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positiontrader

02/26/06 9:08 PM

#21990 RE: tclark1 #21989

I am not sure what the current column is? Is the 50,100 the PPO setting?

When you optimize let us know the final rules so Jared can test.

Best Regards

Marc
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hiker

03/03/06 1:45 PM

#22978 RE: tclark1 #21989

tclark1,

Looking at that spreadsheet I get 45% compound annual return (CAR) and 36% maximum drawdown (MDD). Is that correct?

Thx

Hiker
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stock-trace

03/04/06 9:57 AM

#23125 RE: tclark1 #21989

tc-

how does the system handle the following:

if the ppo has swung down to bear mode and the rsi is at 76.
the system should be short. say the next two days the ppo stas in bear mode, the rsi ddrops to 65, the price is above the 10 ema. (the nasi 5/254 has and remains positive all along.

ie: when does it go back from being short to long?

second question is - is there a way to override the rsi5/28 long play in extreme circumstances to reflect a strongly downtrending market ie: 1987 october - could the ppo value below -1.6 be used toinstitute a default rule to wait then for inflection of the ppo tracing to turn positive or the proce to go above a very short-term ma before going long?
obviously that rule wold only be in effect in strongly downtrending markets, but may save you during those periodic but significant drawdowns?

thx