exp system

[exp]

Marc, the breakthrough has several elements:

(1) synthesis of several ideas on using various indicators for NDX such as Bollinger Bands, Moving Averages, Stochastics, and RSI in several time frames to generate long and short signals (some of the ideas are actually yours)

(2) recognition of an intermediate trend (up or down) based on several indicators and adoption of a bias toward the long or short side based on the intermediate trend

(3) successful backtesting these ideas based on NDX daily charts for 1997-2003

The system is still untested and modifications may be necessary. The system is also not sufficiently mechanical.