MFB, PT, System Tweakers: Sys Logic, Sample Trades:
Was anyone able to tweak any more return out of the system?
I think at this point we're looking for confirmation on our results from MetalFillBoy's Amibroker backtest.
I am not saying this is our best and final effort here. I think a lot of people are going to decide for themselves what combination of indicators/parameters are going to be "best" for them.
So listed below is my current logic and sample trades which include as much signal change as possible to help with the AB backtest:
=========================================== Bull-Bear Signal Combined System
Use Bull Signal If PPO( 5EMA, 10EMA, 1 ) line > -1.6 and rising from yesterdays line.
Use Bear Signal If PPO( 5EMA, 10EMA, 1 ) line < 1.6 and falling from yesterdays line.
Bull Signal System - Listed by order of dominance
Long NDX100 > EMA(10) Long RSI(5) < 28 Long NASI EMA(4) > NASI EMA(24) Short Otherwise (NASI EMA(4) < NASI EMA(24)
Bear Signal System - Listed by order of dominance
Cash DI-(10) < 50 AND RSI(3) > 71 Long RSI(5) < 28 Or NASI EMA(4) > NASI EMA(24) Short Otherwise (NASI EMA(4) < NASI EMA(24)
=================================================
Sample Trades
Credit and thanks again to positiontrader, jimapplesmith, tclark1 for the logic and tclark1 for his excellent spreadsheet!
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