F&D,
I think my comments don't apply for such short term signals. Your approach has merit and works for your timeframe.
Sagitarius,
Why not optimize your system for the first 3 years of data, then see how it did in the next 2 years? Then, of course, the real test is real time.
Echo
UFO
Started by
swingtrader13
, Apr 21 2004 07:46 PM
21 replies to this topic
#21
Posted 22 April 2004 - 06:36 PM
#22
Posted 22 April 2004 - 11:50 PM
OK here is the system for trading all the nasdaq 100 shares. 1% of the equity is used for each position.
Here it is with a 100 % margin
This is the same system with OEX, 1 % per position
This is the same system with OEX stocks, 100 % margin
This is the NAZ 100 system, but with 500 % margin
It is not possible at hte moment ,but who knows,with the development of SSF's in the future, it might be a nice investment vehicle.
This is how the same system performs on the QQQ ETF..
All results are hipothetical, and are not recommendations to trade any of the securities or indexes mentioned. The system is not for sale, and the purpose of this post is to show some systems that i have encountered.
Here it is with a 100 % margin
This is the same system with OEX, 1 % per position
This is the same system with OEX stocks, 100 % margin
This is the NAZ 100 system, but with 500 % margin
It is not possible at hte moment ,but who knows,with the development of SSF's in the future, it might be a nice investment vehicle.
This is how the same system performs on the QQQ ETF..
All results are hipothetical, and are not recommendations to trade any of the securities or indexes mentioned. The system is not for sale, and the purpose of this post is to show some systems that i have encountered.