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To: Thomas Winklhofer who wrote (47866)	7/15/1998 8:15:00 PM
From: Patrick Slevin	Read Replies (1) \| Respond to of 58727

I did not know the RUT had a futures contract. If I understood correctly, you wish to trade futures but you wish to concentrate on the RUT. I don't know that it exists. It would be easy for me to find out but I am pressed for time at the moment. The CME (I think that's where the DJIA Contract is traded, maybe it's the Board of Trade) provided a seminar on trading the Dow Futures contract and they handed out material which included a list of Futures brokers. So if you contact them for info they should include it in a mailing. The seminar rots, by the way. Um, 150 % rots as well. Maybe you can get an offshore account or do something. There must be some way to ameliorate that. The issue of the positional vs day is conceptual in nature. That is, the day trader is in and out very quickly and needs a high percentage of successful "hits" because the rate of hold is short and the day trader does not have the "convenience" of letting profits run too long. For a positional trader, your backtesting has nice results. It seems that if it does well in "real" conditions you should do well with it. Are you re-optimizing as you go along? My limited understanding of systems leads me to belive that "Walk-Forward" testing with re-optimization lends a false value to results. But I am only parroting explanations that have been presented to me, so..... Call me Patrick, call me Pat, Slevin, Slev, Blue-Eyed Devil, Celtic Warlord.....but ya doesn't has to call me Mr. Slevin Forget about what I just said if it seems queer. There was a television commercial in the States many years ago that went something like that. Come to think of it, I was called Von (Baron von Slevin) in high school. Maybe because I took a few years of German and swore at people during basketball pick-up games in a language they could not understand. I could never remember any of it now though....probably a good thing.

To: Thomas Winklhofer who wrote (47866)	7/15/1998 9:20:00 PM
From: WBendus	Read Replies (2) \| Respond to of 58727

Thomas, You may want to examine your trading system for maximum and cumulative draw downs, if you haven't already. You should also account for slippage and commissions with your system, before committing real money to it, if you haven't already. I am not trying to be presumptuous, or condescending, but rather just trying to make sure you covered all bases. Your reply about your systems wins/losses didn't include any discussion of these things, and I am just looking out for you.