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Strategies & Market Trends : Technical Analysis for Macintosh Users -- Ignore unavailable to you. Want to Upgrade?

To: LastShadow who wrote (796)	1/4/2001 12:53:52 PM
From: PuddleGlum	Read Replies (1) \| Respond to of 1541

When I used fixed $ slippage I found that it really screwed up my backtesting. For instance, when testing ORCL for 10 years a 1/4 pt slippage is more than the price of the stock 10 years ago, so ProTA calculated a negative number. Now I'm using 1% slippage. My system uses a buy or sell at market the morning after the signal. So far so good. Been using ProTA for a couple years now (already?), and I finally really got into the trading system part of the program. I must say that Jeff did a fine job. I discovered the interesting fact that my winning trades have a decidedly shorter duration than my losing trades, something that wasn't obvious from looking at a few charts.