Eric,
I hadn't got around to testing the N-day Breakout; a quick look in QPlus [below] shows you might need a nimble exit :)
Would like to system test it vs., for example, Raschke's First Cross -- only thing from that section I've actually used is a SAR exit.
Agree that he covers a lot; I've just nibbled here and there so far.
Bob
--------
Two backtests and yesterday for stocks with 500k avg Vol
Symbol,nDays, TestBar
AA,34 ,04/13/1999
ADLAC,34 ,04/13/1999
AFFI,34 ,04/13/1999
AMTD,34 ,04/13/1999
ATI,34 ,04/13/1999
ATLB,34 ,04/13/1999
AVP,34 ,04/13/1999
AWRE,34 ,04/13/1999
AXC,34 ,04/13/1999
AXP,34 ,04/13/1999
BFI,34 ,04/13/1999
BGP,34 ,04/13/1999
BKB,34 ,04/13/1999
BMY,34 ,04/13/1999
BOL,34 ,04/13/1999
BSC,34 ,04/13/1999
BT,34 ,04/13/1999
BTOB,34 ,04/12/1999
-----
Symbol,nDays, TestBar
AIG,13,02/12/1999
AMAT,13,02/12/1999
AZA,13,02/12/1999
BSX,13,02/12/1999
DIS,13,02/12/1999
HON,13,02/12/1999
HPC,13,02/12/1999
JPM,13,02/12/1999
KLAC,13,02/12/1999
LOCK,13,02/12/1999
MMC,13,02/12/1999
NAV,13,02/12/1999
NPIX,13,02/12/1999
SDS,13,02/12/1999
SKM,13,02/12/1999
SONE,13,02/12/1999
VO,13,02/12/1999
----
Symbol,nDays, TestBar
ADI ,34 ,05/11/1999
ADLAC ,34 ,05/11/1999
ADPT ,34 ,05/11/1999
AGS ,34 ,05/11/1999
AHC ,34 ,05/11/1999
ALL ,34 ,05/11/1999
AMD ,34 ,05/11/1999
AMR ,34 ,05/11/1999
ANDW ,34 ,05/11/1999
AORI ,34 ,05/11/1999
BBC ,34 ,05/11/1999
BRCM ,34 ,05/11/1999
CEXP ,34 ,05/11/1999
CIN ,34 ,05/11/1999
CMCSK ,34 ,05/11/1999
CMNT ,34 ,05/11/1999
CMVT ,34 ,05/11/1999
CSE ,34 ,05/11/1999
CTV ,34 ,05/11/1999
CTXS ,34 ,05/11/1999
CY ,34 ,05/11/1999
DCN ,34 ,05/11/1999
DISH ,34 ,05/11/1999
EIX ,34 ,05/11/1999
EMR ,34 ,05/11/1999
FCLX ,34 ,05/11/1999
FD ,34 ,05/11/1999
FDLNB ,34 ,05/11/1999
FDX ,34 ,05/11/1999
FNM ,34 ,05/11/1999
FRE ,34 ,05/11/1999
GMH ,34 ,05/11/1999
HIG ,34 ,05/11/1999
HLIT ,34 ,05/11/1999
HNZ ,34 ,05/11/1999
HON ,34 ,05/11/1999
IDTI ,34 ,05/11/1999
IMNX ,34 ,05/11/1999
JBL ,34 ,05/11/1999
JDEC ,34 ,05/11/1999
MEDQ ,34 ,05/11/1999
MMM ,34 ,05/11/1999
MOT ,34 ,05/11/1999
NAV ,34 ,05/11/1999
NBTY ,34 ,05/11/1999
NKE ,34 ,05/11/1999
OCR ,34 ,05/11/1999
OMX ,34 ,05/11/1999
ONE ,34 ,05/11/1999
PHG ,34 ,05/11/1999
PIR ,34 ,05/11/1999
PMCS ,34 ,05/11/1999
PX ,34 ,05/11/1999
RAD ,34 ,05/11/1999
RAL ,34 ,05/11/1999
RAYS ,34 ,05/11/1999
ROK ,34 ,05/11/1999
RTN B ,34 ,05/11/1999
S ,34 ,05/11/1999
SAFC ,34 ,05/11/1999
SANM ,34 ,05/11/1999
SBUX ,34 ,05/11/1999
SE ,34 ,05/11/1999
SEE ,34 ,05/11/1999
SEG ,34 ,05/11/1999
SFA ,34 ,05/11/1999
SNS ,34 ,05/11/1999
SRE ,34 ,05/11/1999
SWS ,34 ,05/11/1999
TAN ,34 ,05/11/1999
THC ,34 ,05/11/1999
TLC ,34 ,05/11/1999
TMO ,34 ,05/11/1999
TRW ,34 ,05/11/1999
TYC ,34 ,05/11/1999
UNM ,34 ,05/11/1999
USW ,34 ,05/11/1999
UTX ,34 ,05/11/1999
WCII ,34 ,05/11/1999
XL ,34 ,05/11/1999 |
