|
PureBytes Links
Trading Reference Links
|
Ah! I see, maybe so.
BW
>From: "N&M Smith" <nmsmith@xxxxxxxxx>
>To: "Bill Wynne" <tradewynne@xxxxxxxxxxx>, <camster@xxxxxxxxxxxxxx>,
><omega-list@xxxxxxxxxx>
>Subject: Re: ok
>Date: Wed, 6 Jun 2001 11:23:20 -0700
>
> >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
> >> >
> >> >
> >>
> >
> >_________________________________________________________________
> >Get your FREE download of MSN Explorer at http://explorer.msn.com
> >
> >
>
|