Replies to post #25799 on ETF SWING & DAY TRADING

[positiontrader]

Thanks for continuing to work on this tclark 1.

Regards

Marc

[positiontrader]

tclark 1,

<I have also found similar results with a HARD stop of 4% on long positions and a profit level of 30%. 1X - 50% from 1986 to 1995 and 56% from 1996 to 2005 with an obvious max draw down/loss of 4%.>

I think this is key.It doesn't seem to affect returns but has a huge effect on minimizing downdraws which had been the only weakness of the system.

Was this EOD trading or next day open results?


Thanks again for your work.

Regards

Marc

[positiontrader]

tclark 1

Remind me what happens when we add the short the -di in the bull mode?

In this order of dominance.

Regards

Marc

Bull-Bear Signal Combined System - EOD Signal

Use Bear Signal If PPO(5EMA,10EMA) line is between -1.6 and 1.6 and lower than yesterdays line
Use Bull Signal Otherwise

Bull Signal System - Listed by order of dominance

Long VTO Buy at 28 sell at 50
Short -di of ADX at 10
Long NDX100 > NDX100 EMA10
Short RSI 5 above 70
Long NASI EMA5 above NASI EMA24
Short NASI EMA5 below NASI EMA24

Bear Signal System - Listed by order of dominance

Long VTO Buy at 28 sell at 50
Short RSI 5 above 70
Long NASI EMA5 above NASI EMA24
Short NASI EMA5 below NASI EMA24