Matt, regarding your system and with the possiblility of a
signal soon, have you tested your system against the "daily" not
weekly 13, 34 ema crossover?
I would be very interested in this as I am currently using that
as a gauge of long term.
Also, is this the scale out system you had talked about
earlier?
Yes I have a scaleout on the system, it actually scalled out a
week ago, however the data I showed doesn't include the scale out,
I just showed the non-scaleout results. as far as 13/34
daily, it's not good, it works well when market trends, and get's
chopped out when market is not trending, strategy is only 31%
profitable for 13/34 daily
here's a chart with scaleouts for the long term system, you can
see that it scaled out of some about a week ago
I didn't realize the 13, 34 daily had so many whipsaws. I've
been waiting for a long term signal for the retirement and longer
term holdings.
Will you be posting the scaleouts in this new section? And will
there be anything on this available for purchase after you get that
section up and running?
I love the scale out system and had devised something similiar
myself but it was all based on the 13, 34 daily. I had not
backtested more than 3 years so my bubble is burst a little on that
one.
Thanks again!
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Matt, regarding your system and
Long Term System
Posted by oreo on 21st of Jan 2010 at 11:55 am
Matt, regarding your system and with the possiblility of a signal soon, have you tested your system against the "daily" not weekly 13, 34 ema crossover?
I would be very interested in this as I am currently using that as a gauge of long term.
Also, is this the scale out system you had talked about earlier?
Yes I have a scaleout
Posted by matt on 21st of Jan 2010 at 12:12 pm
Yes I have a scaleout on the system, it actually scalled out a week ago, however the data I showed doesn't include the scale out, I just showed the non-scaleout results. as far as 13/34 daily, it's not good, it works well when market trends, and get's chopped out when market is not trending, strategy is only 31% profitable for 13/34 daily
here's a chart with scaleouts for the long term system, you can see that it scaled out of some about a week ago
I didn't realize the 13,
Posted by oreo on 21st of Jan 2010 at 02:27 pm
I didn't realize the 13, 34 daily had so many whipsaws. I've been waiting for a long term signal for the retirement and longer term holdings.
Will you be posting the scaleouts in this new section? And will there be anything on this available for purchase after you get that section up and running?
I love the scale out system and had devised something similiar myself but it was all based on the 13, 34 daily. I had not backtested more than 3 years so my bubble is burst a little on that one.
Thanks again!