LOL, oh that was a killer! Actually I am running a power house. 2 GIG of ram and 6.8 GIG processor. I have 2 pentium 3.4 dual channel XEONS with hyperthreading. I think I have enough.
I tryed to backtest but, it is crashing esignal everytime. i can backtest a bunch of other efs's. But, this one is instantly killing esignal. I tried on 2 diferent versions on 2 different workstations.
You having any luck?
Just to clarify...my comment was that CCI and RSI are similar in theory and similar in represntation. I was suggesting using something other than CCI and RSI - be it MACD, BBAND or whatever...just something that represents a differentiation.
And once again I will repeat. Using the amount of intraday data available, I would not draw ANY conclution as to which indicators or settings on those indicators work best. Tuning for 15 minutes with 3 months worth of data will be very misleading. All it will tell you is how well this works on a 15 minute ES basis during a bear market rally.
If you really want to do that kind of work, switch to daily and then you have years worth of data to work with...many many more bars that run from a bull to bull market retraces to bears to bear market rally's and everything inbetween.
I ran some backtests using 5 minute data for 120 days, varying the cii from
10 to 30 in steps of two, plus I did 15 and 25. The RSI and Stochastic
values where left unchanged.
Dloomis I am sorry, but as I stated below. This efs is crashing my Esignal. I have tried others and have no problem. Not sure what the cause of this might be?
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Monday, December 15, 2003 1:11 PM
Subject: Reply to post 'Signal clarity'
David
Why don't you post it here as an attachment? At this point I too am not sure as to which one we should all be on (even though I am not having problems backtesting any of them).
Alex
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