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Alan.........
These results look interesting, but first a few questions????????
1)Commission & Slippage???? Use at least $100.00. If
you did not use $100.00 then take off about $160,000 of your profits.
2)Max. consecutive losers=10. Not many people can handle this, but if you
can then "okay".
3)TS assumes the ticks go in order depending on the relationship of the open
and close to the high or low of the day. This can be a "system wrecker"
when using stops of only a few points.
Next Step???? Test it on tick data to give yourself some confidence in real
time. Also, be wary of any S&P system tested only during the past 7 years.
Take periods of time since 1982 and give it a whirl.
Hope this helps.....Tom Stein comfut@xxxxxxx
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