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Indeed, if you are using SC or TS with daily data I suggest you read the
chapter on "bouncing ticks" trademark (&crap) lends a significant bias to
your results!
I fell for the same trick.
As Gary stated "test it on 5 minute charts" to confirm.
Mick
Gary Funck wrote:
> On Nov 23, 2:46pm, Alan Sears wrote:
> > Subject: S&P system
> > Below are the results of a simple system for trading the S&P500
> > and below that is the code for producing these results...enjoy :)
>
> Nice record for such a simple system. :)
>
> Since this is a breakout system, it may be more realistic to add a factor
> for slippage (and commish). For starters: $100.
>
> Did you run this on a continuous contract that is back adjusted,
> or just has the front months pasted together?
>
> I don't know what the "trailing stop" will do for you on this day only
> system, unless you use intraday (say 5 min. bar) data.
>
> --
> --
> | Gary Funck, Intrepid Technology, gary@xxxxxxxxxxxx, (650) 964-8135
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