Team,
Attached is the equity curve from a strategy I put together (the idea was inspired by Larry Williams). It's literally one line of code for the entry. The exit is blissfully simple too, but takes a few lines to get it to work properly. To me this is a reasonable curve (slippage and commissions are included!), I'm not overly interested in how much it makes, but rather the linearity of the chart. I have spot checked a good chunk of the executions and it's doing what it's supposed to be doing, which as you probably know, the code doesn't always do what you're expecting-always good to double check.
I guess I'm just really surprised at how well this strategy does being so ridiculously simple. Has anyone ever run across this before? If so, how did your strategy hold up live?
jDog
Attached is the equity curve from a strategy I put together (the idea was inspired by Larry Williams). It's literally one line of code for the entry. The exit is blissfully simple too, but takes a few lines to get it to work properly. To me this is a reasonable curve (slippage and commissions are included!), I'm not overly interested in how much it makes, but rather the linearity of the chart. I have spot checked a good chunk of the executions and it's doing what it's supposed to be doing, which as you probably know, the code doesn't always do what you're expecting-always good to double check.
I guess I'm just really surprised at how well this strategy does being so ridiculously simple. Has anyone ever run across this before? If so, how did your strategy hold up live?
jDog
