bama-Family [mailto:bamafamily@xxxxxxxxxxxxxx]
Sent: Saturday, April 29, 2000 11:55 AM
To: Omega
Subject: Re: Results look Good???
ok..I'm kinda new to the list and am looking for the answer to this also...
Evidently all trades are entered and exited the same day
I assume because of the bouncing tick problem, or where the actual fill
would take place versus where TS system puts it is the problem??
Mark
>
> what does the below tell us?
>
> S&P "Short Sell" Performance Results
>
> Avg # bars in winners 1
> Avg # bars in losers 1
>
> http://www.dlmtraderware.com/spresults.html
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