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Experts in Front-End Applications

Wednesday, 28 April 2010

Trend 5 - No Limits, No Stops - Up, Down, Down

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Rules:

Data set taken from 01/01/10 to 31/03/10

Trading Type: Stocks
Start Time: 08:00
Finish Time: 16:00
Stop Loss: None
Limit: None
Long/Short Trading: Long
Buy Rule:
-7 Day Close < -2 Day Close
-2 Day Close > -1 Day Close
-1 Day Close > 0 Day Open
Sell Rule:
If Day 0 Profits at Close > x% then take Profits; else
If Day 1 Profits at Close > x% then take Profits; else
If Day 2 Profits at Close > x% then take Profits; else
If Day 3 Profits at Close > x% then take Profits; else
Day 4 Close take Profits/Loss

Results:
















Report:

Now this is an interesting trend. We seem at last to have some sort of trend determined by the percentage cut off. Yet again, as with the previous find, it only gives us a 3% return. Similar to that of the FTSE over the same period. But we have growth. This is definitely a good one for us to push the percentages higher and see if they pay off. Also I would like to test this over a longer period to see if it gives better results.

Over all, let's chalk this up and come back to it later.

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