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>From: "N&M Smith" <nmsmith@xxxxxxxxx>
>To: "Cameron Jones" <camster@xxxxxxxxxxxxxx>, "omega list"
><omega-list@xxxxxxxxxx>
>Subject: Re: ok
>Date: Tue, 5 Jun 2001 22:29:58 -0700
>
>Set your bouncing ticks to zero
I agree: in fact forget about BT's.
>Your EOD system only uses the first bar or last bar of the session for
>signals Include some code that only buys from the first bar of the day
He's using 5 minute data, why should he "only buys from the first bar of the
day" ???
BW
>if (Time) crosses over (Sess1EndTime) or (time = Sess1FirstBarTime and
>date<>date[1])
>
>Neville
>
>-----Original Message-----
>From: Cameron Jones <camster@xxxxxxxxxxxxxx>
>To: omega list <omega-list@xxxxxxxxxx>
>Date: 2001. June 5. 18:39
>Subject: ok
>
>
> >Hi All
> >
> >So i have this sytem , and it uses a tight stop in the S&P. And it does
> >really good with tick bounce at 10% , But it is average at 15% and
>pathetic
> >at 20% bounce. So i now have 5 min S&P data thanks to don the ledgend.
>So
> >now how do i run my EOD system using the five minute data to get an
>acurate
> >backtest?
> >Help Please
> >
> >Regards
> >Cameron
> >
> >
>
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