Ron,
The results that I am getting is not even close to what you have, so I think my system must be constructed incorrectly. Here is my translation of your WOW code:
if EntryPrice=0 and Waverage(c,5) > Waverage(C,13) then buy 10000/c shares at close; if EntryPrice>0 and Waverage(c,5) < Waverage(C,13) then ExitLong at close; if EntryPrice=0 and Average(c,5) < Average(C,13) then Sell 10000/c shares at close; if EntryPrice>0 and Average(c,5) > Average(C,13) then ExitShort at close;
I have checked the charts to see if the buy/sell points were correct, and they seemed to be ok, the big difference in test result was on the short side, the long side was pretty close. If you don't mind please email me the trade-by-trade report so I can find out what's wrong with my system.
Thanks, Jerry |