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regarding the testing on dow CASH daily index, ive tested it on that
as its the only continuous source of data i have at present, and half
of thats missing ! apart from individual contract months, someone sent
me continous futures of the sp500 but i cant load it into supercharts,
(invalid date error, still working on that one. !)
but theorectically its possible to speculate on CASH indexes by placing
trades through "City Bookmakers" they quote on the cash daily indexes,
(settle prices are based on the actual closing cash index close )
nearest month, and futures. The system i mentioned enters on "buy
this bar on close" and as they offer quotes 24hrs , i think
opportunity MAY exist. but im months/years away yet.., this stage its
just seeds of thought.
as for having a system that just goes long, i see no problem with that
at all, long term the stock indices are up, based on history so far..
and i dont feel it's neccessary to rack up quantity of trades just
because 28 trades seems a low number over 30 months .. ideally i
would like to create a formula which scales up at some point with
equity increase, but sensibly so, in an attempt to increase gross
profit that way, rather than, looking for short trades in an essentially
up trending market..
if anyone could post the omega discussion group address that would be a
help.
Regards Jonathan.
-- Original Message -----
From: Gwenael Gautier <ggautier@xxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Thursday, January 20, 2000 1:27 PM
Subject: [RT] Re: FUTR: trading systems.
> Test same system on SP futures. If it holds up there, you are onto
something.
> BTW, I presume you meant DJ futures, else if its the cash you talked
about, just forget it, you can't trade cash.
>
> Gwenn
>
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