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Strategies & Market Trends : Bonds, Currencies, Commodities and Index Futures

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To: Chip McVickar who wrote (52)	10/24/2000 10:50:32 AM
From: Patrick Slevin	Read Replies (1) of 12411

I see what you are looking at on the 15 minute Bond. Because it's been a posi trade for me I do have RSI on the Daily, on the intradays I've been using MACD. Also, on the Dailies my RSI is of a higher length, been using 9. I backtested an RSI scan using a length of 3 on the daily SPX to 1960. It scored a 51.72% win/loss percentage. It's currently Long from 1374.10 I do not care for using that system, however, as the drawdowns can be quite sizeable. So I do not use the RSI as a signal, just as a filter. I do not know over time how it performs standalone on the Currencies or the Bond. Never backtested that because the Continuous Contracts can be misleading. It's another thing to look at, though; that could be good or bad. I'll leave it up for a few days and see how it fits in with my over-riding persona....intuition. Thanks. By the way, I'm having some trouble with this site. So I may not post back much today. EDIT It is just not taking this message; it's 10:30 now. If it does not post until this evening you'll know that I quit trying to post early.

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