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Let me translate this message into English:
"I am not stupid. I know how to code Easy Language. I
will only tell you what I don't do. I won't tell you
what I do".
IVT
--- Clyde Lee <clydelee@xxxxxxxxxx> wrote:
> Maybe not quite what you wanted but here is what I
> did:
>
> 1. Created a combined strategy using the
> Tradestation BB long and short
> entry strategies.
> 2. Added JMA and T3 averages.
> 3. Ran "optimizations" on each average where length
> of average went from 4
> to 145
> and BB lines went from 0.5 to 2.5 stddev.
> 4. Looked to see how many solutions existed where
> ROI was over 100% of
> drawdown.
>
> RESULTS:
>
> Average: 4 of 145 tests 100 or above
> JMA: 12 of 145 tests 100 or above
> T3: 4 of 145 tests 100 or above
>
> In any case I don't think I'd trade this simple BB
> strategy. None of these
> were
> very profitable.
>
> Clyde
>
>
> ----- Original Message -----
> From: "Adrian Pitt" <apitt@xxxxxxxxxxxxx>
> To: "'DH'" <catapult@xxxxxxxxxxxxxxxxxx>; "'Omega
> List'"
> <omega-list@xxxxxxxxxx>
> Sent: Saturday, January 13, 2007 05:45 PM
> Subject: RE: What's so great about low-lag moving
> averages? Seriously
>
>
> > Would it be possible for Alex or Bob to publish a
> before and after
> > scenario.
> > They don't have to reveal the system, but simply
> show, using the exact
> > same
> > rules, what effect switching from say regular
> Bollinger Bands to JMA/T3
> > based bands can do to various profitability
> numbers. Would this be
> > possible?
> >
> > Adrian
> >
> > -----Original Message-----
> > From: DH [mailto:catapult@xxxxxxxxxxxxxxxxxx]
> > Sent: Sunday, 14 January 2007 10:39 AM
> > To: Omega List
> > Subject: Re: What's so great about low-lag moving
> averages? Seriously
> >
> >
> > Anybody else think IVT sounds a lot like Sergey?
> ;-)
> >
> > --
> > Dennis
> > --
> > Internal Virus Database is out-of-date.
> > Checked by AVG Free Edition.
> > Version: 7.1.405 / Virus Database: 268.15.29/608 -
> Release Date:
> > 29/12/2006
> >
> > --
> > Internal Virus Database is out-of-date.
> > Checked by AVG Free Edition.
> > Version: 7.1.405 / Virus Database: 268.15.29/608 -
> Release Date:
> > 29/12/2006
> >
> >
>
>
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