Silicon Investor (SI) -- The First Internet Community

STOCKTALK

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 : Befriend the Trend Trading -- Ignore unavailable to you. Want to Upgrade?

To: CatLady who wrote (7294)	5/20/2000 12:34:00 AM
From: CatLady	Read Replies (4) \| Respond to of 39683

XLA looks good too. 5/8 SMA 60 min. System Report - Moving Average Xover SMA XLA Results Total net profit 109281.84 Open position val16208.17 Percent gain/loss 1092.82 Annual percent ga 3910.58 Initial investmen10000.00 Interest earned 0.00 Current position Short Date position ent/16/2000 5:30:000 Buy/Hold profit -538.45 Days in test 102 Buy/Hold pct gain -5.38 Annual B/H pct ga -19.27 Total closed trad 58 Commissions paid 5850.00 Avg profit per tr 1604.72 Avg Win/Avg Loss 4.10 Total long trades 29 Total short trade 29 Winning long trad 14 Winning short tra 16 Total winning tra 30 Total losing trad 28 Amount of winning20545.02 Amount of losing 27471.35 Average win 4018.17 Average loss -981.12 Largest win 18041.91 Largest loss -6870.21 Average length of 12.87 Average length of 5.07 Longest winning t 30 Longest losing tr 17 Most consecutive 10 Most consecutive 4 Total bars out 8 Average length ou 8.00 Longest out perio 8 System close draw-1133.50 Profit/Loss index 79.91 System open drawd-1133.50 Reward/Risk index 98.97 Max open trade dr-6820.21 Buy/Hold index 23405.59 System Report - Moving Average Xover SMA XLA Trades .mProfit MAE Reason For --- Out 2/8/2000 3:30:000 2/9/2000 3:30:000 0.00 0.00 Enter short s 1 Short 2/9/2000 3:30:000 2/10/2000 9:30:000 -269.28 0.94 Enter long si 2 Long 2/10/2000 9:30:000 2/10/2000 0:30:000 -64.01 0.56 Enter short s 3 Short 2/10/2000 0:30:000 2/10/2000 1:30:000 -28.76 0.22 Enter long si 4 Long 2/10/2000 1:30:000 2/11/2000 2:30:000 114.66 0.00 Enter short s 5 Short 2/11/2000 2:30:000 2/14/2000 0:30:000 -454.11 1.81 Enter long si 6 Long 2/14/2000 0:30:000 2/14/2000 5:30:000 -425.65 1.50 Enter short s 7 Short 2/14/2000 5:30:000 2/17/2000 9:30:000 350.80 0.50 Enter long si 8 Long 2/17/2000 9:30:000 2/17/2000 0:30:000 -108.82 0.23 Enter short s 9 Short 2/17/2000 0:30:000 2/17/2000 1:30:000 -248.32 0.53 Enter long si 10 Long 2/17/2000 1:30:000 2/23/2000 9:30:000 8190.52 0.00 Enter short s 11 Short 2/23/2000 9:30:000 2/24/2000 9:30:000 7.90 2.22 Enter long si 12 Long 2/24/2000 9:30:000 2/24/2000 2:30:000 -100.00 2.88 Enter short s 13 Short 2/24/2000 2:30:000 2/25/2000 2:30:000 -1803.12 7.38 Enter long si 14 Long 2/25/2000 2:30:000 2/29/2000 3:30:000 3403.16 0.03 Enter short s 15 Short 2/29/2000 3:30:000 2/29/2000 4:30:000 -207.31 3.36 Enter long si 16 Long 2/29/2000 4:30:000 3/1/2000 0:30:000 -73.63 0.52 Enter short s 17 Short 3/1/2000 0:30:000 3/1/2000 1:30:000 -332.80 3.86 Enter long si 18 Long 3/1/2000 1:30:000 3/2/2000 1:30:000 -252.57 1.00 Enter short s 19 Short 3/2/2000 1:30:000 3/3/2000 1:30:000 10.62 2.73 Enter long si 20 Long 3/3/2000 