|
PureBytes Links
Trading Reference Links
|
I don't see the the commission nor slippage figured in here. LeBeau uses
100.00 for the S&P.
Robert
At 10:47 PM 9/14/1999 +0100, adam_hardy3 wrote:
>you need to check out systems to see how they do in the 12 to 18 months
>after they were published. that way you get a good idea of how the system
>works in truely blind situation. were those two systems just published?
>
>
>-----Original Message-----
>From: John Cappello <jvc689@xxxxxxx>
>To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
>Cc: Realtraders@xxxxxxxxxxxx <Realtraders@xxxxxxxxxxxx>
>Date: Wednesday, September 15, 1999 6:33 PM
>Subject: Larry Williams S&P Systems
>
>
>>To Lists:
>>
>>Over the past 2 months a few of the subject systems were posted.I
>>found 2 of interest in day trading:
>>
>>1.12 Gal Gapper
>>
>>2.Contraction S&P
>>
>>>From 10/82 to present #1 made $227,000 with $10,500 drawdown using a
>>$2500 trailing stop.It made 518 trades with 286 wins.
>>
>>>From the same period #2 made $113,300 with same drawdown using a $2500
>>trailing stop.It had 481 trades with 242 wins.
>>
>>Assuming the trailing stop is realistic,that would average about
>>$20,000 per year on 50 trades per year trading both.Not the greatest,
>>but a starting point.
>>
>>John
>>
>
>
|