OmniTrader Forum - OmniTrader 2011 Technical Support
Does DO work for SPX index?
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FrankB

Posts: 22

Joined: 12/16/2007
Location: Pa.

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Subject : Does DO work for SPX index?
Posted : 3/25/2012 1:19 AM
Post #26196
With the help of tech support I was able to use dynamic optimization on the systems indicator CCI(20),and have singles on stocks but not the SPX. Is there a fix?
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Jim Dean

Posts: 3022

Joined: 9/21/2006
Location: L'ville, GA

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Subject : RE: Does DO work for SPX index?
Posted : 3/25/2012 6:22 AM
Post #26200 - In reply to #26196
Offhand there is no reason why SPX should act any differently. But it's hard to be sure unless you post your strategy.
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Buffalo Bill

Posts: 539

Joined: 10/3/2006
Location: Stafford, VA

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Subject : RE: Does DO work for SPX index?
Posted : 3/25/2012 10:50 AM
Post #26201 - In reply to #26196
Use an SPX replacement - an ETF like SPY. For $DJI use DIA
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FrankB

Posts: 22

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Subject : RE: Does DO work for SPX index?
Posted : 3/28/2012 1:47 AM
Post #26240 - In reply to #26196
Thanks Buffalo Bill: In comparing SPX with SPY, the original DO singals appear to be similar. In looking at the SPX(from March 2009 to March 2012), their are 20 original DO signals and a 39.5% proffit for 3 years. If you add CCI(20) to the SPY (for the same time frame, and only counting the CCI) you would obtain 14 signals and only about 20% proffit. If you go by the vote line you obtain 24 signals and 38.6% proffit, not any better.

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