1:30:000 3/3/2000 5:30:000 -854.23 5.20 Enter short s 21 Short 3/3/2000 5:30:000 3/6/2000 2:30:000 -1226.24 12.00 Enter long si 22 Long 3/6/2000 2:30:000 3/7/2000 9:30:000 -770.65 4.06 Enter short s 23 Short 3/7/2000 9:30:000 3/9/2000 1:30:000 -274.73 2.53 Enter long si 24 Long 3/9/2000 1:30:000 3/13/2000 2:30:000 1414.78 2.25 Enter short s 25 Short 3/13/2000 2:30:000 3/14/2000 9:30:000 -531.60 4.81 Enter long si 26 Long 3/14/2000 9:30:000 3/14/2000 5:30:000 -337.79 3.94 Enter short s 27 Short 3/14/2000 5:30:000 3/16/2000 4:30:000 1041.74 0.25 Enter long si 28 Long 3/16/2000 4:30:000 3/17/2000 3:30:000 -1005.07 6.75 Enter short s 29 Short 3/17/2000 3:30:000 3/20/2000 3:30:000 131.85 5.47 Enter long si 30 Long 3/20/2000 3:30:000 3/20/2000 4:30:000 -53.66 2.75 Enter short s 31 Short 3/20/2000 4:30:000 3/21/2000 4:30:000 -986.30 4.97 Enter long si 32 Long 3/21/2000 4:30:000 3/23/2000 9:30:000 2859.45 1.31 Enter short s 33 Short 3/23/2000 9:30:000 3/23/2000 5:30:000 11.22 4.50 Enter long si 34 Long 3/23/2000 5:30:000 3/24/2000 9:30:000 378.63 1.81 Enter short s 35 Short 3/24/2000 9:30:000 3/24/2000 2:30:000 122.77 0.69 Enter long si 36 Long 3/24/2000 2:30:000 3/24/2000 4:30:000 -533.80 3.88 Enter short s 37 Short 3/24/2000 4:30:000 3/28/2000 5:30:000 285.07 3.75 Enter long si 38 Long 3/28/2000 5:30:000 3/29/2000 0:30:000 -1205.53 9.91 Enter short s 39 Short 3/29/2000 0:30:000 4/3/2000 9:30:000 3047.54 1.03 Enter long si 40 Long 4/3/2000 9:30:000 4/3/2000 1:30:000 299.92 0.41 Enter short s 41 Short 4/3/2000 1:30:000 4/5/2000 9:30:000 6266.05 0.38 Enter long si 42 Long 4/5/2000 9:30:000 4/10/2000 9:30:000 9705.21 2.00 Enter short s 43 Short 4/10/2000 9:30:000 4/12/2000 9:30:000 7233.21 2.75 Enter long si 44 Long 4/12/2000 9:30:000 4/12/2000 0:30:000 271.11 2.34 Enter short s 45 Short 4/12/2000 0:30:000 4/18/2000 0:30:000 18041.91 0.81 Enter long si 46 Long 4/18/2000 0:30:000 4/20/2000 9:30:000 8889.21 0.50 Enter short s 47 Short 4/20/2000 9:30:000 4/25/2000 9:30:000 1604.38 1.06 Enter long si 48 Long 4/25/2000 9:30:000 4/26/2000 5:30:000 853.12 0.63 Enter short s 49 Short 4/26/2000 5:30:000 4/27/2000 4:30:000 -1051.80 2.44 Enter long si 50 Long 4/27/2000 4:30:000 5/2/2000 9:30:000 17836.98 0.00 Enter short s 51 Short 5/2/2000 9:30:000 5/2/2000 1:30:000 246.78 0.19 Enter long si 52 Long 5/2/2000 1:30:000 5/2/2000 3:30:000 -3823.70 2.00 Enter short s 53 Short 5/2/2000 3:30:000 5/4/2000 9:30:000 5943.95 0.50 Enter long si 54 Long 5/4/2000 9:30:000 5/4/2000 5:30:000 -3577.66 2.75 Enter short s 55 Short 5/4/2000 5:30:000 5/11/2000 9:30:000 14863.63 1.63 Enter long si 56 Long 5/11/2000 9:30:000 5/15/2000 9:30:000 7052.84 0.50 Enter short s 57 Short 5/15/2000 9:30:000 5/15/2000 4:30:000 -6870.21 2.75 Enter long si 58 Long 5/15/2000 4:30:000 5/16/2000 5:30:000 66.06 0.75 Enter short s 59 Open Shor5/16/2000 5:30:000 5/19/2000 5:30:000 16208.16 0.00

To: CatLady who wrote (7294)	8/30/2000 12:12:21 PM
