SORRY I HURTED YOUR EGO
Yes I am copy images from internet about LeBlau strategies. Keep using Sharpe Ratio , I don't care. There are ton of research paper on net, which explain why its not valid, it is easy verify using any back test application. Its not tell quality, how robust trading strategy or fund is, can be huge profit peak, and deep drawdown.
I am glad you have time to count how many times I am editing posts, while you are managing your ten fintech companies and lending money to poor.
{--------------- Strategic Swiss -------------------
Copyright 1999 Chuck Le Beau, Terence Tan, David Elden
Version 1.0
http://www.traderclub.com/systems_strategic.htm
}
{------------- SYSTEM COMMENTS --------------
Money Management Stop is $3,500.
Maxbarsback are 50
Costs are $100.00
----------------------------------------------}
{Long Entry}
IF MarketPosition=0 THEN
BEGIN
IF CCI(20) crosses above 170 THEN Buy("L Entry") Open;
END;
{Long Exits}
IF MarketPosition=1 THEN
BEGIN
ExitLong("L 24 ch") Lowest(L,24) Stop;
IF C > 3 * AvgTrueRange(25) + EntryPrice THEN ExitLong ("L3/10Ch") Lowest(L, 10) Stop;
IF MaxTradeHigh >= EntryPrice + 4 * AvgTrueRange(25) THEN ExitLong ("L2Atr") EntryPrice + 2 * AvgTrueRange(25) Stop;
.
.
.
.
Inserted Video
Yes I am copy images from internet about LeBlau strategies. Keep using Sharpe Ratio , I don't care. There are ton of research paper on net, which explain why its not valid, it is easy verify using any back test application. Its not tell quality, how robust trading strategy or fund is, can be huge profit peak, and deep drawdown.
I am glad you have time to count how many times I am editing posts, while you are managing your ten fintech companies and lending money to poor.
{--------------- Strategic Swiss -------------------
Copyright 1999 Chuck Le Beau, Terence Tan, David Elden
Version 1.0
http://www.traderclub.com/systems_strategic.htm
}
{------------- SYSTEM COMMENTS --------------
Money Management Stop is $3,500.
Maxbarsback are 50
Costs are $100.00
----------------------------------------------}
{Long Entry}
IF MarketPosition=0 THEN
BEGIN
IF CCI(20) crosses above 170 THEN Buy("L Entry") Open;
END;
{Long Exits}
IF MarketPosition=1 THEN
BEGIN
ExitLong("L 24 ch") Lowest(L,24) Stop;
IF C > 3 * AvgTrueRange(25) + EntryPrice THEN ExitLong ("L3/10Ch") Lowest(L, 10) Stop;
IF MaxTradeHigh >= EntryPrice + 4 * AvgTrueRange(25) THEN ExitLong ("L2Atr") EntryPrice + 2 * AvgTrueRange(25) Stop;
.
.
.
.