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[ATTACH=full]107435[/ATTACH]
What a bummer
I've just been messaged by a concerned member & it looks like I have the incorrect parameters for the WTT code.

1. The index filter parameter from Nicks ebook is actually a 10 week SMA, not a "20 week SMA as reflected in your code"
2. The trailing stop for the WTT is actually 40% not "20% as reflected in your code" from the entry price and then 40% from each successive high point whilst the index filter is ON, and then it ratchets up to 10% from each successive high point when the index filter turns to OFF.

I'll make the adjustments
I'll make the adjustments (alterations to the code) & post a backtest with the amendments made for the accuracy of reporting.

FYI
The strategy construction is correct & completed in the correct order but the Index Filter & Trailing Stop is settings are not correct (they will be corrected) I thank the member for the updated information

Skate.

<blockquote data-quote="Skate" data-source="post: 1088052" data-attributes="member: 57364">[ATTACH=full]107435[/ATTACH] What a bummer I&#039;ve just been messaged by a concerned member &amp; it looks like I have the incorrect parameters for the WTT code.1. The index filter parameter from Nicks ebook is actually a 10 week SMA, not a &quot;20 week SMA as reflected in your code&quot;2. The trailing stop for the WTT is actually 40% not &quot;20% as reflected in your code&quot; from the entry price and then 40% from each successive high point whilst the index filter is ON, and then it ratchets up to 10% from each successive high point when the index filter turns to OFF. I&#039;ll make the adjustments I&#039;ll make the adjustments (alterations to the code) &amp; post a backtest with the amendments made for the accuracy of reporting.FYIThe strategy construction is correct &amp; completed in the correct order but the Index Filter &amp; Trailing Stop is settings are not correct (they will be corrected) I thank the member for the updated informationSkate.</blockquote>

[QUOTE="Skate, post: 1088052, member: 57364"] [B][ATTACH=full]107435[/ATTACH] What a bummer [/B] I've just been messaged by a concerned member & it looks like I have the incorrect parameters for the WTT code. 1. The index filter parameter from Nicks ebook is actually a 10 week SMA, not a "20 week SMA as reflected in your code" 2. The trailing stop for the WTT is actually 40% not "20% as reflected in your code" from the entry price and then 40% from each successive high point whilst the index filter is ON, and then it ratchets up to 10% from each successive high point when the index filter turns to OFF. [B]I'll make the adjustments [/B] I'll make the adjustments (alterations to the code) & post a backtest with the amendments made for the accuracy of reporting. [B]FYI[/B] The strategy construction is correct & completed in the correct order but the Index Filter & Trailing Stop is settings are not correct (they will be corrected) I thank the member for the updated information Skate. [/QUOTE]

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