From: Dr. Stoxx	Respond to of 39683

Cat's NSOL backtest: System Report - Moving Average Xover SMA NSOL Results Total net profit 50732.36 Open position val 3714.19 Percent gain/loss 507.32 Annual percent ga 1815.42 Initial investmen10000.00 Interest earned 0.00 Current position Short Date position ent/18/2000 2:30:000 Buy/Hold profit 485.21 Days in test 102 Buy/Hold pct gain 4.85 Annual B/H pct ga 17.36 Total closed trad 53 Commissions paid 5350.00 Avg profit per tr 887.14 Avg Win/Avg Loss 3.13 Total long trades 27 Total short trade 26 Winning long trad 14 Winning short tra 14 Total winning tra 28 Total losing trad 25 Amount of winning65742.52 Amount of losing 18724.36 Average win 2347.95 Average loss -748.97 Largest win 8053.48 Largest loss -4799.37 Average length of 14.21 Average length of 5.48 Longest winning t 43 Longest losing tr 13 Most consecutive 6 Most consecutive 5 Total bars out 8 Average length ou 8.00 Longest out perio 8 System close draw-1275.12 Profit/Loss index 73.04 System open drawd-1337.91 Reward/Risk index 97.43 Max open trade dr-4749.37 Buy/Hold index 11121.14 System Report - Moving Average Xover SMA System Parameters System notes Buys/sells when a moving average of periods goes above/below a moving "OPT2" periods. Select "Optimize" periods in the moving averages. Enter long Mov(C,opt1,S) >= Mov(C,opt2,S) Close long Mov(C,opt1,S) < Mov(C,opt2,S) Enter short Mov(C,opt1,S) <= Mov(C,opt2,S) Close short Mov(C,opt1,S) > Mov(C,opt2,S) OPT1 Shorter-term mov. average Range: From 5 to 15 by 5 Current value: 5 OPT2 Longer-term mov. average Range: From 8 to 32 by 4 Current value: 8 Initial equity 10000 Positions Long and short Entry trade priClose Entry trade del0 Exit trade pricClose Exit trade dela0 Entry commissio50 points Exit commission50 points Interest rate 0% Margin req. 100% System Report - Moving Average Xover SMA NSOL Trades Enter Exit Profit MAE Reason For --- Out 2/8/2000 3:30:000 2/9/2000 3:30:000 0.00 0.00 Enter long si 1 Long 2/9/2000 3:30:000 /11/2000 5:30:000 1154.18 6.56 Enter short s 2 Short /11/2000 5:30:000 /14/2000 2:30:000 -290.70 7.97 Enter long si 3 Long /14/2000 2:30:000 /15/2000 9:30:000 -91.20 3.63 Enter short s 4 Short /15/2000 9:30:000 /16/2000 0:30:000 266.13 0.44 Enter long si 5 Long /16/2000 0:30:000 /16/2000 3:30:000 -249.15 2.69 Enter short s 6 Short /16/2000 3:30:000 /17/2000 0:30:000 -174.46 6.52 Enter long si 7 Long /17/2000 0:30:000 /17/2000 3:30:000 -100.00 1.31 Enter short s 8 Short /17/2000 3:30:000 /18/2000 9:30:000 -303.97 4.44 Enter long si 9 Long /18/2000 9:30:000 /18/2000 5:30:000 -404.06 7.69 Enter short s 10 Short /18/2000 5:30:000 /23/2000 0:30:000 349.38 0.00 Enter long si 11 Long /23/2000 0:30:000 /25/2000 3:30:000 1330.93 0.06 Enter short s 12 Short /25/2000 3:30:000 /29/2000 9:30:000 -213.62 3.27 Enter long si 13 Long /29/2000 9:30:000 3/1/2000 4:30:000 44.28 4.94 Enter short s 