3309 Drysdale Ct
Edwardsville, IL 62025
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.
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Title: SSO swing system Here's another
Mechanical System 60 min SPX chart
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.