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[amibroker] Very profitable DOW system
SetTradeDelays(0,0,0,0);
BuyPrice = Ref(C,-1) - 50;
Buy = L < BuyPrice;
Sell = 1; SellPrice = C;
Try this long only on ^DJI with same bar exit enabled (daily
timeframe). Nets around 5000 points a year in recent years with low
drawdowns. Subtract 1 point per day per contract for commisions (IB
rate for mini-dow). $5K per contract gives acceptable drawdowns and
100% account increase per 1000 points on the YM.
Any comments, improvements or other suggestions would be welcomed.
Kevin
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