14 Short 3/1/2000 4:30:000 3/2/2000 9:30:000 -581.05 8.28 Enter long si 15 Long 3/2/2000 9:30:000 3/2/2000 5:30:000 -695.24 10.88 Enter short s 16 Short 3/2/2000 5:30:000 3/3/2000 1:30:000 -989.86 15.50 Enter long si 17 Long 3/3/2000 1:30:000 3/8/2000 9:30:000 804.03 3.63 Enter short s 18 Short 3/8/2000 9:30:000 3/8/2000 4:30:000 1130.74 22.25 Enter long si 19 Long 3/8/2000 4:30:000 /10/2000 3:30:000 1377.58 4.41 Enter short s 20 Short /10/2000 3:30:000 /13/2000 5:30:000 391.48 7.63 Enter long si 21 Long /13/2000 5:30:000 /14/2000 9:30:000 158.75 0.00 Enter short s 22 Short /14/2000 9:30:000 /16/2000 4:30:000 522.32 1.28 Enter long si 23 Long /16/2000 4:30:000 /17/2000 3:30:000 -460.60 15.78 Enter short s 24 Short /17/2000 3:30:000 /17/2000 5:30:000 -154.50 1.53 Enter long si 25 Long /17/2000 5:30:000 /20/2000 0:30:000 -813.92 16.28 Enter short s 26 Short /20/2000 0:30:000 /21/2000 5:30:000 14.59 10.72 Enter long si 27 Long /21/2000 5:30:000 /22/2000 5:30:000 474.71 0.69 Enter short s 28 Short /22/2000 5:30:000 /24/2000 9:30:000 348.22 0.00 Enter long si 29 Long /24/2000 9:30:000 /27/2000 9:30:000 391.27 5.38 Enter short s 30 Short /27/2000 9:30:000 /27/2000 1:30:000 64.38 1.00 Enter long si 31 Long /27/2000 1:30:000 /27/2000 5:30:000 -293.70 5.25 Enter short s 32 Short /27/2000 5:30:000 4/4/2000 5:30:000 4080.31 7.00 Enter long si 33 Long 4/4/2000 5:30:000 /10/2000 3:30:000 5550.63 5.81 Enter short s 34 Short /10/2000 3:30:000 /11/2000 5:30:000 2007.71 1.00 Enter long si 35 Long /11/2000 5:30:000 /12/2000 0:30:000 -967.17 11.75 Enter short s 36 Short /12/2000 0:30:000 /17/2000 3:30:000 5801.01 3.13 Enter long si 37 Long /17/2000 3:30:000 /19/2000 3:30:000 8053.48 0.25 Enter short s 38 Short /19/2000 3:30:000 /25/2000 0:30:000 5978.51 0.31 Enter long si 39 Long /25/2000 0:30:000 /26/2000 5:30:000 -994.23 3.44 Enter short s 40 Short /26/2000 5:30:000 /27/2000 1:30:000 4799.37 13.75 Enter long si 41 Long /27/2000 1:30:000 5/1/2000 5:30:000 5252.12 4.31 Enter short s 42 Short 5/1/2000 5:30:000 5/4/2000 0:30:000 4537.39 4.44 Enter long si 43 Long 5/4/2000 0:30:000 5/8/2000 1:30:000 4430.32 2.38 Enter short s 44 Short 5/8/2000 1:30:000 /10/2000 9:30:000 5299.74 1.69 Enter long si 45 Long /10/2000 9:30:000 /10/2000 1:30:000 538.67 3.00 Enter short s 46 Short /10/2000 1:30:000 /11/2000 9:30:000 431.27 6.50 Enter long si 47 Long /11/2000 9:30:000 /11/2000 1:30:000 -640.58 2.25 Enter short s 48 Short /11/2000 1:30:000 /12/2000 1:30:000 -450.74 5.38 Enter long si 49 Long /12/2000 1:30:000 /12/2000 5:30:000 1509.34 4.81 Enter short s 50 Short /12/2000 5:30:000 /15/2000 3:30:000 -816.62 4.38 Enter long si 51 Long /15/2000 3:30:000 /17/2000 9:30:000 6089.12 0.00 Enter short s 52 Short /17/2000 9:30:000 /18/2000 9:30:000 -550.52 5.06 Enter long si 53 Long /18/2000 9:30:000 /18/2000 2:30:000 1049.03 2.34 Enter short s 54 Open Short /18/2000 2:30:000 /19/2000 5:30:000 3714.20 1.81