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Rt’s,
Time to put your money where you mouth is. Funny how no almost no one
posts any actual .ela files with systems. Well I’m going to find out why.
This program is based on Angell’s work. I set it up to day trade. It has
some surprising results if you use my quick and dirty method of testing.
What I do is place it on a group of about 25 different commodities and then
I run it around the list counting any profitable contract as one count.
Right now its about 12 of 25. I got really excited once when it had 22 of
25 but I forgot to subtract commission and slippage. Of course it trades
frequently. If any of you RT's are inclined to properly back test it let
us/me know how it does. It looks good on Bonds, Wheat, Currencies. Maybe
I’m giving away a $16,500 system and don’t know it. That’s Life.
B.R.,
Brent
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> From: Paul Cote <cote@xxxxxxxx>
> To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
> Subject: Re: Mechanical Systems
> Date: Sunday, January 25, 1998 7:49 AM
>
> I am trying to program a system using the software called investigator.
> So far, it seems kind of buggy. It is not so simple to design a...
Attachment Converted: "c:\eudora\attach\Angell.ela"
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