- These strategies are really only designed to help you find
opportunities not all signals would be traded in a live situation
- Exits are based on market reversals and and next pivot points
- A trading plan should use additional market exits such as
trailing profit stops etc.
- The tests were only run on the Long opportunities, trades were
entered on next bar
- The results show all systems are profitable and were traded for
11 bars
- The best test was 250 periods and the forward test was 250
periods monthly boundaries
- No dynamic optimisation, no slippage or commissions, voting
method = majority of Longs
- The portfolio simulation uses an advisor rating 90%, a minimum
trade size of $5000 and a cost per trade $15
- The test period was July 2010 to July 2011
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