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John,
I tested your Blitzkrieg system as you posted it on the sph9, spm9, spu9,
spz9 and sph0 contracts using
90 minute bars and $75 for slippage and commission with the following
results:
sph9 net: 19,625, DD: -18,525
spm9 net: -43,725, DD: -57,950
spu9 net: 24,500, DD: -7,300
spz9 net: -5,825, DD: -18,650
sph0 net: -4,525, DD: -7200
-----Original Message-----
From: Dr. John Cappello <jvc689@xxxxxxxxxxx>
To: realtraders@xxxxxxxxxxxxxxx <realtraders@xxxxxxxxxxxxxxx>
Date: Saturday, December 18, 1999 3:43 PM
Subject: [RT] As An Aside re. Mechanical S&P Trading Systems
>Re. what has been posted and on another vein:
>
>As someone who has posted more than one system and expects to post more,it
>is disconcerting when:
>
>1.No one reports their test results.
>
>2.No one posts any improvements they make for the benefit of all.
>
>3.Systems posted are open so code can be seen.
>
>4.If accidenatally locked password will be given.
>
>If all I have are ELA's that is what I will post.If I have more I will post
>more.If you can not look at them on that basis I am sorry and perhaps some
>of you may have to pass them up.No hard feelings.
>
>To tell you the truth I have not seen very many ELA systems posted for
>general review except for [God bless him-Mark Brown].
>
>Sincerely,
>
>John
>
>
>>From: Larry Wright <lwright@xxxxxxxxxx>
>>Reply-To: lwright@xxxxxxxxxx
>>To: <realtraders@xxxxxxxxxxxxxxx>
>>Subject: [RT] Re: Mechanical S&P Trading Systems
>>Date: Sat, 18 Dec 1999 12:38:42 -0800 (PST)
>>
>>
>>
>>On Sat, 18 Dec 1999, Dennis Holverstott wrote:
>>
>> > As an aside, I would encourage everyone to post systems as plain text
>> > rather than (or as well as) .ela files.
>>
>>That is a **good** suggestion; much more than an aside.
>>
>> > That will make it much easier
>> > for everyone to view the code and discuss it. Many people don't have
>> > Tradestation and others are unwilling to paste unknown code into their
>> > systems.
>>
>>I've had some of my functions replaced with 'new' ones, and I am very
>>careful now - I *much* prefer the text.
>>
>> > If we can all see the code, we can more easily get to the
>> > trading idea inside it and we can all learn something.
>>
>>Perhaps the *author* could state the idea clearly, up front, and in some
>>detail. That way,
>>
>>(1) it could spark a discussion of the *idea* without having to go through
>>the code first. This might, in fact, be more productive than a discussion
>>of the code details. (Note, for example, how the current discussion
>>quickly evolved into a discussion of the idea.)
>>
>>(2) readers might be able to quickly decide the interest level before
>>going through the code.
>>
>>(3) each reader would not have to wade through the code to try and
>>discover the idea for him/herself.
>>
>>(4) astute readers might even be able to spot differences between the code
>>and the original idea - happens all the time, especially with complex
>>ideas.
>>
>>(Just another 'aside' or two :-).
>>
>>Larry
>>
>>
>
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