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Compounding ? There is no margin if that's what you're asking. It's
trading as the chart shows ... NDX.
--- In amibroker@xxxxxxxxxxxxxxx, "nkis22 <nkishor@xxxx>"
<nkishor@xxxx> wrote:
> Below, in quotes, is from you output
>
> "Long 1/21/2003 1/22/2003 -33376.44 13881799.30 "
>
> On 1/21 QQQ closed 25.03 and on 1/22 it closed 24.93 based
> on Yahoo quotes. That is, the loss was only 10 cents
>
> With 10K equity as shown on your report, here is a breakdown of the
> trade that would happen:
>
> Buy for 10k @25.03 = 399.52 shares
> Sell 399.52 shares at 24.93 =9960.03, so
>
> 10k-9960.03 = 39.97, this ought to be the loss. So, how
> come the loss in your report is -33376.44
>
> Your test is, I think, compounding, or is it not?
> When u turn off compounding and test, I'd be very much interested
> in the results again.
>
> tia
> nand
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti <ftonetti@xxxx>
wrote:
> > Here are the results from a little system I got the concept for a
> few
> > days ago to trade QQQ .
> >
> > Before you ask, it does not use future data or have funny
settings
> for
> > when it takes trades.
> >
> > It's very simply based on taking trades same day at end of day
which
> > when used with QQQ would clearly be possible. No fancy stops or
> profit
> > targets just long, short or on the beach.
> >
> > With 17+% DD's close to close and more using intraday prices it's
> > clearly not perfect nor for the timid, but hey in this business
> what is
> > .
> >
> > With almost 75% wins, a maximum flat to down equity length of 40
> bars it
> > doesn't take a ton of tolerance and the returns are not horrible
> either
> > and it has a relatively straight equity curve.
> >
> > I don't trade this and may never trade it but it is at least semi
> > interesting and does show that fully mechanical systems for
NDX/QQQ
> can
> > be written and traded over a relatively long period of time and
> number
> > of trades in good markets and bad..
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