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Jim:
I appreciate your reply. However, I must rephrase my
question... I'm after the stats -- win/loss,
%profitable, etc., to determine if there is
significant variation statistically from one time
frame to another.
Thanks again,
cw
--- Jim Bronke <jvbronke@xxxxxxxx> wrote:
> sure,
>
> I think the key is to look at the long term trends
> and see which
> compressions
> get you in to a position that captures the big
> moves. Personally I usually
> prefer hourly bars.
> I recently did a study on QCOM using an RSI based
> system and 1 minute bars.
> You miss the
> trend and that's where the money is! The other
> issue is "how often do you
> want to trade?".
> I like using ATR exits that give me an updated stop
> order every hour. I know
> I'm always covered
> as a way out of the trade so if I'm sidetracked at
> work I'm covered. Yet, I
> make much more efficient exits
> as opposed to EOD.
>
> Jim Bronke
>
>
> ----- Original Message -----
> From: "Charles Wright" <redeemed10@xxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Saturday, April 07, 2001 10:20 AM
> Subject: system performance over various time frames
>
>
> > Has anyone any research on the perfomance of a
> given
> > system when applied to various time frames?
> >
> > Thanks,
> >
> > ><<<>
> >
> >
>
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