20/10 Channel Breakout Results In Mechanica
Posted: Thu Apr 21, 2005 12:48 am
This post is pretty elementary for most forum members. However, new traders may have an interest.
Somebody asked me to generate a report in Mechanica simply using a 20 day high/low entry with a 10 day high/low exit and a 3 * 15 ATR position sizing method. (Yes I know its not the turtle system).
Mechanica generates a mountain of performance data with Monte Carlo sims etc. I figured this Excel report with 25+ separate tabs (pages) of reports would be of interest to some. If for no other reason than to see Mechanica's reporting style. (it can do FAR more complex reporting but I had to limit it somewhere!)
Maybe this will spark something new for someone.
Regards,
Dean Hoffman
Somebody asked me to generate a report in Mechanica simply using a 20 day high/low entry with a 10 day high/low exit and a 3 * 15 ATR position sizing method. (Yes I know its not the turtle system).
Mechanica generates a mountain of performance data with Monte Carlo sims etc. I figured this Excel report with 25+ separate tabs (pages) of reports would be of interest to some. If for no other reason than to see Mechanica's reporting style. (it can do FAR more complex reporting but I had to limit it somewhere!)
Maybe this will spark something new for someone.
Regards,
Dean Hoffman