I have a system for FAS which uses separate strategies for going long and short which exceds the current FAZ system in the short run and from Jan 1. For example since Jan 1 the long is up196% and the short is up 201%. There are 2-3x more  trades in my system. If anyone is interested let me know

Has anyone noticed that Strategy Desk has increased the speed of ftheir backtesting by a factor of at least 25

That reminds me of something a well known and successful investor and hedge fund manager once said. He was asked on TV how he was getting along since he had a bad week with his gold investments. He replied : I slept like a baby, I was up every 2 hours crying.

The trend is your friend until the end.

If you follow the EW theory read the following:

http://zentrader.ca/blog/?p=1837

I'm finding the 3 min skf system works better with an eod (1558-59) .

Let me know if anyone  gives it a back test with the results.

If you're interested in only going long on skf (or have no choice) a 34/149 sma with a 5% stop loss will perform much better at least from nov 2008

I believe you meant SMA not EMA

Jerry

It may be instructive to identify those stocks that did not work out and why; charts misread, low risk/ reward etc and of course the fact that one cannot be 100% correct.

Jerry

Hi

Send me your email and I'll send you a scripted program. Maybe you'll be able to do likwise in the future.

Jerry

It appears that the web site is not applicable to NT for programs. The person requesting programs and indicators for NT should go to the NT forum.

Jerry

I'm not sure what kind of pop up you are getting. Here is an example of a code, the numbers can be change for any exp ma crossover system so you don't need a programmer for these.

 ENTRY

  ExpMovingAverage[EMA,Close,16,0,15,1] <
ExpMovingAverage[EMA,Close,34,0,15,1] AND
ExpMovingAverage[EMA,Close,16,0,15,2] >=
ExpMovingAverage[EMA,Close,34,0,15,2]

  EXIT 

  (ExpMovingAverage[EMA,Close,16,0,15,1] >
ExpMovingAverage[EMA,Close,34,0,15,1] AND
ExpMovingAverage[EMA,Close,16,0,15,2] <=
ExpMovingAverage[EMA,Close,34,0,15,2])

These are for real time trading. For backtesting delete the ,1's and replace the,2's with comma 1's.  Add the following to close your position at the end of the day (EOD)  OR Bar[Hour,1] * 100 + Bar[Minute,1] >= 1559. This code is for going long only a separate code is needed for going short. You may have problems with timing if you try and combine long and short like Matt's system.

Yes I realized that about 1//2 hour after it was sent

Thanks

Jerry

I'm sure you realize that you are providing a method for backtesting only. Using the formulas in real time will check EVERY tick and trigger any time the criteria is met. The formulas need to be changed to approximate the backtesting formulas by forcing the previous bar to check for the required condition and unfortunately they do not always provide the expected result.

Ninja Trader can use the same formula as in backtesting by simply allowing the conditons to be only checked at the close of the appropriate bar.

Jerry

Has anyone confirmed the % figures for 3/25 that Matt displayed for SRS or SSO ? I don't come close to these. For example there was no entry for srs on 3/25,whereas Matt came up with a gain of 12%.
Jerry

You can register and get a dvd that provides information on its use. It also has the dpo indicator

Jerry

i shorted pcu per your watch list reccomendation at13.70 it filled but went up to 13.92 do you think it's best to wait 30 or 60 minutes after the open to make the trades?

Jerry