Ok, the decoder flashlight has been placed on the window and it is revealing something different. Window shopping with flashlights is never a good thing. It spooks the police. They have no idea you are using the secret decoder flashlight. They think otherwise. Let's talk shop Jack still no siesta here. It's all work. The shop is open for business.
I corrected your pic. For those who wish to backtest, etc., please use the one pagers and the correct Universes. For PVT, the Universe is explained over and over in many places. If you set up the logic in Worden's Blox and run the NAZ 100, the sharpe the worden programmers got @ TradersExpo was over 60. We do not use the NAZ 100 but Worden did because they could not get a Universe. SCT has a rather large application. Probably it is best to run about 85 instruments from all over the world. The result using a 5 min chart during only RTH, will be a multiple of the ATR as previously explained. I'm sure by now, no one is phishing in order to reverse engineer the one pagers. Why would a person bother since the one pagers are clear concise and crisp? If you are not able to backtest without changing the one pager rules, then do not expect what you did to work the way it works when a disciplined coding approach has been used. As you can see here some people have beliefs systems that preclude their being able to trade successfully. What I expect of a user of my approach is that a person supports the learning of others in using it. The reason for this is well known. When a person supports a learner, he learns more than his first time around. I have also explained that a lot of people cannot learn this stuff. In turn, they explain exactly why they cannot learn it. A few years ago I explained the mistakes other backtesters were making; you can refer to those explanations if you wish.
Jack, with all due respect, Sharpes greater than 60 are not possible over any length of period of time without peeking at data or using invalid trading assumptions with regard to fill logic. Do you have the link? Googling: Jack Hershey Traders Expo Sharpe 60 Only shows that result reported in this thread. Now you can either show me the pdf, or prove it on your own. I'm too smart to mess around even debating whether that's true, Jack.
The Worden people didn't believe it either. So they repeated doing the PVT one pager using Bloxs using the NAZ 100 for a year. Guess what? They got the same answer. A larger group gathered. Call Worden; save the search which didn't work for you.
Jack Thank you for the edit. Window shopping in the holidays season is neat. The holiday display in this window is a blast. Everything on display is at reach. All you have to do is enter the door .
I wound up behind bars in a Cell 4 - 1 - 4 - 1 - 2 - 3 - 2 - 3 - 4 - 1 - 4 - 1 I could be spending time in the wrong cell though That's what I get for pointing a secret decoder flashlight in the window.