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In a message dated 98-08-21 23:42:18 EDT, you write:
<< The net profits were widely separated, but
generally in line with the number of trades. (between 200 and 300 trades)
The max drawdowns were fairly consistent. >>
I'd like to know if you gave a fair amount for commissions and slippage. With
so many trades, failure to consider these charges will give you a profitable
system when in the real world your system would lose money.
Best regards,
Jerry Rehert (grehert@xxxxxxx)
Check out my WebPage
UPDATED 8/18/98: http://members.aol.com/grehert/
August 22nd, 1998 @ 12:28 am
Atlanta,GA
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