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 -------------------------------------------------------------------------------- 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
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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
SGW Price at posting:
0.0¢ Sentiment: None Disclosure: Not Held