This study concerns one such "system" that uses 6 well know indicators
and 4 "index" values computed from other well known factors.
These are identified in the label line of the attached pictures of the
optimized results which are sorted into maximum profit order.
The optimizations were 1024 optimizations containing results of
turning on and off each of the selected indicator/indices.
Taking the top 20 performances I summed each column that went
with a given indicator/index. A one indicated the function was
used and a zero indicated it was not.
An appreciation of what worked best can be had by looking at the
functions which indicate the greatest sum.
As you can see from the .gif titles I did an analysis of day only data
for NQ and ES and 24 hour data of NQ.
Hopefully these results and this concept will help in designing/using
systems based on multiple functions.
Clyde
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Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: clydelee@xxxxxxxxxxxx
7910 Westglen, Suite 105 Office: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
Details at: www.theswingmachine.com
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