Search found 42 matches
- Sun Jan 30, 2011 2:47 am
- Forum: Testing and Simulation
- Topic: Sluggo's back test results from the 70s
- Replies: 3
- Views: 3392
Thank you AFJ Gardner, i appreciate your response. I still believe in the Turtles system, especially the 55/20, as long as we follow ALL the exact rules religiously and that is ectremely hard, if not impossible to back model. For example the rules state that we should always ride (or switch to) the ...
- Sat Jan 29, 2011 8:27 am
- Forum: Testing and Simulation
- Topic: Sluggo's back test results from the 70s
- Replies: 3
- Views: 3392
Sluggo's back test results from the 70s
In Sluggos backtest graph found in http://www.tradingblox.com/forum/viewtopic.php?p=35018&highlight=crosshairs#35018 Does anybody know if it models trading the strongest futures month for long positions and the weakest month for short positions. Does it also model rolls in an intellgent manner (...