beating oxr today up 3.72% ***, page-26

correcting post 264203 Had my knuckles rapped at Reefcap..for not setting entry exits on the earlier results chart FYI


tech/a
Member posted 29-03-2004 07:28 AM
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If you set your trade delay to next open,as well as exit which is the only way you could trade in realtime,there is a completely different result and no buy signal.
John


...............

thanks for the thoughts ,
Yes Tech/a it is quite a different story and quite an ignorant oversight to mislead even myself on this..thanks..I was actually posting a few charts on this and Zero Lag MACD's at hotcopper and keen to have a reefcap view.
the new results are
...
Item Value Item Value
Total net profit 3214.07 Open position value 788.93
Percent gain/loss 321.41 Annual percent gain/loss 162.48
Initial investment 1000.00 Interest earned 0.00

Current position Short Date position entered 2/2/2004

Buy/Hold profit -576.51 Days in test 722
Buy/Hold pct gain/loss -57.65 Annual B/H pct gain/loss -29.14

Total closed trades 21 Commissions paid 0.00
Avg profit per trade 115.48 Avg Win/Avg Loss ratio 2.80
Total long trades 11 Total short trades 10
Winning long trades 6 Winning short trades 4

Total winning trades 10 Total losing trades 11
Amount of winning trades 3991.20 Amount of losing trades -1566.07
Average win 399.12 Average loss -142.37
Largest win 1246.27 Largest loss -478.83
Average length of win 31.00 Average length of loss 12.00
Longest winning trade 53 Longest losing trade 27
Most consecutive wins 4 Most consecutive losses 3

Total bars out 40 Average length out 40.00
Longest out period 40

System close drawdown -172.80 Profit/Loss index 67.24
System open drawdown -201.76 Reward/Risk index 94.09
Max open trade drawdown -478.83 Buy/Hold index 794.35