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Registered User
Joined: 4/10/2006
Posts: 954
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I remember you said the stopLoss simply hides a bad system, (leaky system) but it also vastly improves the results, if the setups perform well.
My example is simple.
Nasdaq list from Components. Filtered Volume > 5000 (100s), MA60 > 10
bollinger band 18, 1.9
LR30 day of Price
Conditions
CL = List index unweighted Nasdaq above 120day ma.
bseq = Sequence 15day
1) Price below lower BB
2) Price rises above LR30
Backtest
buy - bseq and CL
sell - trade greater than 4 days 0 day # not so easy my broker
stoploss 2.5% 0day. # easily set on a trade
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Registered User
Joined: 4/10/2006
Posts: 954
|
Nasdaq list from Components. Filtered Volume > 5000 (100s), Price MA60 > 10
PRICE
bollinger band 18, 1.9
LR30 day of Price
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Registered User
Joined: 4/10/2006
Posts: 954
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Backtester....creates a problem If you set the StopLoss N% on same day...It exits with 0% loss unrealistic, but if you set for next day then my results go down the tube.
You seem to be fully aware of the pitfalls of the backtesting.
Have you written a post on the subject? or seen a post. I am going to have to crack open my meta software....and run this.
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