SP trend following System

Discussion in 'Strategy Building' started by acrary, Oct 14, 2002.

  1. kentt706


    I am new. Can someone explain to me what this function call does? Thanks!
    #71     Sep 20, 2006
  2. AaronCapps

    AaronCapps Global Futures

    have to play with what times to trade. But the idea still catches some good trades
    #72     Sep 20, 2006
  3. AaronCapps

    AaronCapps Global Futures

    sorry, forgot to mention for forex.
    #73     Sep 20, 2006
  4. The system work for HSI, with a profit factor of 1.4 and winning % around 45%.

    Anyone trade a system with profit factor this low?
    #74     Sep 21, 2006
  5. taozemin


    I code a triple crossover system according to your statement in the thread and the attached file, as follows:
    variables: sma(0.0),mma(0.0),Lma(0.0);
    if sma>mma and mma>lma then
    buy next bar at market;
    if sma<mma and mma<lma then
    sellshort next bar at market;
    But its performance is not so good as i anticipated.except the dorminant cycle, how should we enhance it?
    1."A trend detector"?
    2. " A pullback detector"? and
    3."then a entry method which confirms the continuation of the trend"?.
    4."We will start testing our model as a stop and reverse system"? or
    5."later we will see if we can improve it by developing exits "?please keep your promise, Mr.Murray Ruggiero.
    #75     Oct 12, 2012
  6. ddefina


    Wow, a post from 10 years ago!
    #76     Oct 12, 2012
  7. Daring


    I find the most gold nuggets in ET to be from the distant past.
    #77     Oct 12, 2012