My SPI system
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Trembling Hand
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Do you want daily, daily cash hours only, minute or tick?
What have you been back testing on?
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Was not aware yahoo has SPI quotes. Do you have a link?
skc
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Not saying that is your strategy. Just saying based on the results either the data is wrong or something else funny, because a single $25 SPI contract will not produce such result over the testing time frame.
Type the code SPI into yahoo you actually get Merrill Lynch
I hope the system wasn't developed on Merrill Lynch data and applied to the SPI... or perhaps Merrill is the ultimate leading indicator for the SPI.Not saying that is your strategy. Just saying based on the results either the data is wrong or something else funny, because a single $25 SPI contract will not produce such result over the testing time frame.
Type the code SPI into yahoo you actually get Merrill Lynch
Yes,-581K is wrong. I never care this line
Trembling Hand
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Your data is most likely rubbish. The ASX has a staggered open over the first 8 minuets. So if you are taking trades on the open ASX200 prices your system is not workable.
As for the data you do know daily data will have the overnight trades in it?
Yes,the data is not real data. But it can show something in history.So I attached a real trading record.
I know the daily data have overnight trading,but I just need (9:50~16:30).
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Bad data is one thing, but this is misleading data.
Also, TH are you exporting the data via NT? The new NT seems to have exporting issues..
Where can I get a real history data? I did ask ASX for these datas but fail.
Trembling Hand
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Haven't noticed, like what?
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Data export freezes randomly, will work 1/2 the time.
Trembling Hand
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Nah. I have been using it for years. Pretty much error free. That function anyway. Must be the cheap equipment they give you
:
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So you disregard the -581k in buy and hold because the data is not accurate, but still believe your profit figure on short term is accurate.
I think you ened to get some real data.
I think you ened to get some real data.
-581k is not my system. It's buy&hold....to compare.
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And obviously it is wrong, Your system is using the same data, So obviously your system is wrong too.
Has joe gone on recruiting mode and bought over a heap of rocket scientists?
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