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

To: smchan who wrote (16176)	2/21/2001 10:44:46 PM
From: Bald Man from Mars	Respond to of 39683

<<notice I didn't post any pictures of me>> you are not on 'America's Most Wanted', right ??? or may be you are just scared of being recognized by the margin dude ...

To: smchan who wrote (16176)	2/21/2001 11:21:51 PM
From: Steve_GTS	Respond to of 39683

Sam, here are the results of a 4 week, 1st. 2 weeks and 2nd. 2 weeks as requested earlier. Can anyone verify the ADX for these period and see if it is an indictor of the best system to use? Can anyone figure out why my (negative values) offset my columns? What can I do to improve the formatting of an Excel file? Steve Last 2 weeks - 1st 2 weeks - 4 Weeks - System Inputs qqq - qqq - qqq - Symbol 15 - 15 - 15 - Bar Periods (1, 2, 5, 10, D, etc.) 261 - 520 - 520 - Bars Tested $20 - $20 - $20 - Commissions/Slippage Round Trip 100 - 100 - 100 - Shares Traded 8 - 8 - 8 - EMA Bar Period - Fast Line 13 - 13 - 13 - SMA Bar Period - Slow Line 02/07/01 11:45 - 01/24/01 14:30 - 01/24/01 14:30 - Start Date 02/21/01 16:00 - 02/07/01 12:00 - 02/21/01 16:00 - End Date 10.0 - 10.0 - 20.0 - Days Backtested 261 - 261 - 520 - Bars Backtested $5,947.00 - $6,600.00 - $6,600.00 - Initial Investment $7,457.00 - $7,018.00 - $8,539.00 - Current Account Value $7,487.00 - $7,018.00 - $8,569.00 - Account Maximum $5,899.00 - $6,309.00 - $6,309.00 - Account Minimum ($48.00) - ($291.00) - ($291.00) - Max. Drawdown ($320.00) - ($400.00) - ($680.00) - Total Commissions/Slippage R.T. $1,510.00 - $418.00 - $1,939.00 - Closed Trades Profit $1,190.00 - $18.00 - $1,259.00 - Closed Trades Profit with C/S $51.47 - $59.58 - $51.47 - Last Close Short - Short - Short - Current Position (always closed) $118.54 - $1.79 - $62.95 - Profit Per Day with C/S 1.6 - 2.0 - 1.7 - Trades Per Day Total Closed Trades 16 - 20 - 34 - Total Trades $1,510.00 - $418.00 - $1,939.00 - Total Profit $94.38 - $20.90 - $57.03 - Avg. Trade Profit $1,860.00 - $1,063.00 - $2,886.00 - Total Gains $206.67 - $132.88 - $169.76 - Avg. Gain $411.00 - $288.00 - $411.00 - Max. Gain ($350.00) - ($645.00) - ($947.00) - Total Losses ($58.33) - ($58.64) - ($59.19) - Avg. Loss ($132.00) - ($113.00) - ($132.00) - Max Loss 3.5 - 2.3 - 2.9 - Avg Gain/ Avg. Loss 3.1 - 2.5 - 3.1 - Max. Gain/ Max. Loss 9 - 8 - 17 - Winning Trades 6 - 11 - 16 - Losing Trades 60% - 42% - 52% - Win/Total Trade % 95 - 85 - 157 - Longest Gain, bars 16 - 19 - 19 - Longest Loss, bars 5 - 3 - 5 - Consecutive Gains, Trades $1,252.00 - $422.00 - $1,252.00 - Consecutive Gains, $ 2 - 3 - 3 - Consecutive Losses, Trades ($145.00) - ($227.00) - ($227.00) - Consecutive Losses, $ 2.50 - 1.00 - 1.67 - Cons. Gains/Losses Trades 25.4% - 6.3% - 29.4% - Period Tested 645.0% - 160.9% - 374.6% - Annualized Long Closed Trades 8 - 10 - 17 - Long Trades $355.00 - ($112.00) - $243.00 - Total Long Profit $44.38 - ($11.20) - $14.29 - Avg. Trade Profit $583.00 - $237.00 - $820.00 - Long Gains $145.75 - $59.25 - $102.50 - Avg. Gain $411.00 - $134.00 - $411.00 - Max. Gain ($228.00) - ($349.00) - ($577.00) - Long Losses ($76.00) - ($69.80) - ($72.12) - Avg. Loss ($132.00) - ($100.00) - ($132.00) - Max Loss 1.9 - 0.8 - 1.4 - Avg Gain/ Avg. Loss 3.1 - 1.3 - 3.1 - Max. Gain/ Max. Loss 4 - 4 - 8 - Winning Long Trades 3 - 5 - 8 - Losing Long Trades 57% - 44% - 50% - Win/Total Trade % 39 - 21 - 39 - Longest Gain, bars 9 - 6 - 9 - Longest Loss, bars - - - 6.0% - -1.7% - 3.7% - Period Tested 151.6% - -43.1% - 46.9% - Annualized - - - -13.5% - -9.7% - -22.0% - Buy and Hold Period -341.7% - -247.1% - -280.7% - Annualized - - - Short Closed Trades 8 - 10 - 17 - Short Trades $1,155.00 - $530.00 - $1,696.00 - Total Short Profit $144.38 - $53.00 - $99.76 - Avg. Trade Profit $1,277.00 - $826.00 - $2,066.00 - Short Gains $255.40 - $206.50 - $229.56 - Avg. Gain $408.00 - $288.00 - $408.00 - Max. Gain ($122.00) - ($296.00) - ($370.00) - Short Losses ($40.67) - ($49.33) - ($46.25) - Avg. Loss ($68.00) - ($113.00) - ($113.00) - Max Loss 6.3 - 4.2 - 5.0 - Avg Gain/ Avg. Loss 6.0 - 2.5 - 3.6 - Max. Gain/ Max. Loss 5 - 4 - 9 - Winning Short Trades 3 - 6 - 8 - Losing Short Trades 63% - 40% - 53% - Win/Total Trade % 49 - 44 - 49 - Longest Gain, bars 10 - 13 - 13 - Longest Loss, bars - - - 19.4% - 8.0% - 25.7% - Period Tested 493.4% - 204.0% - 327.6% - Annualized - - - 13.5% - 9.7% - 22.0% - Short and Hold Period 341.7% - 247.1% - 280.7% - Annualized