Result of a jack hershey strategy

Discussion in 'Strategy Building' started by ProgrammerGuy, Aug 30, 2007.

  1. I agree.
     
    #41     Sep 6, 2007
  2. bluedemon77

    bluedemon77 Guest

    What rules does the system use? It seems to me that a lot of the rules SCT uses would defy coding, e.g. when is an FTT an FTT? I don't believe anybody in the Hershey camp has ever backtested the method, although I know they talked about doing it at some point. If you were able to code the rules, that would be a substantial contribution.
     
    #42     Sep 7, 2007
  3. deity

    deity

    Oh those are mere trifles for the perennial paper trader like Mr Hershey
     
    #43     Sep 18, 2007
  4. atonix

    atonix

    So, what was the conclusion of this?
     
    #44     Oct 6, 2007
  5. bespoke

    bespoke

    If you're able to code it for backtesting, it should be easy to switch that over to an automated system. Why don't you allow your computer to trade it? Looks like you could be a millionaire by years end if it's a scalable strategy (I know nothing of SCT). With an equity curve like that, you'd be stupid not to trade it.

    But I would bet there's an error in your coding and that real time trading results would not match your results. I'm sure you're a good programmer, but it's possible you overlooked something or most likely assumed something that doesn't hold true in real time trading.
     
    #45     Oct 7, 2007