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To: Bob Jagow who wrote (8766)2/24/1999 7:15:00 PM
From: Craig DeHaan  Respond to of 11149
 
Bob, Excel? That Gates-Lotus kype? Never. But the trick will really be to 'exit at maxdate' - houdiniesque. Short of adding another quantifiable variable (ala 56 Comkey), I think you need to set a % sellstop based on the tested median gain # backtests and live with the results. I'll fiddle it later tonight. Thanks for crunching.
CP