|
PureBytes Links
Trading Reference Links
|
I'm fairly new at this but I believe you want to use a 1 day delay in the buy and sell settings since you won't know until after the close if your MA crosses. This should give you more realistic results.
----- Original Message -----
From:
To: amibroker@xxxxxxxxxxxxxxx
Sent: 11/9/01 11:15:39 AM
Subject: [amibroker] Puzzled
I have been playing with Automatic Analysis and I'm puzzled. My system is basically buying/selling and shorting/covering on a 3 day moving average.My formula is simple:Sell = Cross( MA(Close,3),Close);Buy = Cross( Close,MA(Close,3));Cover = Cross( Close,MA(Close,3));Short = Cross( MA(Close,3),Close); My settings are:365 day testInitial amount = $2000Long and ShortI use Scottrade.com so $7 per tradeLong = Buy and Sell @ OpenShort and Cover @ OpenMaximum Stop Loss 5%Trailing Stop Loss 5%Every stock I've tested has made money and usually in the 500% to 5000% range for Return on Account. With the MA only being 3 days, the number of trades is high(usually 60-80) but commissions do not account for much over the year span considering the outcome. $7*70=$490 to buy/short and $490 to sell/cover = $980 for the year. The percent trades profitable is usually better than 85%.What am I missing here. I have to be doing something wrong because this is too easy. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
--- John Pyle
_________________________________________________________
Do You Yahoo!?
Get your free @yahoo.com address at http://mail.yahoo.com
|