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Hello TheQuant,
looks like modification of oddball with some filtering added? have you
tested it on a longer periods, say 2-3 years of hourly data? pure
oddball suffers big drawdowns and flatting periods.
Best regards,
Alex mailto:alex_bell@xxxxxxx
Wednesday, March 06, 2002, 11:20:00 PM, you wrote:
T> Hello profitok,
T> I am glad I have a fullly mechinical trading model to tell me what to
T> to do or I ould have been sucked into beliving from al the psot here
T> that the market was going south not north. Pretty certain I could
T> never out think my computer, your milage may vary. Of course I never
T> get to predict anything but that's ok, what do I know anyway?
T> ;-)
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