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fishbait

12/29/05 9:38 PM

#15553 RE: davidwin #15551

NASI 5: davidwin

Interesting. I assume you tested this.
Ya, I've noticed that on most systems I test the shorter the indicators, i.e. number of bars the greater the return. In other words if I go from 30 min bars to 5 min. bars the APR can increase from say 100% to 200%. On 5 min. bars this can resulty in 2-3 trades a day. Sound like scalping? I’m done with scalping and it’s done with me. Also there are a greater number of trades and whipsaws. Slippage is not accounted for in my testing.