Has anyone experienced a lot of slippage trading the Mechanical
systems? When I backtested the FAS and FAZ systems and
alloted for slippage, the results decreased dramatically.
I noticed that slippage isn't alloted in the BPT
backtests. Just curious why not? I am not trying
to diminish the value of these systems by any means,
I am simply trying to see if I'm erroring in my
calculations.
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How come that wasn't pointed
VIX buy signal was yesterday
Posted by dutchman on 18th of Nov 2010 at 11:17 am
How come that wasn't pointed out yesterday
Sentiment Shifts news service
Posted by dutchman on 15th of Sep 2010 at 03:47 pm
Does anyone subscribe to that news service Sentiment Shifts that was started by Paul Hauck? I was wondering if it was of any value.
I think he meant Right
Comment (update on ES)
Posted by dutchman on 26th of Aug 2010 at 02:56 pm
I think he meant Right shoulder
Mechanical Systems slippage?
Posted by dutchman on 7th of Jul 2010 at 05:57 pm
Has anyone experienced a lot of slippage trading the Mechanical systems? When I backtested the FAS and FAZ systems and alloted for slippage, the results decreased dramatically. I noticed that slippage isn't alloted in the BPT backtests. Just curious why not? I am not trying to diminish the value of these systems by any means, I am simply trying to see if I'm erroring in my calculations.