|
PureBytes Links
Trading Reference Links
|
Another system that tests really well-clearly because it seems to "know"
the prices Opt2 periods in the future is the following:
Enter long when:
When(Ref(Mov(C,opt1,T),opt2)>Mov(C,opt3,T))
or s, t , e whatever-the short is clearly the reverse. It does have one
interesting property is that if you wait the number of days and then
take the signal or set the trade delay to the number of days optimized
I have sometimes been amazed at the real time results. Example:Long the
Yen back in May. Does anyone else have experience with this? I spend
most of the time baffled by some of this and given the experience and
intellect of this group I pretty sure many of you can point out the
finer points of this system.
Cordially,
Stan Childs
|