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Yes, I have tried the TS2ki offline testing of stops and it does seem to
fix the problem-you can adjust the resolution in backtesting from 1 tick to
days. (shorter time frame takes longer to test but more accurate)
Steve
----- Original Message -----
From: <TradingSys@xxxxxxx>
To: <Jack.Kutzer@xxxxxxxxxxx>; <markbrown@xxxxxxxxxxxxx>;
<robert.cummings@xxxxxxxxxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Monday, September 20, 1999 2:58 PM
Subject: Re: Trailing stops are invalid
> In a message dated 9/20/99 1:14:31 PM Pacific Daylight Time,
> Jack.Kutzer@xxxxxxxxxxx writes:
>
> > 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
>
> You can use a variety of things like exitlong / exitshort at "Lowestlows
(or
> highs), swinglows/highs, % of profit ((H - entryprice)*X) + entryprice
stop),
> BarsSinceEntry, etc, but the same problem will still exist: O,H,L,C data
> will not tell you what occurred inside the bar. This would apply if you
did
> the calculations by hand too.
>
> BTW TS2K supposedly has "look inside" technology. Not being an Omega drone
I
> do not know. Anyone used it?
>
> TS
>
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