A trend system method

Discussion in 'Strategy Development' started by seleukos, Feb 21, 2006.

  1. seleukos


    This is a very very simple thing to use.
    We list some instruments: today you should go short, long or flat.
    You should see it as an help for your system.

    This is the best suggestion that we can elaborate considering THE LAST 55 WORKING DAYS ONLY.
    We use it from 1987 aboutmainly asa test for other systems.
    In fact, if the other system disagrees with STS (Seleukos Trend System) the matter should be deeply exhamined.
    Is your system in agreement?
    Good trading.

    ** seleukos ** Sts version 5.4.25 Template: E
    Machine: X81 Sts disk: K STS
    File originally began on Tue 21 Feb 2006 12:39:13
    Forecast for working day after: 20060220 that is 20060221
    Instr today should go
    FFAG LONG Future Silver Comex Front
    FFAU SHORT Future Gold Comex Front
    FFCC SHORT Future Cocoa CSCE Front
    FFCL SHORT Fut.Light Crude Oil Front
    FFCO LONG Future Corn CBOT Front
    FFDA LONG Future Dax Xetra Front
    FFFB LONG Future S&P MIB30 Milan Front
    FFFT LONG Future Ftse 100 London Front
    FFJU SHORT Future jap .Yens for one US Dollar Front
    FFNA SHORT Fut.Natural Gas Front
    FFND LONG Nasdaq 100 future Front
    FFNH LONG BidAskMean future Nq100 MiniGlobex 24hrs Front
    FFSO LONG Future Soybean Oil CBOT Front
    FFSP No forecast Future SP Front
    FFSR No forecast Future SP mini GLOBEX (24 hrs) Front
    FFSS LONG Future Soybean Seed CBOT Front
    FFSU SHORT Future Us Dollars for one Swiss Franc Front
    FFUE SHORT Future US Dollars against one Euro Front
    FFUS FLAT Future Tbond Front
    INDU LONG Dow Jones Industrials Average
    KJUL LONG Yen for one us$ Limited
    KSUL LONG Swiss francs for 1 us dollar Limited
    KUEL LONG us$ per one Euro Limited
    The clause 'No forecast' is set when, on last 55 working days,the
    internal controller gained very poorly or loosed: this can denote
    a congested or sideways situation.In practice it is as a 'FLAT'
    clause (in both the suggestion is to stay out).
    Nevertheless: while 'FLAT' is a really computed decision, the clause
    'No forecast' is rather an impossibility to express a good forecast.
    In this case we suggest to be cautious using your own systems also.
    ================================================================== eof
  2. seleukos


  3. man


    puh. i hope i do not stand in your way ...