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: I'm sure your system kicks ass Andy, but I'd bet the two
: of you would lead the charge if a "vendor" posted such a
: chart as "proof" his system worked. Which markets did
: it trade? When? Evil use of trailing stops? :-)
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: I couldn't get all the GIF files in . The omega list only allows a limited
: amount of attachments to the list (strain on the server on anything above
: 15k). Attached are two GIF files that was stripped. S&P, $20 commision,
$250
: slippage , over 7000 trades, S&P point worth $250 after 11/1/1997, $500
: before 11/1/1997. And I do use trailing stops (but not the built in Omega
: %Trail, which has a tendency to be wrong) as well as profit targets
(again,
: not Omega's built in shit. Shit doesn't work.).
:
: Speaking of shit that doesn't work, the rina system's portfolio analysis
: sucks. Notice that the Sharpe ratio is negative in the report yet the
equity
: curve is positive. Plus, Bob Fulks' Sharpe codes shows a number > +1.
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