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Strategies & Market Trends : Befriend the Trend Trading -- Ignore unavailable to you. Want to Upgrade?


To: Dr. Stoxx who wrote (7588)5/24/2000 6:11:00 PM
From: Mac Oliver  Read Replies (1) | Respond to of 39683
 
TC, I'm a lurker on your thread and I'm fascinated at the results of your 5e/8s MA crossover method. However, I don't understand your exit rules. In the SNDK analysis, #19 shows entry at 51.5 and exit at 52.25. The entry price I understand, however on my IQC R/T, the 60 min. downbar at 14.30 caused the crossover to the downside. My chart shows the price at the end of that bar at 50.87. How did you get out at 52.25. Do you exit when the price bar crosses the 8s MA?

Thanks for the help.

Mac Oliver



To: Dr. Stoxx who wrote (7588)5/25/2000 2:17:00 PM
From: Dr. Stoxx  Read Replies (1) | Respond to of 39683
 
SNDK UDATE:

Trade Size: 200 shares per trade
Backtest Initiated: 4/17/2000
Initial account size: $8300 margined
Buy-and-hold Price: $83

Chart:http://207.61.23.98/t/timelypage?fc=25&fd=1&fb=saws&fe=60&fh...

1. Long: 83 to 105.5 = $4480...monster trade!
2. Short: 105.5 to 89.88 = $3104
3. Long: 89.88 to 90.5 = $104
4. Short: 90.5 to 93.75 = ($670)
5. Long: 93.75 to 91.63 = ($444)
6. Short: 91.63 to 86.5 = $1006
7. Long: 86.5 to 92.25 = $1130
8. Short: 92.25 to 96.25 = ($820)
9. Long: 96.25 to 94 = ($470)
10. Short: 94 to 90.75 = $630
11. Long: 90.75 to 89.75 = ($220)
12. Short: 89.75 to 66 = $4730...monster trade!
13. Long: 66 to 69.5 = $680
14. Short: 69.5 to 65.75 = $730
15. Long: 65.75 to 68.63 = $490
16. Short: 68.63 to 66.25 = $456
17. Long: 66.25 to 65.69 = ($132)
18. Short: 65.69 to 51.5 = $2818
19. Long: 51.5 to 52.25 = $130

Total Profit: $18,216 (219.5% in 1 month)

Buy-and-hold = 37% loss!

REAL CASH PORTFOLIO INITIATED: 5/23/2000
INITIAL ACCOUNT SIZE: $5300
TRADE SIZE: 200 shares
BUY-AND-HOLD: 52.25

19. Short: 52.25 to 48 = $830...always nice when the first go with real cash is a WINNER!
20. Long: 48.25 to 50.375 $405
21. Short: 50.06 to...

Real Cash Profit: $1235 (23.3% in 3 days!)

Buy-and-hold: 8% loss