July 12, 2011

This new test has a different vision of the world. I looked at it as “give me the money” since it ends up mostly in cash which I often consider a waste. But then again, that your portfolio ends up in cash at this level is just another representation of market opportunity.

The script trades a lot, at times you think that is all it does. But nevertheless, slowly it accumulates shares. It trades on every market swing, will take its profits and will pump them back into the system to buy even more shares on the next swing.

This needs to be automated, an individual could not keep up with all the trading signals. On the other hand, a trading script is just that: an automated trading system.

This script has a 92% hit rate, higher than most. The sum of all the stop losses executed amounted to a little over 6.5% of all the profits generated. I think that when you look at all the numbers, it is a reasonable compromise.

Trend Study II

Trend Study II

(click to enlarge)

Tested on July 12, 2011

Based on the average profit figures, it would appear that this script tends to take its profits at about a constant range, thereby liberating cash for the next swing in price. 

(click to enlarge)

AAPL ADM AGQ AMZN
BHH BIDU CCK CF
CMG CRDN CSX DBS
DDS DIT ERX GLD
GTLS IBM IMAX IPGP
JNPR NFLX NTES PAAS
PANL PCLN SCCO SINA
SLV SLW SOHU SRZ
TBL TDSC TRMB TRN
TSCO TZOO ULTA URI
WLK WTW XOP  

( click to enlarge)


Created on ... July 12, 2011,     © Guy R. Fleury. All rights reserved.