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Strategies & Market Trends : Technical Analysis- Indicators & Systems
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To: peter n matzke who wrote (3201)11/6/1998 2:36:00 PM
From: Richard Estes  Read Replies (1) of 3325
 
I think the average trade length for win/loss, avg profit/loss for trade, days in and days out are key elements.

Since most tests keep reinvesting profits, not realistic, I look at Maximum Adverse Excursion or MAE to see drawdown picture. when your system turns a 6mil profit you can't tell about drawdowns.

Then I look at each trade to see if I could trust it.

As for your systems, they are all to good to be true. If you made no errors in test like buying with no delay, etc. You have the most outstanding system around tied with the stock you selected, you would beat anything on the street. Bottle it and sell it.

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