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Re: [RT] Roger Felton's systems



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At 08:20 PM 4/15/2008, you wrote:

What is the average profit/day and trades/day for his system based on your backtesting, in other words, with no discretion? Or, with some minimum amount of (good) judgment?

I don't recall any numbers. I just ran a few tests after the code was working to see how it did.

The initial objective was simply to find the valid signals that matched his criteria to simplify using his method.

But, of course, now that we have that done, everyone wants it to automatically find the best signals... :-)

Bob Fulks

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