Monday, November 23, 2009

Score


9 comments:

Anonymous said...

Don't forget your score on NNVC, LOL!

Anonymous said...

Allan, your scoring chart would be a lot less confusing(to me anyway) if you were to scoot everything down one line; the sell on 11/11 @ 12.24 completes the first trade at a loss of -.08, so shouldn't that .08 loss show next to the sell on 11/11 @ 12.24?

Is the next trade in the chart a short on 11/11 @ 12.24 which is closed out on 11/11 @ 12.11? Or, is the sale on 11/11 @ 12.24 both a close out of the 12..32 buy on 11/10 AND the start of a new short trade at 12.24 that gets closed out by the buy on 11/11 @ 12.11? Apparently each trade i your chart is both close out of an existing trade simultaneous with the opening of a new trade? Nice results...10.23% over 2 weeks...annualize that!

Mike

Anonymous said...

Are we nearing a reversal to a sell on TZA?

Anonymous said...

NNVC: it dropped down to .41 a month or so ago and now its testing .90. I think that's over 100%..not sure what you are laughing at.

jeff/dallas

Anonymous said...

Yes, like Mike above, I had the same question. When you are in a short position, are you buying to cover, then immediately going long with a buy? And then to exit the buy, selling, then right after that, selling short? That would be the only way reading the Gain/Loss column would make sense, correct? Thank you Allan.

mike also

Anonymous said...

Allan,
Is the Renko experiment over?
What did you determine about there usefulness? Thanks.

L

Allan said...

Re: TZA system

For reporting purposes, signals generate immediate trades that at once cover existing position and open new position. If Long 500 TZA, new Sell results in one trade: Sell 1,000 TZA.

Allan said...

Re: Renko

Still ongoing R & D, I thought the TZA idea should take some precedence due to amazing backtest results. There is only one of me.

Anonymous said...

Thanks Allan,
In the season of Thanksgiving I would like to say thanks for sharing your trading knowledge, thoughts and ideas thru this blog.
A person can never stop learning.
Have a blessed Thanksgiving weekend!!

L