|
PureBytes Links
Trading Reference Links
|
Does it use built-in TradeStation stops?
Just wondering,,,
Phil
----- Original Message -----
From: Jody Ellis <ellis_jody@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, June 25, 2001 9:58 PM
Subject: CatScan - MindFire Systems
>
> I have been comparing my results of the very popular CatScan system
> (www.mindfire-systems) to the ones reported on their website, and I am a
> little disturbed. I tested the same system over the same time frame over
the
> same markets. Also, I only deducted $25 per trade instead of the $75 that
> MindFire used. Anyway the differences are huge. Here is the comparison of
> just the profits:
>
> Market Reported Tested Difference
> Russell 2000 227,850 180,128 -47,723
> Crude Oil 90,725 75,314 -15,411
> Jap Yen 150,725 -100 -150,375
> Swiss Franc 122,413 112,325 -10,088
> Rough Rice 44,660 -1,620 -46,280
> Euro Dollar 35,983 34,218 -1,766
> Coffee 190,800 118,744 -72,056
> Muni Bonds 68,500 26,315 -42,185
> Lean Hogs 50,981 1,026 -49,955
> T Bonds 71,175 70,677 -498
> Orange Juice 43,395 47,500 4,105
> Cotton 54,590 9,951 -44,639
> T Notes 47,081 49,806 2,725
> Lumber 59,969 18,616 -41,353
> Pork Bellies 36,453 -3,043 -39,496
> Sugar 22,463 24,104 1,641
> Pound 55,681 56,313 632
> Copper 24,063 11,538 -12,525
> Oats 13,419 19,265 5,846
> Bean Oil 14,184 15,227 1,043
> Soybeans 15,375 -30,940 -46,315
>
> Difference -604,674
>
>
> As you can see, the total difference in profit is more than half a million
> dollars! This is not to mention the drawdown, which saw an increase of
> almost $200,000. This doesn't look like such a great system now. I am
aware
> that small differences are likely due to minor errors in data and in the
> calculation of backadjusted contracts. However, some of these differences
> are just too large to put down to a data excuse. I use CSI data
> (www.csidata.com), which have a very fine reputation.
>
> I also use the contract settings as per the TradeStation universe
> dictionary.
>
> This is where my question comes in...does anybody know of any serious
> mistakes in the universe dictionary that could be leading to these errors?
> Or, can somebody offer me another solution to help me obtain the
advertised
> results?
>
> Thank you for your time,
>
> Jody.
>
>
>
|