SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Dow Jones Futures -- A free paper trading service -- Ignore unavailable to you. Want to Upgrade?

To: David who wrote (199)3/3/2000 10:57:00 AM
From: fut_trade  Read Replies (2) | Respond to of 797
 
My profit taking signal on the SPX was triggered at the open. That makes two times in a row -- the last one short and this one long. I think the profit taking/protective stop settings should be updated at least every three years -- that is, they should be optimized for the last three years of data, or perhaps an even shorter duration. Right now I have two sets of parameters, one for 1962-1982 and one for 1982-present. I will try to make a study comparing the model performance with optimizing the settings based on the prior 3 years of historical data and compare with the present approach.



To: David who wrote (199)3/6/2000 12:55:00 PM
From: Patrick Slevin  Read Replies (1) | Respond to of 797
 
Nice going. Friday marked the fifth up day on the DJIA in a row. Last time that happened was last August. Last time it hit 6 days was early July. Still has a shot here, I believe, even though it's down 100 as I type.

The SPX System is also still Long, with a paper gain of 51 points and a Stop down at 1385.90

I'm afraid the System will be prone to reversing to Short on sustained weakness, however. This would not occur today regardless of where it Closes.


HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News