|
PureBytes Links
Trading Reference Links
|
Dear PRS,
Thanks for your input.I need to find out why it does not correlate with what
has been sent to me privately and what I have personally seen.
The setting parameters one person found best were TS $1125,L 12 L 12 exit 0
MOC all for 90 min.It works better on long side than short.
At 25 min. from 5/24/99 to 8/27/99 it made $50,000 with 63% profitable
trades.
I am hopeful it can be improved and appreciate your interest.
Sincerely,
John
>From: "prs" <psmeding@xxxxxxxxxxx>
>To: <jvc689@xxxxxxxxxxx>, <realtraders@xxxxxxxxxxxxxxx>
>Subject: Re: [RT] As An Aside re. Mechanical S&P Trading Systems
>Date: Sun, 19 Dec 1999 09:44:47 -0600
>
>John,
>
>I tested your Blitzkrieg system as you posted it on the sph9, spm9, spu9,
>spz9 and sph0 contracts using
>90 minute bars and $75 for slippage and commission with the following
>results:
>
>sph9 net: 19,625, DD: -18,525
>spm9 net: -43,725, DD: -57,950
>spu9 net: 24,500, DD: -7,300
>spz9 net: -5,825, DD: -18,650
>sph0 net: -4,525, DD: -7200
>
>
>-----Original Message-----
>From: Dr. John Cappello <jvc689@xxxxxxxxxxx>
>To: realtraders@xxxxxxxxxxxxxxx <realtraders@xxxxxxxxxxxxxxx>
>Date: Saturday, December 18, 1999 3:43 PM
>Subject: [RT] As An Aside re. Mechanical S&P Trading Systems
>
>
> >Re. what has been posted and on another vein:
> >
> >As someone who has posted more than one system and expects to post
>more,it
> >is disconcerting when:
> >
> >1.No one reports their test results.
> >
> >2.No one posts any improvements they make for the benefit of all.
> >
> >3.Systems posted are open so code can be seen.
> >
> >4.If accidenatally locked password will be given.
> >
> >If all I have are ELA's that is what I will post.If I have more I will
>post
> >more.If you can not look at them on that basis I am sorry and perhaps
>some
> >of you may have to pass them up.No hard feelings.
> >
> >To tell you the truth I have not seen very many ELA systems posted for
> >general review except for [God bless him-Mark Brown].
> >
> >Sincerely,
> >
> >John
> >
> >
> >>From: Larry Wright <lwright@xxxxxxxxxx>
> >>Reply-To: lwright@xxxxxxxxxx
> >>To: <realtraders@xxxxxxxxxxxxxxx>
> >>Subject: [RT] Re: Mechanical S&P Trading Systems
> >>Date: Sat, 18 Dec 1999 12:38:42 -0800 (PST)
> >>
> >>
> >>
> >>On Sat, 18 Dec 1999, Dennis Holverstott wrote:
> >>
> >> > As an aside, I would encourage everyone to post systems as plain text
> >> > rather than (or as well as) .ela files.
> >>
> >>That is a **good** suggestion; much more than an aside.
> >>
> >> > That will make it much easier
> >> > for everyone to view the code and discuss it. Many people don't have
> >> > Tradestation and others are unwilling to paste unknown code into
>their
> >> > systems.
> >>
> >>I've had some of my functions replaced with 'new' ones, and I am very
> >>careful now - I *much* prefer the text.
> >>
> >> > If we can all see the code, we can more easily get to the
> >> > trading idea inside it and we can all learn something.
> >>
> >>Perhaps the *author* could state the idea clearly, up front, and in some
> >>detail. That way,
> >>
> >>(1) it could spark a discussion of the *idea* without having to go
>through
> >>the code first. This might, in fact, be more productive than a
>discussion
> >>of the code details. (Note, for example, how the current discussion
> >>quickly evolved into a discussion of the idea.)
> >>
> >>(2) readers might be able to quickly decide the interest level before
> >>going through the code.
> >>
> >>(3) each reader would not have to wade through the code to try and
> >>discover the idea for him/herself.
> >>
> >>(4) astute readers might even be able to spot differences between the
>code
> >>and the original idea - happens all the time, especially with complex
> >>ideas.
> >>
> >>(Just another 'aside' or two :-).
> >>
> >>Larry
> >>
> >>
> >
> >______________________________________________________
> >Get Your Private, Free Email at http://www.hotmail.com
> >
>
______________________________________________________
Get Your Private, Free Email at http://www.hotmail.com
|