Re: Trailing stops are invalid

["pierre.orphelin" <pierre.orphelin@xxxxxxxxxx>]

----- Message d'origine ----- 
De : Jack Kutzer <Jack.Kutzer@xxxxxxxxxxx>
À : Mark Brown <markbrown@xxxxxxxxxxxxx>; <TradingSys@xxxxxxx>; Robert W Cummings <robert.cummings@xxxxxxxxxxxxxxxx>
Cc : <omega-list@xxxxxxxxxx>
Envoyé : lundi 20 septembre 1999 22:13
Objet : RE: Trailing stops are invalid


> Mark,
> Did someone during this thread refer to a solution to the trailing stops
> problem? Is there a solution that gives valid testing results?
> 
> Thanks,
> Jack Kutzer 
> 

First, my name is not Mark.

Solutions are:

1)TS2000i with a tick or minute database ( perfect solution with tick data)

2) TS4 by rewriting the system wityh a higher frequency bars ( 5 min bars for 30 min is an acceptable approximation)

3) Avoid trainling stops
(they are cumbersome with intraday trading)

Sincerely,.

-Pierre Orphelin
Représentant exclusif de Omega Research en France.
web: http://www.sirtrade.com