got the code fixed for the SPY RSI 2 system, here's the back
tested results for the % better scalein. About a 1% better has
higher net profit and PF of 9.8, while say a 2% bestter is slightly
higher profit factor of 9.94 but overall lower net profit of 225K.
After looking at past trades I'd be included to choose the
1%
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got the code fixed for
SPY systems important note
Posted by matt on 6th of Oct 2015 at 02:41 pm
got the code fixed for the SPY RSI 2 system, here's the back tested results for the % better scalein. About a 1% better has higher net profit and PF of 9.8, while say a 2% bestter is slightly higher profit factor of 9.94 but overall lower net profit of 225K. After looking at past trades I'd be included to choose the 1%