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To: David who wrote (149)2/14/2000 9:05:00 AM
From: Patrick Slevin  Read Replies (1) | Respond to of 797
 
I follow that on Stops. I tried to optimize the SPX System, however, and found that different Stop methods give widely different results. I finally hit on 20/25 as the most useful for this particular system. 20 Points initial, 25 trailing.

Using the exact same system on the NDX the best Stops appear to be 32/50. Fortunately all this is computer-generated so it's a matter of moments to backtest and see which ones make out and which ones do not.

I imagine, because you are not available all day, it's difficult to move those Stops. Perhaps your broker can be instructed to move them for you?

<ratio is about 50%>

Very good, as I recall, for Position Systems. Looking at only a small part of the data I mistook it to be only 1 in 3. My error.