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Using TS 2000i. I've been looking at the Range Leaders system from STAD
13 using end-of-day data (true end of day with no intra-day ticks at
all).
It shows phenomenal results on several markets but the Avg bars in
winners in many cases is 0. It uses TS's Dllr Risk Trailing Stop Signal
as one of the exits and I think this is partly responsible for the
results. It's the old problem of TS not knowing in what order the OHLC
prices occur.
Three Qs:
1) How far "out" are the results (with Avg bars = 0) likely to be? Is it
an absolute, positive, definite no-no to even consider a system and
market with these results?
2) Some of the results have Avg Bars in winners of 1, 2 or more - one is
around 44. Is it "safe" to use Dllr Risk Trailing Stop if the Avg bars
is 1 or more?
3) Is there an alternative to Dllr Risk Trailing Stop that is safe to
use?
Many thanks.
Ian
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