monkey thursday, page-80

Hi treggs, Thanks for posting the details of your system. I like the idea of your Bollinger Band breakouts so I thought I'd try a system test in SuperCharts.

Instead of your 'momentum pulse' (which I don't understand) I used the 100 day mov average as the exit point. So the system is essentially to buy/sell on stop at the Bollinger Bands (100, +0.62, -0.62) with a stop at the previous day's m.a.

Trade size is 10 IQs ($10/XJO point) with commission of $44/rt. The first trade was a buy @ 2998 on 23-Apr-03. A buy and hold over the same period would have yielded only $13,810 so the results look pretty good to me.