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I am glad you told me of code modification. It makes more sense now.
Is ther hope for ths system? It was originally designed for the DAX
on tic data and I had it transformed from tic to bar data.
john
------------------ Reply Separator --------------------
Originally From: "M. Simms" <prosys@xxxxxxxxxxxxxxxx>
Subject: RE: : German Connection System
Date: 03/25/2002 06:56pm
Wait .... I forgot to tell you, I modified the core code
somewhat......
and that the base code you provided produced terrible results....
I will test the trailing stops, etc, but for such a short-term
system, my
experience tells me that further addition of stops, etc. will simply
reduce
the total net profit and profit per trade.
Possibly as it moves-up in terms of longer bar intervals, those added
stops
may be helpful.
> -----Original Message-----
> From: John Cappello [mailto:jvc689@xxxxxxx]
> Sent: Monday, March 25, 2002 6:13 PM
> To: prosys@xxxxxxxxxxxxxxxx
> Subject: : German Connection System
>
>
>
> What you have done is great. The return it showed over the period
> tested is terrific and is not reflected in the downfall results not
> presented. May it be construed as an acceptable drawdown as you move
> forward?
>
> And yes, Cory checked it out briefly on 20 to 25 min charts as
> mentioned and your talent in checking it further is welcome. Also
> have you tried hard stops and trailing stops with it.
>
> You are quite talented.
>
> Sincerely,
>
> John
>
>
> ------------------ Reply Separator --------------------
> Originally From: "M. Simms" <prosys@xxxxxxxxxxxxxxxx>
> Subject: RE: German Connection System
> Date: 03/25/2002 06:08pm
>
>
> Nope, but can do.
>
> > -----Original Message-----
> > From: John Cappello [mailto:jvc689@xxxxxxx]
> > Sent: Monday, March 25, 2002 4:48 PM
> > To: M. Simms
> > Subject: German Connection System
> >
> >
> >
> > Questions:
> >
> > Did you try the 20 to 25 min bars with MM aspects. Actually your 5
> > min adaptation had quite a run in testing.
> >
> > Thanks for looking at it.
> >
> > John
> >
> >
> > ------------------ Reply Separator --------------------
> > Originally From: "M. Simms" <prosys@xxxxxxxxxxxxxxxx>
> > Subject: RE: [RT] German Connection System
> > Date: 03/25/2002 02:06pm
> >
> >
> > 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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