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I performed extensive backtesting of the parameters of the SPLTREND signal
using the S&P futures...
fairly robust....
over 80% of the cases were nicely profitable.
check http://www.sp-levels.com/SplForum.html for spreadsheet of results...
topic to find is "Optimization Results".
Next Up: forward testing from 9/01 -> 11/02.
> -----Original Message-----
> From: reinar2020 <reinar2020@xxxxxxxxx> [mailto:reinar2020@xxxxxxxxx]
> Sent: Thursday, December 19, 2002 1:27 PM
> To: realtraders@xxxxxxxxxxxxxxx
> Subject: Re: [RT] Spl-Trend indicator
>
>
> John,
> Several months ago you posted that you like to use some free system
> for the S&P and that it has been producing for you for years.
> I'm wondering what the site for it was and how it has performed in
> the last six months.
>
> The free http://www.gennaker.com/daily.htm, is my favorite and in
> the last 6 months it has made about 180 points per SP car with a
> draw down of 16. ...About 75% accurate and mostly out of the market.
> How does the free one you have compare?
>
> R
>
>
>
>
>
>
>
>
>
> --- In realtraders@xxxxxxxxxxxxxxx, John Cappello <jvc689@xxxx>
> wrote:
> > Dear Jan,
> >
> > Interesting point. I have e-mailed Spl-Trend guy regarding
> Drawdown
> > and back testing with no response to date.
> >
> > What kind of Drawdowns did you see with the Parabolic you posted?
> >
> > Sincerely,
> >
> > John
> >
> >
> >
> > ------------------ Reply Separator --------------------
> > Originally From: "JHP" <jan4123@xxxx>
> > Subject: Re: [RT] Spl-Trend indicator
> > Date: 11/21/2002 05:03pm
> >
> >
> > You get almost identical results if you set Omega's Parabolic
> at .35
> > and it is free even after 1/1/03.
> >
> > Jan Philipp
> >
> >
> > ----- Original Message -----
> > From: "feivi18" <shraga@xxxx>
> > To: <realtraders@xxxxxxxxxxxxxxx>
> > Sent: Thursday, November 21, 2002 2:44 PM
> > Subject: [RT] Spl-Trend indicator
> >
> >
> > > I've just seen this at www.sp-levels.com
> > > It looks very similar to Asctrend, and it's available for free.
> Any
> > > comments?
> > >
> > > Philip
> > >
> > >
> > > To unsubscribe from this group, send an email to:
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> > >
> > >
> > >
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> > >
> > >
> > >
> >
> >
> > To unsubscribe from this group, send an email to:
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> >
> >
> >
> > Your use of Yahoo! Groups is subject to
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>
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