Disliked{quote} I'm doing this too C., i'm working day and night to improve my systems with the little time that i have free, as i mentioned several times before this is not an easy task and so is making consistent profits in the Markets.Ignored
I am running a few tests tonight on his 3 Donchian systems and getting an interesting mix of equity curves which I will post when complete. I will be interested to see how they all blend when finalised but suspect he might be onto something here. He at least is catching trends, swings and counter-trend trades with his collection. There are no mean reverting systems employed so obviously he simply ploughs through sideways congestion periods with his trend following systems relying on the fact that the different system equity curves are sufficient to net out on consolidation.
I need to keep in mind however that his investment universe differs from mine and he strictly keeps to futures (refer below) whereas my universe dabbles in synthetics which will have higher overall transaction costs and interest holding costs.
I note that he has been forward testing his Index since August 2013 but clearly has back-tested the system since 2000 as he records a max drawdown for the Index of 32.3% since 2000 which is a bit beyond my appetite.
Anyway, I should have the Donchian Systems tested tonight but will have to wait a bit for the Bollinger and Triple MA cross systems results.