j.g. Here is the report on my neural model. Note it just went long at the close today. This is for trading the e-mini, $50/pt. I use continuous futures contracts in the analysis. I am really not sure what relationship the continuous contracts have with the real contract, as they seem to go up and down. There were 10 winning trades, not 12 as I previously mentioned. Also all my other models I look at less one (9/10 models) are long and most went long today.
Brian
BTW: My bond models are still short from 124 + level. I think for Wednesday they may be long as the signal is starting to turn up. However hold short is the current signal.
Trading Report produced on 3/1/99 9:23:44 PM
Data Source: Metastock formatted data
Model file: C:\PROGRAM FILES\PROFIT\Auto\Net6.NET
Trading Start Date: 11/20/98
Trading Stop Date: 9/9/99
Number of winning trades: 10
Number of losing trades: 0
Percent winning trades: 100.00%
Highest trade value: 4,457.00
Lowest trade value: 252.00
Average trade value: 1,752.00
Std Dev of trade value: 1,309.8521
Ave period between trades: 4.19
Lowest Acct Equity: 1,537.00
Max. Intraday Drawdown: -1,498.00
Closed Equity: 17,520.00
Open Equity: 0.00
Perfect profit: 46,740.00
Maximum 'desired' profit: 8,930.00 (19.11% of perfect)
Model's Profit: 17,520.00 (37.48% of perfect, 196.19% of 'desired')
Percent of Buy-N-Hold: 425.04%
Significance: Not calculated
BioComp Profit settings:
Trading Delay: 0
Standard Deviation: 0
Value Per Point: 50
Commission: 28
Slippage: 20
Start Date: 11/20/98
Stop Date: 9/9/99
Do Long: TRUE
Do Short: TRUE
Playing the market on the close.
Trades:
Date: Trans. Type: Price: Profit: Cumulative Profit:
11/27/98 Short Entry 1,194.20
11/30/98 Short Exit 1,162.50 1,537.00 1,537.00
12/1/98 Short Entry 1,185.80
12/3/98 Short Exit 1,164.50 1,017.00 2,554.00
12/3/98 Long Entry 1,164.50
12/29/98 Long Exit 1,254.60 4,457.00 7,011.00
12/29/98 Short Entry 1,254.60
1/4/99 Short Exit 1,240.90 637.00 7,648.00
1/5/99 Long Entry 1,253.20
1/8/99 Long Exit 1,287.00 1,642.00 9,290.00
1/8/99 Short Entry 1,287.00
1/12/99 Short Exit 1,251.10 1,747.00 11,037.00
1/13/99 Long Entry 1,239.00
1/29/99 Long Exit 1,281.50 2,077.00 13,114.00
1/29/99 Short Entry 1,281.50
2/9/99 Short Exit 1,219.00 3,077.00 16,191.00
2/9/99 Long Entry 1,219.00
2/25/99 Long Exit 1,241.50 1,077.00 17,268.00
2/25/99 Short Entry 1,241.50
2/26/99 Short Exit 1,235.50 252.00 17,520.00
3/1/99 Long Entry 1,250.90
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