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Re: MS' Maximum Profit System - Can it be edited? To: metastock-list@xxxxxxxxxxxxx Subject: Re: MS' Maximum Profit System - Can it be edited? From: David Neal Parsons <parsons@xxxxxxxxxxx> Date: Thu, 16 Oct 1997 17:12:33 -0400 References: 88256530.0079C1D3.00@xxxxxxxxxxxxxxxxxxxx Resent-Date: Thu, 16 Oct 1997 15:19:03 -0600 Resent-From: metastock-list@xxxxxxxxxxxxx Resent-Message-ID: <"Ddk6D.0.T47.6JeHq"@mail.equis.com> Resent-Sender: metastock-list-request@xxxxxxxxxxxxx My understanding of the Maximum Profit System test is that it isn't a system at all. It is an artificial construct that perfectly buys every low and sells every high. The closest I could come to duplicating it is with the following system test: |
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Maximum Profit System II Enter Long: (C < Ref(C, -1) AND C < Ref(C, 1)) OR (C = Ref(C, -1) AND C < Ref(C, -2) AND C < Ref(C, 1)) Enter Short: (C > Ref(C, -1) AND C > Ref(C, 1)) OR (C = Ref(C, -1) AND C > Ref(C, -2) AND C > Ref(C, 1)) |
There are no stops. Trade delay and interest rate should be set to zero in options. It misses 2 days at the beginning of the chart because of the way the Ref() function works. The key here is that a buy/sell signal is placed based on tomorrow's price -- Ref(C, 1). If we knew tomorrow's price, we wouldn't need any system tests! Does this shed some light on your question, or have I missed the point.David. [2795] | |
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