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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin! -- Ignore unavailable to you. Want to Upgrade?

To: Matthew L. Jones who wrote (1631)	12/1/1999 2:06:00 AM
From: Patrick Slevin	Read Replies (1) \| Respond to of 7434

I'm up late....or perhaps I'm up early, depending on whether I go back to sleep or not....so I marked your post for reading tomorrow. Thanks. Two thoughts as I scan it, the first being that perhaps you might consider using a confirmation indicator to smooth out the failures and kick up your expected win ratio a notch. For example, Relative strength vis-a-vie the time periods that you are looking at. You might have to toy with the parameters on the indicator you choose. I took a course in something like that quite some time back. Someone had a good system which, through backtesting, became a great system because he modified it here and there with external confirming indicators which effectively brought down the number of trades but increased the probability of success. The other factor that caught my eye was the question of time frame. Over what period of time did you perform this? I ask because wider and wider swings have been seen as the Index grows in size. The percentage moves, as I recall without checking, are similar over the years. But in absolute point value they are ranging (Extent) somewhat further. So I guess this would be one of those cases where "less" historical data would be better, to weight more towards recent activity such as the past 2 years over longer terms. Not so?