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As per the trading systems for the Sp 500.. I suggest that you should
try to include some other factors.. such as interest rates.. you can
use the 30 yr bond to start..but there are many more variables such
as the discount rate.. that can help you.. I would definatly include
breadth measurements.. these all can be done in tradestation.. You
might want to include volume up.. down.. advancing issues...declining
issues ..new highs and new lows.. another major factor to look at is
sentiment.. you can check this by the vix.. put/call ratios.. We have
put a group of these type of systems so we can scale in and out of
the market. Not anyone system is the HOLY GRAIL and in our testing as
well as realtime trading groups of systems stand the definate
possiblity to be profitable over time.. One must take a long term
stance. In out testing we had years that we earned 1% and others much
much greater.. the matrix didn't change .. it has the ability to work
over time. We also have had drawdowns but all viable systems must..
In summation .. because of our rigorous testing I would suggest
adding some other variables besides just market action..[momentum]..
jsut my opinion..
Andy Abraham cta
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