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


To: Chris G. who wrote (7690)1/9/1998 1:18:00 PM
From: Richard Estes  Respond to of 12039
 
I can do it by clicking on first line and using ctrl-c.

you referred to >20, a point where the intermediate trend might be down. The proper use of insync is make a buy on upcross of 20, if you miss it, wait until it hits 80 then goes "just" below 50 and upcrosses 50 or bounces from 50. If you buy at 20 sell if it goes back thru 20. The 80 sell is a downward cross of 80. If the 50 buy fails sell downward move thru 50. All that is difficult to say, but you will get idea when you look at chart. But this is not a measure of trend.



To: Chris G. who wrote (7690)1/9/1998 1:18:00 PM
From: Chris G.  Read Replies (1) | Respond to of 12039
 
Richard, I had to reboot the computer. So here's the systems compared on Terex Corp(Tex):

System notes
Enter long Alert(Cross(Fml( "StochRSI 8,5"),30),5) AND Cross(Fml( "8,17,9" ),0)
Close long Cross(70,Fml( "StochRSI 14" ))
Initial equity 1000
Positions Long
Trade price Close
Trade delay 0
Entry commission 20 points
Exit commission 20 points
Interest rate 0%
Margin req. 100%

Report
Total net profit 959.49 Open position value -119.08
Percent gain/loss 95.95 Annual percent gain/loss 49.47
Initial investment 1000.00 Interest earned 0.00
Current position Long Date position entered 1/5/98
Buy/Hold profit 3845.56 Days in test 708
Buy/Hold pct gain/loss 384.56 Annual B/H pct gain/loss 198.25

Total closed trades 9 Commissions paid 380.00
Avg profit per trade 119.84 Avg Win/Avg Loss ratio 2.55
Total long trades 9 Total short trades 0 Winning long trades 6 Winning short trades 0
Total winning trades 6 Total losing trades 3 Amount of winning trades 1341.19 Amount of losing trades-262.62
Average win 223.53 Average loss -87.54
Largest win 490.77 Largest loss -211.56
Average length of win 30.00 Average length of loss 60.00
Longest winning trade 53 Longest losing trade 108
Most consecutive wins 4 Most consecutive losses 2

Total bars out 145 Average length out 14.50
Longest out period 28

System close drawdown 0.00 Profit/Loss index 78.51
System open drawdown -43.33 Reward/Risk index 95.68
Max open trade drawdown -191.56 Buy/Hold index -78.15

VS:

System notes
Enter long Alert(Cross(Fml( "StochRSI 8,5"),30),5) AND Cross(Fml( "8,17,9" ),0) AND VariableMA511(C,50)- Ref(VariableMA511(C,50),-15)>0
Close long Cross(70,Fml( "StochRSI 14" ))
Initial equity 1000
Positions Long
Trade price Close
Trade delay 0
Entry commission 20 points
Exit commission 20 points
Interest rate 0%
Margin req. 100%

Report
Total net profit 201.75 Open position value -80.76
Percent gain/loss 20.17 Annual percent gain/loss 10.40
Initial investment 1000.00 Interest earned 0.00

Current position Long Date position entered 1/5/98

Buy/Hold profit 3845.56 Days in test 708
Buy/Hold pct gain/loss 384.56 Annual B/H pct gain/loss 198.25

Total closed trades 5 Commissions paid 220.00
Avg profit per trade 56.50 Avg Win/Avg Loss ratio 1.56
Total long trades 5 Total short trades 0
Winning long trades 3 Winning short trades 0

Total winning trades 3 Total losing trades 2
Amount of winning trades 492.80 Amount of losing trades -210.28
Average win 164.27 Average loss -105.14
Largest win 318.78 Largest loss -177.81
Average length of win 38.67 Average length of loss 83.00
Longest winning trade 53 Longest losing trade 108
Most consecutive wins 3 Most consecutive losses 1
Total bars out 215 Average length out 35.83
Longest out period 63
System close drawdown -177.81 Profit/Loss index 48.96 System open drawdown -218.12 Reward/Risk index 48.05
Max open trade drawdown -157.81 Buy/Hold index -96.85

Chris
PS: Thanks for the interpretatiion on Insynch. And sorry for the misallignment, when I ctrl c and ctrl v It was all jumbled together with squares so I tried my best to realign everything.