Search found 5 matches

by garryboor
Sat Sep 04, 2004 3:44 pm
Forum: Trend Indicators and Signals
Topic: Which futures markets trend the most?
Replies: 18
Views: 33325

I think the S&P has not earned its bad reputation among trend following traders. With 0% T-Bill interest, $20 commission, 10% slippage, $50k starting account, and a 1.5ATR stop in Veritrader, I found some trends.
by garryboor
Thu Sep 02, 2004 5:06 pm
Forum: Trend Indicators and Signals
Topic: Filtering trade entry signals
Replies: 11
Views: 21371

The Veritrader 2.0 Beta Testers are working collaboratively on a system exercise "A3" which seems to show some promise. It is an intermediate term trendfollowing system, plus a filter. In general terms: The filter indicates whether the very long term trend is bullish or bearish. It only ha...
by garryboor
Wed Sep 01, 2004 7:49 am
Forum: Stocks
Topic: Shorting Stocks
Replies: 6
Views: 10498

I think it might be appropriate levijean for you to post your system rules and your quantitative research results including details like compound annual growth rate, maximum drawdown depth, maximum drawdown duration, portfolio size, and so forth.
by garryboor
Tue Aug 31, 2004 8:35 pm
Forum: Stocks
Topic: Shorting Stocks
Replies: 6
Views: 10498

Veritrader comes with stock data for the Nasdaq-100 stocks, starting in 1994 and going to 2004. Running some systems on that data, here's the best I've seen so far. It isn't wonderful; system equity had a tremendous zoom-spike-peak-collapse in 2000, and the peak hasn't yet been surpassed. Therefore ...
by garryboor
Thu May 27, 2004 8:39 am
Forum: Testing Software
Topic: Multiple-Currency Testing?
Replies: 6
Views: 7399

Why is down-to-the-penny accuracy so important to you in this situation, but unimportant in:

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viewtopic.php?p=7884&highlight=matter#7884