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Dear John: the jury is still "out" on this one...
I have not done the:
1) forward testing on the intraday S&P 500 futures
2) multiple market forward testing
soon...."real soon now".
> -----Original Message-----
> From: John Cappello [mailto:jvc689@xxxxxxx]
> Sent: Friday, January 17, 2003 12:43 PM
> To: profitok; realtraders@xxxxxxxxxxxxxxx
> Subject: [RT] Spl-Trend indicator
>
>
> Dear Mark,
>
> As I later learned this was an approach to send people to a site to
> possibly vend it.
>
> Also, I have a total disbelief in optimized systems which just work
> on one market. In five years of studying this "optimization"
> approach, I have never found onr to consistently walk forward.
>
> If a system is worthwhile it will not need optimizatiom and will work
> on a crossection of markets.
>
> John
>
>
>
>
>
> ------------------ Reply Separator --------------------
> Originally From: profitok <profitok@xxxxxxxxxxxxx>
> Subject: Re: [RT] Spl-Trend indicator
> Date: 01/17/2003 01:53am
>
>
> did you have this done?
> Ben
> ----- Original Message -----
> From: "M. Simms" <prosys@xxxxxxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Thursday, December 19, 2002 2:40 PM
> Subject: RE: [RT] Spl-Trend indicator
>
>
> > 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
> > > > >
> > > > >
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> > > > >
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> > > > >
> > > > >
> > > >
> > > >
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> >
> >
> >
> >
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