Befriend the Trend Trading Message Board

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Strategies & Market Trends : Befriend the Trend Trading

SPY 678.87

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Dec 16 4:00 PM EST

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To: smchan who wrote (8177)	6/9/2000 11:16:00 PM
From: smchan	Read Replies (1) of 39683

OK, here's how these files work. The key is: xXyY_MA_Crossover_ZZm_NNN.txt x=fast period X=fast period MA type (e=exp, s=simple, a=adaptive) y=slow period Y=slow period MA type ZZ=periodicity in minutes NNN=file type (DTL=detailed trade history, OLS=one line summary, SMY=detailed summary) I backtested using the following systems: 5e8s, 5e13s, and 5e21s - 30 and 60m periodicity each. All backtests assume $19.95 and 200 shares per trade. All tests begin on May 25, 2000 at 9:30 am. Note that means most signals won't occur until the 26th since 8 period MA's on the hourly charts take all day to form. mindspring.com If you want me to try other securities or systems, let me know. My data only goes back 2 weeks, so if you want to go back further, send me some data. :-) Sam

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