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dmishaan@xxxxxxxxxxx writes:
>I am currently working on testing a long term
>trend following system which trades a basket of
>commodities. I am looking for a volatility based
>stop to employ with this system. Is anyone using
>a volatility based stop with success. Also,
>anyone have experience or the code for vidya,
>is it any good?
I found an old post of mine using "Deja News"
(www.dejanews.com) that talked about VIDYA. It
was so old it discussed results obtained from
the Omega Research product (this is the OMEGA list)
called "System Writer Plus". Anyway, the test
was done using single contract position sizes
(even though nobody actually trades that way)
with commission+slippage = $125.00 per contract
per trade. VIDYA made 806 trades and even with
this commission & slippage penalty, it made
a profit of $476 per contract per trade.
I found it using Deja News "Power Search" by
searching for the string " VIDYA " in newsgroups
named " misc.invest.* " . Here is the URL of
the match:
http://x5.dejanews.com/getdoc.xp?AN=102732212.1&CONTEXT=913477317.212730032&;
hitnum=27
Hope you enjoy it.
Mark Johnson
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