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This is a general
question. I have noticed that this is a great list. People are very willing to
help each other out with the program or formulas.
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size=4>
When it comes to
systems, however, they are not posted. Is this because we have put so much time
and work into them that we do not wish to just give them away? Is it because the
more a system is used, the more it becomes diluted, and the less effective it
becomes?
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size=4>
I think posts on the
results like this are great as it allows us to compare are systems and if there
is a better one, it encourages us to improve ours.
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size=4>
Is there a small
group that wishes to work together on system development or is this something we
do in isolation?
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<FONT face=Arial
size=4>neo
<FONT face=Tahoma
size=2>-----Original Message-----From:
owner-metastock@xxxxxxxxxxxxx [mailto:owner-metastock@xxxxxxxxxxxxx]On
Behalf Of Lionel IssenSent: Monday, June 11, 2001 7:26
AMTo: metastock@xxxxxxxxxxxxxSubject: Re: QQQ system
test
Taylan:
Please do post the details.
Thanks
Lionel Issen<A
href="mailto:lissen@xxxxxxxxxxxxxx";><FONT
face=Arial>lissen@xxxxxxxxxxxxxx
<BLOCKQUOTE dir=ltr
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
Taylan
Sekerci
To: <A title=metastock@xxxxxxxxxxxxx
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx
Sent: Sunday, June 10, 2001 7:22
AM
Subject: QQQ system test
HI, HERE AT BELOW I'D CREATED THREE SLOW
ACTING SYSTEM TESTS FOR QQQ. IF ANY ONE INTERESTS ONE OF THESE TESTS I CAN
WRITE THE DETAILS.
YOURS,
TAYLAN SEKERCI,
<TABLE style="WIDTH: 542pt; BORDER-COLLAPSE: collapse" cellSpacing=0
cellPadding=0 width=722 border=0 x:str>
<TD class=xl24 style="WIDTH: 145pt; HEIGHT: 10.2pt" width=193
height=14>
System Report - 1_QQQ____28.5.2001
Item
Value
Item
Value
Total net profit
1431.98
Open position value
576.12
Percent gain/loss
143.2
Annual percent gain/loss
64.69
Initial investment
1000
Interest earned
0
Current position
Long
Date position entered
05.04.2001
Buy/Hold profit
-42.5
Days in test
808
Buy/Hold pct
gain/loss
-4.25
Annual B/H pct gain/loss
-1.92
Total closed trades
8
Commissions paid
50.27
Avg profit per
trade
106.98
Avg Win/Avg Loss ratio
178.59
Total long trades
8
Total short trades
0
Winning long trades
5
Winning short trades
0
Total winning
trades
5
Total losing trades
3
Amount of winning
trades
858.75
Amount of losing trades
-2.89
Average win
171.75
Average loss
-0.96
Largest win
403.65
Largest loss
-2.05
Average length of
win
21.6
Average length of loss
9.33
Longest winning
trade
40
Longest losing trade
21
Most consecutive
wins
3
Most consecutive losses
1
Total bars out
404
Average length out
44.89
Longest out period
70
System close
drawdown
-0.58
Profit/Loss index
99.8
System open
drawdown
-0.58
Reward/Risk index
99.96
Max open trade
drawdown
-145.33
Buy/Hold index
4824.66
__________________________________________________________
<TABLE style="WIDTH: 542pt; BORDER-COLLAPSE: collapse" cellSpacing=0
cellPadding=0 width=722 border=0 x:str>
<COL style="WIDTH: 145pt; mso-width-source: userset; mso-width-alt: 8813"
width=193>
<COL style="WIDTH: 133pt; mso-width-source: userset; mso-width-alt: 8082"
width=177>
<COL style="WIDTH: 154pt; mso-width-source: userset; mso-width-alt: 9398"
width=206>
<COL style="WIDTH: 110pt; mso-width-source: userset; mso-width-alt: 6692"
width=146>
<TD class=xl24 style="WIDTH: 145pt; HEIGHT: 10.2pt" width=193
height=14>System Report - 2_QQQ___28.5.2001
Item
Value
Item
Value
Total net profit
2328.2
Open position value
227.51
Percent gain/loss
232.82
Annual percent gain/loss
105.17
Initial investment
1000
Interest earned
0
Current position
Long
Date position entered
11.05.2001
Buy/Hold profit
-42.5
Days in test
808
Buy/Hold pct
gain/loss
-4.25
Annual B/H pct gain/loss
-1.92
Total closed trades
17
Commissions paid
128.45
Avg profit per
trade
123.57
Avg Win/Avg Loss ratio
2.2
Total long trades
17
Total short trades
0
Winning long trades
13
Winning short trades
0
Total winning
trades
13
Total losing trades
4
Amount of winning
trades
2442.12
Amount of losing trades
-341.43
Average win
187.86
Average loss
-85.36
Largest win
707.87
Largest loss
-169.08
Average length of
win
12.62
Average length of loss
12.25
Longest winning
trade
28
Longest losing trade
17
Most consecutive
wins
7
Most consecutive losses
1
Total bars out
370
Average length out
20.56
Longest out period
45
System close
drawdown
0
Profit/Loss index
87.21
System open
drawdown
-55.63
Reward/Risk index
97.67
Max open trade
drawdown
-164.29
Buy/Hold index
6113.08
<TABLE style="WIDTH: 486pt; BORDER-COLLAPSE: collapse" cellSpacing=0
cellPadding=0 width=649 border=0 x:str>
<COL style="WIDTH: 152pt; mso-width-source: userset; mso-width-alt: 9289"
width=203>
<COL style="WIDTH: 78pt; mso-width-source: userset; mso-width-alt: 4754"
width=104>
<COL style="WIDTH: 98pt; mso-width-source: userset; mso-width-alt: 5997"
width=131>
<COL style="WIDTH: 158pt; mso-width-source: userset; mso-width-alt: 9654"
width=211>
<TD class=xl22 style="WIDTH: 152pt; HEIGHT: 10.2pt" width=203
height=14>System Report - 3_QQQ___4.6.2001
Item
Value
Item
Value
Total net profit
1734.27
Open position value
55.49
Percent gain/loss
173.43
Annual percent gain/loss
78.34
Initial investment
1000
Interest earned
0
Current position
Long
Date position entered
17.05.2001
Buy/Hold profit
-42.5
Days in test
808
Buy/Hold pct
gain/loss
-4.25
Annual B/H pct gain/loss
-1.92
Total closed trades
24
Commissions paid
175.06
Avg profit per
trade
69.95
Avg Win/Avg Loss ratio
4.94
Total long trades
24
Total short trades
0
Winning long trades
11
Winning short trades
0
Total winning
trades
11
Total losing trades
13
Amount of winning
trades
2207.3
Amount of losing trades
-528.52
Average win
200.66
Average loss
-40.66
Largest win
665.05
Largest loss
-171.93
Average length of
win
17.36
Average length of loss
6.38
Longest winning
trade
31
Longest losing trade
17
Most consecutive
wins
3
Most consecutive losses
3
Total bars out
327
Average length out
13.08
Longest out period
41
System close
drawdown
-17.11
Profit/Loss index
76.64
System open
drawdown
-71.2
Reward/Risk index
96.06
Max open trade
drawdown
-267.9
Buy/Hold index
4310.94
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