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Sorry Alex, misplaced email address... will keep you posted... ;~)
Best regards,
Gene Pope
----- Original Message -----
From: "Gene Pope" <gene@xxxxxxxxxxxxx>
To: "Alex Bell" <realtraders@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 06, 2002 6:07 PM
Subject: Re: Re[3]: [RT] sp500/nasdaq PRIVATE
> Hi Quant,
>
> Private Email...
>
> I've done a ton of modifications to Oddball... the most promising was to
use
> a confirm with either ADVDEC or TICK, plus not allow any trades before 11
> am.
>
> Have you found anything else useful as a filter?
>
> Best regards,
>
> Gene Pope
>
>
> ----- Original Message -----
> From: "TheQuant" <thequant@xxxxxxxxx>
> To: "Alex Bell" <realtraders@xxxxxxxxxxxxxxx>
> Sent: Wednesday, March 06, 2002 5:53 PM
> Subject: Re[3]: [RT] sp500/nasdaq
>
>
> > Hello Alex,
> >
> > Wednesday, March 06, 2002, 4:09:20 PM, you wrote:
> >
> > AB> Hello TheQuant,
> >
> > AB> looks like modification of oddball with some filtering added? have
you
> > AB> tested it on a longer periods, say 2-3 years of hourly data?
pure
> > AB> oddball suffers big drawdowns and flatting periods.
> >
> > Yes the modified model trades less and makes more, throughout the
> > entire history from 87. Over 3000 trades hypothetically and now about
> > 50 trades in real time. However even the performance of the original
> > is tolerable at some point when you have made enough. I know
> > personally a guy who took 70 and run in up to near 1,000,000 last
> > year, increasing from one contract to 7. Largest drawdown 90,000.
> >
> > AB> Best regards,
> > AB> Alex mailto:alex_bell@xxxxxxx
> >
> >
> >
> >
> >
> > --
> > Best regards,
> > TheQuant
> >
> >
> >
> > To unsubscribe from this group, send an email to:
> > realtraders-unsubscribe@xxxxxxxxxxxxxxx
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
>
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