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

To: j g cordes who wrote (17325)	3/2/1999 11:03:00 PM
From: Brian Hornby	Read Replies (2) \| Respond to of 44573

Red is short, white is long, yellow is close and out of market. When the signal rises above a value it goes long/drops below a value it goes short. The position is closed and goes out of market at another setting, unless a short signal is encountered while long or long signal while short and then the position is closed and the reverse side taken. All settings are initially zero, but they may be manually set or optimized using a program that comes with Profit. I optimized using their program on the pre-out of sample data (training and test). Only out of sample results are shown on the page.