PureBytes Links
Trading Reference Links
|
Sorry about the wrong URL.......
here is file with the ELA,ELS,text source, Equity Curve GIF, and TradeWins
GIF advertisement.....
Can someone explain to me exactly what killed this system between Oct98 and
Jan2000 ?
It has the most amazing equity curve I've ever seen.....straight up,
straight down, straight up....quite a roller coaster. If you look at the
details, it made some really nice trades....calling the tops or bottoms
perfectly.
The big problem was that it didn't do that with a high enough
frequency.....often it was chopped-up if the trend changed.
I wonder if money management / bet size could have been applied here ?
If it would work for this system, it would work anywhere.
Challenge: make the Demark Sequential work with a decent Sharpe Ratio.....I
had to quit on it.
The only way I could do it: reverse the buy/sell signals from
Oct98->Jan00.......then, it made over $400k !!
www.javazon.com/ftp/tdscalper.zip
Userid: fetchit
|