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RSI on SP500 (I)



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----- Message d'origine ----- 
De : <tradejacker@xxxxxxxxxxxx>
À : <omega-list@xxxxxxxxxx>
Envoyé : vendredi 3 décembre 1999 00:08
Objet : Re: MB ads revisited


> eod... yeah right....i "tested" your fuzzy thingy on 5 min spoos data and 
> it's a joke...i don't know anyone who would want to dick around with a silly 
> indicator "system" with ONLY a 25-30% win rate.
> 

The software does not forbid the use of a minimum intelligence:
1) 5 min data are too noisy
2) Sp is jagged so the RSI(14) is not sensible enough top carry the necessary information

Here are the result on SPZ9 30 min with a RSI(c,5) instead of 14 bars.
100 days back, 50 for training,  latest 50 for test.

Performance summary ( partial view) below
Equity curve and signals attached in a next message.

Forget Matlab ant any toolbox if you want to avoid to spend years on the problems
like  we did with Safir-X.

 
> still waiting for a REAL TIME reality check from a certain fuzzy frenchman.....now 
> yer starting to sound like mb whom you attacked...when are you going to 
> get a REAL TIME feed from comstock, eh? 
> 
> AFTER 12/31/99???????

Beta test before, availability, after.
I'm not the developper  and not the seller.
I'm a future user.

> 
> BEFORE TRADERWARE'S release??????

I do  not care.
For the moment, it's not the topic.

Sincerely,

-Pierre Orphelin
Neurofuzzy Logic tools for TradeStation
Free evaluation versions and competitive upgrades available
web: http://www.sirtrade.com

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