|
PureBytes Links
Trading Reference Links
|
Hi Reinar,
You're confusing two things, my friend. You're quoting to me
the SP-LEVELS manual, while M.Simms was talking about the SPL-TREND
signal. These are two totally different things. The Spl-Trend signal
is based on the Spl-trend indicator and is totally mechanical
and "backtestable" with Tradestation...
All the best,
Phil
--- In realtraders@xxxxxxxxxxxxxxx, "reinar2020 <reinar2020@xxxx>"
<reinar2020@xxxx> wrote:
>
>
> Phil......."However, there are some (slightly) subjective rules,
> which once learned, can IMPROVE the results of the Sp-Strategy"
>
> Ok so Lets say that you take the 100% objetive ones with no
guessing.
> What has been the % of profitable trades, basis cash % (this way we
> compare apples) the draw down ....and the total number of trades?
>
> Best
> R
>
>
>
>
>
>
> --- In realtraders@xxxxxxxxxxxxxxx, "splphil <phil@xxxx>"
> <phil@xxxx> wrote:
> > Hi Reinar,
> >
> > Actually the Spl-Trend signal is %100 mechanical...
> >
> > All the best,
> >
> > Phil
> >
> > --- In realtraders@xxxxxxxxxxxxxxx, "reinar2020
<reinar2020@xxxx>"
> > <reinar2020@xxxx> wrote:
> > > Thanks for the link
> > > I think that it was a different system
> > > This one is somewhat subjective.
> > >
> > >
> > >
> > > --- In realtraders@xxxxxxxxxxxxxxx, "M. Simms" <prosys@xxxx>
> wrote:
> > > > I performed extensive backtesting of the parameters of the
> > > SPLTREND signal
> > > > using the S&P futures...
> > > > fairly robust....
> > > > over 80% of the cases were nicely profitable.
> > > > check http://www.sp-levels.com/SplForum.html for spreadsheet
> of
> > > results...
> > > > topic to find is "Optimization Results".
> > > >
> > > > Next Up: forward testing from 9/01 -> 11/02.
> > > >
> > > >
> > > > > -----Original Message-----
> > > > > From: reinar2020 <reinar2020@xxxx> [mailto:reinar2020@x...]
> > > > > Sent: Thursday, December 19, 2002 1:27 PM
> > > > > To: realtraders@xxxxxxxxxxxxxxx
> > > > > Subject: Re: [RT] Spl-Trend indicator
> > > > >
> > > > >
> > > > > John,
> > > > > Several months ago you posted that you like to use some
free
> > > system
> > > > > for the S&P and that it has been producing for you for
years.
> > > > > I'm wondering what the site for it was and how it has
> performed
> > > in
> > > > > the last six months.
> > > > >
> > > > > The free http://www.gennaker.com/daily.htm, is my favorite
> and
> > in
> > > > > the last 6 months it has made about 180 points per SP car
> with a
> > > > > draw down of 16. ...About 75% accurate and mostly out of
the
> > > market.
> > > > > How does the free one you have compare?
> > > > >
> > > > > R
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > --- In realtraders@xxxxxxxxxxxxxxx, John Cappello
> <jvc689@xxxx>
> > > > > wrote:
> > > > > > Dear Jan,
> > > > > >
> > > > > > Interesting point. I have e-mailed Spl-Trend guy regarding
> > > > > Drawdown
> > > > > > and back testing with no response to date.
> > > > > >
> > > > > > What kind of Drawdowns did you see with the Parabolic
you
> > > posted?
> > > > > >
> > > > > > Sincerely,
> > > > > >
> > > > > > John
> > > > > >
> > > > > >
> > > > > >
> > > > > > ------------------ Reply Separator --------------------
> > > > > > Originally From: "JHP" <jan4123@xxxx>
> > > > > > Subject: Re: [RT] Spl-Trend indicator
> > > > > > Date: 11/21/2002 05:03pm
> > > > > >
> > > > > >
> > > > > > You get almost identical results if you set Omega's
> Parabolic
> > > > > at .35
> > > > > > and it is free even after 1/1/03.
> > > > > >
> > > > > > Jan Philipp
> > > > > >
> > > > > >
> > > > > > ----- Original Message -----
> > > > > > From: "feivi18" <shraga@xxxx>
> > > > > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > > > > Sent: Thursday, November 21, 2002 2:44 PM
> > > > > > Subject: [RT] Spl-Trend indicator
> > > > > >
> > > > > >
> > > > > > > I've just seen this at www.sp-levels.com
> > > > > > > It looks very similar to Asctrend, and it's available
> for
> > > free.
> > > > > Any
> > > > > > > comments?
> > > > > > >
> > > > > > > Philip
> > > > > > >
> > > > > > >
> > > > > > > To unsubscribe from this group, send an email to:
> > > > > > > realtraders-unsubscribe@xxxxxxxxxxxxxxx
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > Your use of Yahoo! Groups is subject to
> > > > > > http://docs.yahoo.com/info/terms/
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > >
> > > > > >
> > > > > > To unsubscribe from this group, send an email to:
> > > > > > realtraders-unsubscribe@xxxxxxxxxxxxxxx
> > > > > >
> > > > > >
> > > > > >
> > > > > > Your use of Yahoo! Groups is subject to
> > > > > > http://docs.yahoo.com/info/terms/
> > > > >
> > > > >
> > > > > To unsubscribe from this group, send an email to:
> > > > > realtraders-unsubscribe@xxxxxxxxxxxxxxx
> > > > >
> > > > >
> > > > >
> > > > > Your use of Yahoo! Groups is subject to
> > > http://docs.yahoo.com/info/terms/
> > > > >
> > > > >
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|