Reducing whipsaws
Posted: Thu Mar 30, 2006 10:10 pm
I am using a long only US equity breakout system that I am testing during the 2000 to 2002 bear market. One of the challenges is not to buy too many countertrends with the result of getting stopped out too many times. Sofar I have been playing around with the ROC of LT MA and MACD and wonder what other methods you recommend I explore.
I am asuming that if the system will keep me reasonably well out of trouble during the worst of times it should be doing relatively fine in good times. Any thoughts on this would be appreciated as well.
I am asuming that if the system will keep me reasonably well out of trouble during the worst of times it should be doing relatively fine in good times. Any thoughts on this would be appreciated as well.