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Paul,
Does look better but exits are still killing us. Look at June 2006.
The spread had already gone negative and again we are almost on top
of the next entry. Believe we're headed in the right direction
though. :-)
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "Paul Harris"
<paul_vicmar@xxx> wrote:
>
> Preston
>
> Well, tried your suggestion of LinReg, Momentum and RSI.
> {Acciona Binary Wave Compsite II}
> LinReg:= If(Dema(10000*LinRegSlope(C,8)/C,8) > 5,+1,
> If(Dema(10000*LinRegSlope(C,8)/C,8) < -13,-1,0));
> Momen:= If(Dema(Mo(13),5) > 96, +1, If(Dema(Mo(13),5) < 106, -
1,0));
> RS:=If(Dema(RSI(13),5) > 35, +1, If(Dema(RSI(13),5) < 70, -1,0));
> LinReg+Momen+RS
>
> Buy:
> Fml("Acciona Binary Wave Compsite II") > Mov(Fml("Acciona Binary
Wave
> Compsite II"),2,E) AND Ref(Fml("Acciona Binary Wave Compsite II"),-
1)=-1
>
> Sell:
> Mov(Fml("Acciona Binary Wave Compsite II"),9,E)<Fml("Acciona Binary
> Wave Compsite II") AND Ref(Fml("Acciona Binary Wave Compsite II"),-
1)=-3
>
> Systems Test Results:
>
> Total net profit 3403.42
> Percent gain/loss 340.34 Annual percent gain/loss 99.86
> Buy/Hold profit 3233.31
> Avg Win/Avg Loss ratio 14.93
> Total winning trades 3 Total losing trades 1
> Amount of winning trades 2294.21 Amount of losing trades -51.22
> Total bars out 41 Average length out 8.20
> Longest out period 31
> Profit/Loss index 98.52
> Reward/Risk index 99.93
> Max open trade drawdown -129.89 Buy/Hold index 41.15
>
> Which is an improvement on our previous system. The main advantage
> with Acciona Binary Wave Composite II is that it doesn´t seem to
get
> whipsawed as much as before.
> I have uploaded a file to have a look at.
>
> PAUL
>
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