Befriend the Trend Trading Message Board

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Strategies & Market Trends : Befriend the Trend Trading

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To: smchan who wrote (15828)	2/20/2001 5:52:42 PM
From: TradinSOB	Read Replies (5) of 39683

BTTT-MAX Backtest I did my own backtesting of the same list. The assumptions are: 1. 60-minute bars, completed (bar-in-progress doesn't count) 2. crossover based on 5e/8s 3. Perfect fill at close of each cross-over bar 4. Number of shares roughly balanced for $10k 5. 100% investment - either completely long or completely short 6. $10 each way for commission alphabetically: home.earthlink.net by profit: home.earthlink.net Sorry for the pathetic formatting. Backtest written in C and bash shell scripts, still a crude hack. A few of the tickers didn't get data, thanks to my swell quote source. I'll be adding max drawdown, improving the $10k number of shares. Anything else?

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