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Thought I'd adapt the system for 5 min bars - S&P and Nasdaq futures......
10/97 to 9/01.
Small profit per trade advantage....and when markets get choppy (post
Jan2001), the equity curve goes to hell..
> -----Original Message-----
> From: John Cappello [mailto:jvc689@xxxxxxx]
> Sent: Sunday, March 24, 2002 7:57 PM
> To: realtraders@xxxxxxxxxxxxxxx
> Subject: [RT] German Connection System
>
>
>
> Outlined below is code for a system I received in 1999. Since I was
> busy with other matters I had my Broker screen it. She helped me
> immensely to learn to make money with mechanical S&P and Nasdaq
> Systems.
>
> We were onto somethings that were outstanding but she died at a young
> age of a heart attack, going to heaven I am sure but leaving behind
> no trace of our system adaptations.
>
> She tested it on 20 and 25 minute bars and it made much money with no
> stop but there was initial high drawdown quickly recaptured. I
> believe it has potential if MM and trailing stops could be properly
> placed. I am not a programmer so please do not blame me for any
> technical mistakes therein. All I know is it passed my broker's first
> screen with flying colors.
>
> I call it BLITZKRIEG. All I ask is if it works for you to share it
> with the list [including me of course]
>
>
>
> It trades the breakouts of the Pivot-Points based on the calculations
> of Tom DeMark.....
>
> It brings outstanding results on the DAX....without adapted
> lengths.....
>
> Input: PH((H+C+2*L)/2-L),PL((H+C+2*L)/2-H),Length(28),
> Length2(28);
>
> Buy Highest(PH,Length)+1 point Stop;
> {ExitLong Lowest(L,Length2) Stop;}
> Sell Lowest(PL,Length)- 1 point Stop;
> {ExitShort Highest(H,Length2) Stop;
> end;}
> >
>
>
>
> 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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