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It averages $26 per trade BEFORE slippage and commission. Therefore you
likely have the bones of a good system that needs more work. I bet you could
turn it into something pretty good.
----- Original Message -----
From: BL <blee7@xxxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Sunday, December 30, 2001 6:07 PM
Subject: Re: [RT] AREN'T THESE GREAT RESULTS?
> What assumption was used for slippage/commissions?
>
> ----- Original Message -----
> From: "popeallen" <popeallen@xxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Sunday, December 30, 2001 5:02 PM
> Subject: [RT] AREN'T THESE GREAT RESULTS?
>
>
> > I have developed a completely objective mathematical trading
> > system for trading JDSU ( also does well on host of other
> > nasdaq issues, with no change in system).
> > Results: from 6/01/01 to 12/26/01 trading 1000 shares
> > Profits: $ 26,144
> > No of trades: 1084
> > No of Winners: 715
> > Accuracy 65.96%
> > Drawdown(largest peak to trough equity swing) $1084
> >
> > The system daytrades JDSU, all trades are sell on limits,
> > buy on limits (sell strength, buy weakness), all order entry prices
> > are calculated in advance of the trade.
> > All orders were executed if prices went thru the order e.g.,
> > sell at 8.45, if market trades at 8.46 execution was met.
> >
> > Is there a better objective, mechanical system out there than this?
> > Anyone interested?
> >
> > Pope
> >
> >
> > To unsubscribe from this group, send an email to:
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> >
> >
> >
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http://docs.yahoo.com/info/terms/
> >
> >
> >
>
>
>
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>
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