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> 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.
I used $100 per contract
2)Max. consecutive losers=10. Not many people can handle this, but if
you
> can then "okay".
I agree, this could get expensive and frustrating ?
"AS IS" this is obviously not for a small account and probably
more geared toward a fund ?
> 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.
This enters on a stop order above or below the market so how would
this make any difference ? Also the trailing stop & money management
stops are both 2 points or $1000
(I only tested this using the full contract of $500 per point)
> 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.
Someone in my group just tested it on intra-day data and found they
could reduce the stops to $500 from my $1000 and still get comparable
results.
> Hope this helps.....Tom Stein comfut@xxxxxxx
Yes, thanks for your input Tom
Alan Sears
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