Dunnigan's Swing Formulas Message Board

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Strategies & Market Trends : Dunnigan's Swing Formulas

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To: MechanicalMethod who wrote (31)	1/28/2002 6:57:59 PM
From: KymarFye	Read Replies (1) of 37

"it's uncommon to see 1.5 to 3 profit factor systems for sale which is good for a right out of the box system " Maybe... you run into claims and "sample results" a lot higher than that in system-land... Anyway, Harris' tests are good, but generating a 2 PF for trading INTC from the long side from 1990 to 2000 doesn't impress me that much (that's why I mentioned his reliance of Bull Mkt. data). I'll have to experiment sometime with a random entry system and Harris' stops to see how they do on the stock (or HD, or MSFT, or GE - some of his other favorites) during that period. The short side system PFs tend to be in the lower PF ranges - though better than random. Also, to be fair, the book presents the system tests as much to give examples of development and assessment, and I guess to validate certain claims, as to satisfy the desire of readers to have readymade money machines handed over to them.

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