July 16, 2011

This week, I put out another simulation. I modified the Myst’s XDev script from the old WL4 website and changed its trading structure to more reflect my own trading procedures with some interesting results. High hit rate, very low losses, and impressive performance metrics. It is now available from the Simulations menu.

Also over the past week, I was able to do the Trend Study II which is already available in the Simulations menu. It has a 92% hit rate and good performance results. It has a tendency to hoard cash and it does trade a lot. This is where automated trading takes all its meaning.


July 12, 2011

Put up my latest simulation results on the ADD3 script. Surprising results. This script was designed in mid-April and tested on only one stock: RIMM. It had made its point at the time and gave great results on the stock. The script was put aside while looking for even better trading procedures.

On a script having been tested on only one stock, one should expect that the trading procedures have been curve-fitted and over-optimized to the extreme. However, the procedures in the ADD3 script are very general in nature; do not even trade on technical indicators, only on price differentials. It is a convoluted script but it still makes sense as a wide-ranging trading system.

So, after some slight display adjustments, what a better way to find if the script has portfolio appeal than to run a whole simulation test. And having a need to compare performance results with my other trading methods, what better choice than the first list of stocks used in all the other simulation tests.

The performance table and all the charts generated are available in the Simulations area.


Created on ... July 16, 2011,     © Guy R. Fleury. All rights reserved.