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What assumption was used for slippage/commissions?
----- Original Message -----
From: "popeallen" <popeallen@xxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Sunday, December 30, 2001 5:02 PM
Subject: [RT] AREN'T THESE GREAT RESULTS?
> I have developed a completely objective mathematical trading
> system for trading JDSU ( also does well on host of other
> nasdaq issues, with no change in system).
> Results: from 6/01/01 to 12/26/01 trading 1000 shares
> Profits: $ 26,144
> No of trades: 1084
> No of Winners: 715
> Accuracy 65.96%
> Drawdown(largest peak to trough equity swing) $1084
>
> The system daytrades JDSU, all trades are sell on limits,
> buy on limits (sell strength, buy weakness), all order entry prices
> are calculated in advance of the trade.
> All orders were executed if prices went thru the order e.g.,
> sell at 8.45, if market trades at 8.46 execution was met.
>
> Is there a better objective, mechanical system out there than this?
> Anyone interested?
>
> Pope
>
>
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>
>
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>
>
>
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