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Buggalug

Is this a variant of tech trader?

I dropped it into Excel for some 3D optimisation charts. It would be interesting to try;
LongEMA = Optimize("LongEMA", 100, 65, 125, 20); // or maybe increment by 10

or something similar since RAR (or CAR for that matter) was highest at the lowest value of of LongEMA looking at the 3D chart. You could fix the short EMA to 20 since it doesn't appear to vary that much.

It appears that the best returns also give the highest drawdown - not an unusual occurence. So you can make more money (maybe) if you are prepared to accept more drawdown risk. It's all about tradeoffs and compromise.

By the way I haven't studied the code at all, only the results.

regards
stevo

[QUOTE="stevo, post: 196902, member: 2970"] Buggalug Is this a variant of tech trader? I dropped it into Excel for some 3D optimisation charts. It would be interesting to try; LongEMA = Optimize("LongEMA", 100, 65, 125, 20); // or maybe increment by 10 or something similar since RAR (or CAR for that matter) was highest at the lowest value of of LongEMA looking at the 3D chart. You could fix the short EMA to 20 since it doesn't appear to vary that much. It appears that the best returns also give the highest drawdown - not an unusual occurence. So you can make more money (maybe) if you are prepared to accept more drawdown risk. It's all about tradeoffs and compromise. By the way I haven't studied the code at all, only the results. regards stevo [/QUOTE]

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