SteveL Veteran   Posts: 262 Joined: 8/19/2005 Location: Boulder, CO  User Profile | My opinion is that the a strategy that allows reversing signals is preferrable. Jim suggested a comparison between the Rev2in1 option vs. the two SB's and a Vote block change (see attachment aSJLstrDoubleDualEMA-2in1sysBx2.ots http://www.omnitrader.com/omnitrader/support/OT2004/forum/get-attachment.asp?attachmentid=2844) in post #21060). For the past 12 months, there are 2 differences in the Dow30 between these two strategies. In both cases, it happened when the stock was relatively directionless. In both strategies, you will see (below) that both long and short signals are occurring every few days. In the 2 SB version (2in1sysBx2), the signals show as reinforcing signals, whereas in the 1 SB version (2in1sysB-Rev) the signal changes. I don't recognize any benefit in one vs. the other. As you can see in the charts below, they give opposite signals in these two cases where there are differences. The 2 SB version (2in1sysBx2) turns out to produce a better result in these two cases (over the past 12 months). But in a 10 year PortSim, the 1 SB version (2in1sysB-Rev) produces slightly better results. [Edited by SteveL on 7/10/2010 11:31 PM]  Attached file : 2010-07-10 GE 2010-02-26 signal comparison 2in1sysBx2 vs 2in1sysB-Rev.png (38KB - 845 downloads) Attached file : 2010-07-10 WMT 2010-02-10 signal comparison 2in1sysBx2 vs 2in1sysB-Rev.png (38KB - 851 downloads) |
