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Stumpy
 Veteran
  Posts: 214
Joined: 5/25/2004
Location: Australia
User Profile |
Hi all the TT users guide has a table of strategies results which states for the dual MA the HR is 51.06 with a PPT of 18.2
Is this correct or a misprint ????????????????????
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Barry Cohen
 Sage
      Posts: 6338
Joined: 1/19/2004
User Profile |
It wasn't a misprint. The reason it has such a high PPT is because it's a very long term strategy. Typical trades last 1 to 7 years.
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Stumpy
 Veteran
  Posts: 214
Joined: 5/25/2004
Location: Australia
User Profile |
Thanks that is LONG TERM !!!!!!!!!!!!!!!!!!!!!
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Jim Dean
 Sage
  Posts: 3022
Joined: 9/21/2006
Location: L'ville, GA
User Profile |
Maybe try it with 30-min or 10-min bars ??
I haven't, but who knows?
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Barry Cohen
 Sage
      Posts: 6338
Joined: 1/19/2004
User Profile |
Yes it is extreme, but I'm sure it could be tweaked in many ways. We haven't done strategies like that in quite some time. Turtle was released 10 years ago.
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Stumpy
 Veteran
  Posts: 214
Joined: 5/25/2004
Location: Australia
User Profile |
Thanks Guys looking at longer term with higher PPT
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