Australian (ASX) Stock Market Forum

Medium to Long term system development

I knocked this one up with the new and improved data. Hopefully the results look the same as someone elses for a change. Returns around 35%pa and 25% drawdown, although results for 2005 were 15%. Seems to improve as timeframe gets longer. Could well be too data-mined though.
 

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Profit now looks like 12.5% since first posted as at 16/11/2005. Is anyone else getting different results to this?
 
MM
I am just trying to get to grips with the POS indicator and your system in general.

Why use NULL in the code for POS? If I test POS without the NULL statement I get the same results. POS also also plots the same with and without NULL, except that the blanks get filled in.

Am I missing something?

stevo
 
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