1% of a 13 trillion GDP is 130 billion a year not 1.3 trillion. This has been debunked in the comment section of the article.
The $43 loss already includes slippage and commission. $ - 25.50 trading loss $ -12.50 slippage $- 5.00 commission So if you reverse...
This thread was started by TUMS (the moderator) by moving a post from another thread. In other words TUMS didnt like to see negative results on...
The most consistent component of losing in any system is slippage and commission which may not be reversed AFAIK. This comment displays the poor...
Cash Cow version 5 with Volume and MACD suppression as tested over the previous 100 days does not show any tendency to profitablity. Perhaps the...
MACD filter as applied to cash cow version 5
The volume threshold filter as applied to Cash cow version 5
The performance graph of the last 100 days of cash cow version 5 with no MACD or Volume suppression attached.
results with MACD and Volume threshold nullified, i.e. = 0 over the past 100 days in the ES contract.
The code below is from the thread in automated trading : http://www.elitetrader.com/vb/showthread.php?s=&threadid=147441 I have added the...
Quote from Index Maximus: Hershey's Beginner rockets for the ES as a paintbar study: by Chicken Little aka Index Maximus click here for...
There are no 30 year T bills.
ScottD: For the absolute values of MACD used for suppression, why not run a step thru test on Tradestation of a range of values ? Some call it...
Hershey's Beginner rockets for the ES as a paintbar study: by Chicken Little aka Index Maximus click here for the code and discussion:...
We'll see if you have such a workaround in due time..........
Hershey seems to think "chop" exists. Here is his chart from this thread with areas cleary annotated by him as "minor chop"....
ES tick data with volume and an excel backtesting engine with charts :...
I'm questioning how you can incorporate data which does not exist, i.e., volume data on something which does not trade and therefore generates no...
I see your approach to this analysis is truly rigorous.
Bwol: How do you have volume data for SPX ? Its an index.
Separate names with a comma.