Just show me one mechanical technical analysis that has been profitably backtested?

bwolinsky · Dec 30, 2008

Quote from sogodo:

probably, it never intended for the wide spectrum of instruments, because after trying it on DIA, for example, we got the foll'g result:

Testing Results
--------------
1) SuperBands, with Linear Regression Analysis
1500 Bars of Price Data were used in testing DIA.
Loss $-928.74
Total Trades 19

2) Buy and Hold Results
Loss $-171.88

Are you the same jackass that thinks it's a futures system?

Come back and look at the portfolio of stocks. Ironfist pmed me that most he tested on were profitable over 10-20 year periods. It's for equities.

Tell me how you do in AAPL, GOOG, and CSCO for the last 10 years.

bwolinsky · Dec 30, 2008

Quote from Jerry030:

So are we talking apples and oranges here or is there any objective reality to SuperBands?

One party says it profitable while test resutls posted indicate otherwise.

It's for equities, numb nuts.

bwolinsky · Dec 30, 2008

Quote from Jerry030:

So are we talking apples and oranges here or is there any objective reality to SuperBands?

One party says it profitable while test resutls posted indicate otherwise.

What's up, dawg? I'm talking to TMG. How you think you're gonna roll in 2009?

bwolinsky · Dec 30, 2008

Gee, I would have hoped any imbecile would have seen how to use the script. In the last 1500 bars there are thousands of trades to take advantage of. Compare 19 to 20,000 + in the last 10 years. Test on NAZ100, test on S&P500 with the NAZ combined at 1% of equity 2:1 margin.

You'll have thousands of trades you're not technologically capable of processing.

If you don't have WL, I don't even want to talk to you.

Jerry030 · Dec 30, 2008

Quote from bwolinsky:

It's for equities, numb nuts.

People with foul mouths are usually hiding a lot of fear and suppressed anger or trying to compensate for minimal masculine endowment.

If your case is the first two and your insurance doesnât cover psychotherapy there are low cost public clinics in most major cities. If it's the latter perhaps surgical extension operation would help. Some guys buy Hummers but the cost of operation makes surgery more cost effective.

sogodo · Dec 30, 2008

you're very welcome!
and, merry christmas to you, too

with such uncontrolled burst of emotions, probably you really need totally mechanical system and talking with robots only

Quote from bwolinsky:

Are you the same jackass that thinks it's a futures system?

Goalgetter · Dec 31, 2008

Nonetheless

best of health and luck to all of you in

2 0 0 9

GG

Kris · Jan 9, 2009

Have any of you guys applied these systems to intraday trading or are they all on the daily timeframe?

Jerry030 · Jan 9, 2009

Quote from Kris:

Have any of you guys applied these systems to intraday trading or are they all on the daily timeframe?

Forex EURUSD using 30 minute bars, max trade length 60 minutes.

Kris · Jan 9, 2009

Nice. What I'm backtesting right now are systems on 5min timeframe... I need something that I can close out EOD... 30min bars would require some overnight holds I would assume...