On another popular trading form someone asked for a public system to trade CL and so I thought I would post here as well in this Cesspool of Madness.
Another Oddball System
Active Trader Magazine - Trading System Lab
May 2004
⢠Bottom line: Given the original system was fully disclosed and we have not changed any parameters, it shows a rather good result. Many commercial systems are often optimized for certain markets; this one was not.
⢠System results:The system returned an overall profit of 129.99% in approximately six years and an average annual return of 13.78 percent.
âThis system was originally developed by Mark Brown in 1997.
===========
{ this tradestation code below }
inputs:bblength(32),bbstddev(3),adpt(10);
vars:bbh(0),bbl(0);
bbh=bollingerband((adaptive(h,adpt)),bblength,bbstddev);
bbl=bollingerband((adaptive(l,adpt)),bblength,-bbstddev);
if c >bbh then buy this bar ;
if c<bbl then sell short this bar ;
{ produced this chart below }
{ is this the holy grail? no but the price is right }
Mark Brown
gee looks like et needs to spend some money and get resize implemented, lol
Another Oddball System
Active Trader Magazine - Trading System Lab
May 2004
⢠Bottom line: Given the original system was fully disclosed and we have not changed any parameters, it shows a rather good result. Many commercial systems are often optimized for certain markets; this one was not.
⢠System results:The system returned an overall profit of 129.99% in approximately six years and an average annual return of 13.78 percent.
âThis system was originally developed by Mark Brown in 1997.
===========
{ this tradestation code below }
inputs:bblength(32),bbstddev(3),adpt(10);
vars:bbh(0),bbl(0);
bbh=bollingerband((adaptive(h,adpt)),bblength,bbstddev);
bbl=bollingerband((adaptive(l,adpt)),bblength,-bbstddev);
if c >bbh then buy this bar ;
if c<bbl then sell short this bar ;
{ produced this chart below }
{ is this the holy grail? no but the price is right }
Mark Brown
gee looks like et needs to spend some money and get resize implemented, lol
