[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: True Range Volatility Breakout



PureBytes Links

Trading Reference Links

In a message dated 98-04-28 10:05:13 EDT, scot.billington@xxxxxxxxxxxxx
writes:

<< My suggestion is to take the TRABOS system and CORRECTLY backtest it
 yourself on a portfolio of markets two from each sector, grains, meats,
 energy, currency, interest rates, stock index (one only).  Follow the rules
 to the letter and use $150/round turn in commission and slippage over a 250
 trade sample.  Run statistical tests every 50 trades to check the
 robustness of the system. >>
*******************************************
Scot:
I agree with you IN THEORY but I have never seen a system that could be
profitable in all of these markets under these testing requirements.  If a
system exists like this, it would be EXTREMELY rare and would require years of
research.  If you can find a system that works on just one market, I say use
it and specialize in that market.
Lynn