Replies to post #29113 on ETF SWING & DAY TRADING

[mr_cassandra]

On your latest version,
what is annualized return percent over how many years
what is worst loss as a percent,
most losers in a row and
worst drawdown?
And are these results 2X or straight dollar invested?

Tia and Happy Easter to all.

[positiontrader]

To avoid a day like yesterday I have added one rule in the bear mode.It is my bull/bear mode indicator

When you get a chance can you test and compare.

Best regards

Marc


Posted by: tclark1
In reply to: tclark1 who wrote msg# 29113 Date:4/16/2006 12:28:28 AM
Post #of 29308

Here is an updated (hopefully more understandable) set of rules for my basic version of the CSGCOS. The basic system has not changed, but it seems there has been some confusion on the signals.


Bull-Bear Signal Combined System - EOD Signal - Next Day Open Trade

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

Signals ( ) is a variable with entry being my chosen base setting

Bull Signal System - Listed by order of dominance
Long NDX100 RSI (5) at (28) or below, at close of (50) or more look to next signal
Long NDX100 > NDX100 EMA (10)
Long NASI EMA (5) above NASI EMA (24)
Short NASI EMA (5) below NASI EMA (24)

Bear Signal System - Listed by order of dominance
Long NDX100 RSI (5) at (28) or below, at close of (50) or more look to next signal
Short RSI (5) above (70)
Long NASI EMA (5) above NASI EMA (24)
Cash when NASI EMA (5) below NASI EMA(24) and NDX 6 d ema is above 50 d ema
Short NASI EMA (5) below NASI EMA (24) and NDX 6 d ema is below 50 d ema