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<DIV><FONT size=2>
<DIV><FONT size=2>
<DIV><FONT size=2>Group, find attached summary of END OF
DAY trading system on Dow, i would like those who take an
interest to highlight the Weakness and any potential
strenghts. I realise the data is only 3 years duration,
and the bull run, and there is also a 6 (month due to
theft ) gap in that, so effectively there is 30 months
of daily price activity on which these hypothectical results are based, so
if anyone has a end of day o,h,l,c
data for the DAILY dow and they could send it that would be
great, say from todays close going back 12 months, that would
fill the gap in my data and enable me to see how it did on on the
missing months, until i get a new data supplier arranged,</FONT></DIV>
<DIV> </DIV>
<DIV> </DIV>
<DIV> </DIV>
<DIV><FONT size=2>Data used is END OF DAY, </FONT></DIV>
<DIV><FONT size=2> Omega supercharts. </FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2> DA----Y-Daily 10/02/96 -
06/30/99 </FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2> Performance Summary: All Trades
</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Total net profit $ 42040.00 Open position
P/L $ 0.00<BR>Gross profit
$ 47680.00 Gross loss
$ -5640.00</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Total # of trades
28 Percent profitable 57%<BR>Number
winning trades 16 Number losing
trades 12</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Largest winning trade $ 2980.00 Largest
losing trade $ -2220.00<BR>Average winning trade $
2980.00 Average losing trade $ -470.00<BR>Ratio avg
win/avg loss 6.34 Avg trade(win
& loss) $ 1501.43</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Max consec. winners
4 Max consec. losers 4<BR>Avg #
bars in winners 9 Avg # bars in
losers 4</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Max intraday drawdown $ -4176.80
<BR>Profit factor
8.45 Max # contracts held
1<BR>Account size required $ 4176.80 Return on
account 1007%</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2><BR> Performance Summary: Long Trades
</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Total net profit $ 42040.00 Open position
P/L $ 0.00<BR>Gross profit
$ 47680.00 Gross loss
$ -5640.00</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Total # of trades
28 Percent profitable 57%<BR>Number
winning trades 16 Number losing
trades 12</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Largest winning trade $ 2980.00 Largest
losing trade $ -2220.00<BR>Average winning trade $
2980.00 Average losing trade $ -470.00<BR>Ratio avg
win/avg loss 6.34 Avg trade(win
& loss) $ 1501.43</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Max consec. winners
4 Max consec. losers 4<BR>Avg #
bars in winners 9 Avg # bars in
losers 4</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Max intraday drawdown $ -4176.80
<BR>Profit factor
8.45 Max # contracts held
1<BR>Account size required $ 4176.80 Return on
account 1007%</FONT></DIV>
<DIV> </DIV>
<DIV><FONT
size=2>---------------------------------------------------------------------------------------------------------------------------------------------------------------------------</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>2 trades exited on money management stops,
the other 10 being break even stops (less 120. slippage,
comm.) with floor @ $ 550. </FONT></DIV>
<DIV> </DIV>
<DIV>bouncing ticks @ 30%</DIV>
<DIV>$120. slippage & commission allowance.</DIV>
<DIV> </DIV>
<DIV>if anyone can provide any "general rules of thumb"
for evaluating simulated trading results,
or if anyone knows of any sources of good information
regarding pro's /con's of system trading
etc, that would be welcomed.</DIV>
<DIV> </DIV>
<DIV> </DIV>
<DIV><FONT size=2>Any comments, data assistance ,
appreciated.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Jonathan.</FONT></DIV>
<DIV> </DIV>
<DIV> </DIV></FONT></DIV></FONT></DIV></BODY></HTML>
</x-html>From ???@??? Wed Jan 19 16:50:57 2000
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Date: Wed, 19 Jan 2000 16:55:25 -0600
From: Joe Frabosilio <joe6964@xxxxxxxx>
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Status:
Looks like a good lesson to learn.
Money Management
Going against the trend etc.
http://www.cnnfn.com/2000/01/19/companies/fraud
TradeWell,
Joe Frabosilio
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