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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?

To: F Robert Simms who wrote (13025)	1/17/1999 11:22:00 PM
From: Brian Hornby	Read Replies (1) \| Respond to of 44573

Thanks very much. Those links are very useful and I am downloading the NGO demo right now. Looks like everyone's signal is on the up and up for the short term at least. I wonder how these systems compare against more standard trend following systems? Just for fun, I ran an audit on a trend following system that comes with my Mac based Graphing and TA package, Hotline. For the last 12 months it has 12 trades on a single SPOO like contract, 7 winners and 5 losers, $58,358 on the winners and $10,170 on the losers, net profit $47,900 after commissions. This is assuming a $250 per point for the SPX, creating a pseudo SPOO. I think neural network models and other complex models have to be compared against simple systems such as this when back testing... I may try this with the actual SPOO data to see if there is any difference, though I expect there wouldn't be much difference for positional trades such as these. I feel it is the exaggerated interday swings that the SPOO makes on its routine stop hunting trips that can be more troublesome for the day trader.