Posted by canadianguy on 24th of Feb 2009 at 12:42 pm
Matt do you have one of those little performance tables
saying what return SSO/SDS would have using this 60 minute 8,21 ema
swing system going back a year - with your monthly performance,
number of good and bad trades, etc.
no I don't, that system uses TRIX, MACD, etc. you can
enter trades before the EMA's cross if TRIX, Stochastics, Histogram
confirm, sometimes that that happens before the EMA's. Or
sometimes I would exit if the 60 period stoch gave a sell (when
were are in a downtrend), not simple way to code that
FYI - the system uses
Mechanical System 60 min SPX chart
Posted by matt on 24th of Feb 2009 at 12:07 pm
FYI - the system uses 8/21 EMA instead of 9/16. However honestly they both give about the same results, but the 8/21 is easier to see
Matt do you have one
Posted by canadianguy on 24th of Feb 2009 at 12:42 pm
Matt do you have one of those little performance tables saying what return SSO/SDS would have using this 60 minute 8,21 ema swing system going back a year - with your monthly performance, number of good and bad trades, etc.
sds results with 20k lot
Posted by 1800promote on 24th of Feb 2009 at 01:01 pm
no I don't, that system
Posted by matt on 24th of Feb 2009 at 02:42 pm
no I don't, that system uses TRIX, MACD, etc. you can enter trades before the EMA's cross if TRIX, Stochastics, Histogram confirm, sometimes that that happens before the EMA's. Or sometimes I would exit if the 60 period stoch gave a sell (when were are in a downtrend), not simple way to code that
Title: SSO swing system Here's another
Posted by bkout3 on 24th of Feb 2009 at 01:30 pm
Here's another test done using Ninja with $10K positions. Done as a swing system (no EOD exit). Just testing the EMA values (see Ninja settings on the right) so no accounting for the other indicators on Matt's chart. Looks like 16/25 would do better as a base EMA system. Highlighting is of top parameters under each col with final sort by % profitable. 8/21 has been cut and pasted in at the bottom. Test is from 12/1/2008. Different time periods could of course give different results. Am posting sheet directly rather than as a link to see if it's clearer. As usual clicking on it will help and zoom may also help. PM me with your email if you'd rather have a copy of the spreadsheet.