Australian (ASX) Stock Market Forum

Are these results good enough to trade?

An option to trade in relation to index movement is:

Q = Foreign("^AORD", "Close"); // Change to index of choice
Q1 = DEMA(Q, 250); // Change to desired moving average & period
Q2 = Q > Q1; // Open long positions
Q3 = Q < Q1; // Open short positions
Q4 = Cross(Q1, Q); // Close ALL long positions
Q5 = Cross(Q, Q1); // Close ALL short positions

Vary Q and/or Q1. Usable in conjunction with other buy/sell criteria.

Your kidding.
Call option above 250 DEMA and Put below.
So your entry and exit is based on a cross of the DEMA.
Mind boggling
 
Your kidding.
Call option above 250 DEMA and Put below.
So your entry and exit is based on a cross of the DEMA.
Mind boggling
The syntax is in AFL. If you don't understand something I prefer you ask politely.
 
The syntax is in AFL. If you don't understand something I prefer you ask politely.

When I don't understand something then I'll ask---politely.

I did however misread the "an option to trade"
Rather than "an option trade"
Turning Duck into Goose.
As such I unreservedly and profusely apologise.
 
Another question for consideration -

Which of the following would you choose?
1. CAR 31% MaxDD 23%
OR
2. CAR 26% MaxDD 13.5% (includes an exit linked to a EMA of the All Ords)

I know part of the answer reflects your 'risk profile', however I am thinking that for a 5% sacrifice in CAR you can get a 10% reduction in your MaxDD.... Any comments?
 
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