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

To: smchan who wrote (15828)	2/17/2001 10:14:39 AM
From: Dr. Stoxx	Respond to of 39683

Sam, Thanks for the great backtesting work again. I'll run through the list later today or tomorrow and post what I'll likely be trading. I'm wanting to set up at least 2 MAX ports. to complement my EOD trading. EMC and SNDK will likely be on my list, at least. Thanks again, TC

To: smchan who wrote (15828)	2/17/2001 10:26:21 AM
From: Dr. Stoxx	Read Replies (1) \| Respond to of 39683

Let me add: I'm a bit behind the current discussion here...but I gather you are primarily focused on trading QQQ per 15min. chart with an 8/13 MAX signal...correct? Looks like it works well. My only caveat is not to get too addicted to any one market. As you know, they all collapse into non-trending mode eventually, and this eats up profits. Hence the need for continual backtesting and rotation. Also, as with any Naz-based market there will be intracandle volatility that renders false signals...the most frustrating part of MAX trading. I really like Marcos' idea of using a shorter time-frame to exit (but not enter). With a short timeframe like 15 mins., perhaps one could reverse that strategy, and use 30min. chart signals for exits...just a thought. PS: glad to see this return of excitement for MAX trading. THanks for your contribution!! Someday we will all be trading this way! TC

To: smchan who wrote (15828)	2/17/2001 10:54:46 AM
From: jedp	Read Replies (1) \| Respond to of 39683

Appreciate your scan work from catlady. I noticed that a large number of stock are under $30, a lot under $20. It seem that you would get a larger $ move if one trades stocks over $40/50 on BTTT trades. Have you compared the moves in BTTT trades of under $30 and over $40?

To: smchan who wrote (15828)	2/20/2001 5:52:42 PM
From: TradinSOB	Read Replies (5) \| Respond to of 39683

BTTT-MAX Backtest I did my own backtesting of the same list. The assumptions are: 1. 60-minute bars, completed (bar-in-progress doesn't count) 2. crossover based on 5e/8s 3. Perfect fill at close of each cross-over bar 4. Number of shares roughly balanced for $10k 5. 100% investment - either completely long or completely short 6. $10 each way for commission alphabetically: home.earthlink.net by profit: home.earthlink.net Sorry for the pathetic formatting. Backtest written in C and bash shell scripts, still a crude hack. A few of the tickers didn't get data, thanks to my swell quote source. I'll be adding max drawdown, improving the $10k number of shares. Anything else?