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4 years of backtesting on the S&P continuous futures produced the ugliest
equity curve....in history.
> -----Original Message-----
> From: ribau@xxxxxxxxxxx [mailto:ribau@xxxxxxxxxxx]
> Sent: Thursday, November 16, 2000 10:21 PM
> To: omega-list@xxxxxxxxxx
> Subject: Re: Code for 'Holy Grail'?
>
>
> ...and, there's all that stuff about Al Gore being false, too. But, isn't
> this stuff supposed to be copyrighted? Why was it posted here? I think I
> paid $150 to lose money with it. It's just a simple ADX system. Not that
> there's anything wrong with ADX. Right now, it says the Nasdaq is
> trending,
> probably down. Raschke says this pattern is particularly well suited for
> intraday trading, and she's correct, but you have to be nimble.
>
> >>Not only is the code ugly, but the technique sucks as well.
> >>You'll lose your shirt....try it and see !
>
> >>> -----Original Message-----
> >>> From: Greg Garvey [mailto:garveygreg@xxxxxxxxxxx]
> >>> Sent: Thursday, November 16, 2000 12:32 PM
> >>> To: Kenlow7@xxxxxxx
> >>> Cc: omega-list@xxxxxxxxxx
> >>> Subject: Re: Code for 'Holy Grail'?
> >>>
> >>>
> >>> {Holy Grail - from the book by Rashcke and Conners}
> >>>
> >>> INPUT:ADXLEN(14),CUTOFF(30),XMALEN(20),
> >>> ENTRYADD(1 POINTS),EXITADD(1 POINTS);
> >>>
> >>> VAR:ADX14(0),XMA20(0),BBUY(99999),SSELL(0),REBUY(99999),RESELL(0),
> >>> SETBUY(FALSE),SETSELL(FALSE),GOREBUY(FALSE),GORESELL(FALSE),
> >>> LXSTOP(0),SXSTOP(99999),MP(0);
>
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