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Strategies & Market Trends : Piffer OT - And Other Assorted Nuts -- Ignore unavailable to you. Want to Upgrade?

To: John Pitera who wrote (44022)	7/6/2000 9:49:07 PM
From: Patrick Slevin	Read Replies (1) \| Respond to of 63513

It's based on a Volatility skew. I tried mixing it up with a Normal Distribution but modifying the inputs has been difficult at best. This software is having a bit of trouble with Win 2000. I have messages in to Dell but they may be my last resort. Cannot seem to get much of my software to run on this set-up; the vendors say it should but they give up quickly after they walk me through all the uninstall procedures then have me re-install it. Apparently if it's beyond 3 Sigma on the curve they prefer to walk away. That is to say, if the problem is so obscure that it affects a small percentage of users it's not productive to manage it. So I have to wait until my son gets back from Canada before I can program more effectively. I've a mind to try to program on a Win98 machine and then port the systems to the W2K machine but time isn't that plentiful. The Volatility methodology is pretty straightforward. It just tries to capture profits based on buying strength or selling weakness. I suppose I should fiddle with it a tad to reduce the exposure and see how that backtests. Perhaps if I fix a Stop around 30 points or so I'll start to see some improvements. Hmm....dropping in a fixed stop at 30 points reduces the win percentage to 74.24% without doing much to the net. Putting it at 20 drops it to 62.50 and cuts the total profits to less than half. Eh, this is a weekend project.