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>He's using 5 minute data, why should he "only buys from the first bar of
the
>day" ???
I was using the assumption that the system was EOD and not monitored during
the day
and the purpose of the 5 min bars was to back test to see if the system gets
stopped out intraday.
Neville
-----Original Message-----
From: Bill Wynne <tradewynne@xxxxxxxxxxx>
To: nmsmith@xxxxxxxxx <nmsmith@xxxxxxxxx>; camster@xxxxxxxxxxxxxx
<camster@xxxxxxxxxxxxxx>; omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: 2001. June 6. 7:00
Subject: Re: ok
>>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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