[JulianCohen]

Well that’s almost what you are doing with boot camp. It allows you to run Windows completely on a Mac, but you have the choice of which OS you want to run. I mainly use Mac as I do a lot of photography and Adobe Photoshop and other programs run really well on Mcs, plus the screen beautiful.

[JulianCohen]

I am using a Macbook Pro. I have VMWare Fusion as a virtual machine that runs Windows 7 (I need to upgrade the Windows at some point but it works). Amibroker wouldn’t run in 64bit mode but seems quite happy in 32bit although I have nothing to compare it to speed wise.

You can also setup Windows in Bootcamp. Not sure if you know the difference but with Fusion (or Parallels, an alternative software) I can switch between Mac and Windows by swiping desktops so it’s easy to go from one system to the other. Bootcamp involves logging out of Mac OS and booting up in Windows so it’s totally a Windows machine on Mac hardware. I haven’t tried this with Amibroker but you might be able to run the 64bit version if you use bootcamp.

Any other questions…be happy to help.

[JulianCohen]

Once it’s posted as shown….how do you access it?

[JulianCohen]

Thanks Scott. I’ll experiment with that and see how I go. Maybe I’ll try removing all the exits except c > ref(c,-1) and see how that goes. I’m trying to work out how long I should stay in a mean reversion trade (in general)

[JulianCohen]

I am trying to improve a mean reversion system that has 10% CAGR, 16% DDs, and a Ave Profit/Loss of .57%

Any suggestions on ways to make the ave Profits higher than the ave Losses? Just generally I mean.

It is based on a Connors/Alvarez system that is:

//Enter
//C > MA(200)
//VIX 5% or more above its 10day MA.
//2 day RSI < 5
//Maybe add 3 lower lows
//Enter on limit order .25ATR(10) below low (try close) on next day

//Exits
//Exit if VIX 5% or more below 10day MA
//Close higher than previous 2 days
//RSI(2) > 65, 70 or 75
//Exit open next day

[JulianCohen]

Have you tried it on the ASX Maurice? I couldn’t get a good result on the ASX although I’m still waaaay behind you guys so I’m probably making some idiot mistake.

[JulianCohen]

Julian Cohen
[email protected]
Skype: jacohen

Email is best

[JulianCohen]

That was fast :cheer:

I’ll have a go at it in the next couple of days. I was going to look at using it as an index filter instead of the 200 day average on SPY to compare the differences.

[JulianCohen]

I haven’t had a chance to test this yet but it could be worth looking at as a different Index Filter

http://throwinggoodmoney.com/matts-breadth-indicator/

[JulianCohen]

Try a different exit. The way you have it at present you can only ever make the gap between the X days high and the entry as the profit. So if you set that to 10% that’s the only profit you can make.

[JulianCohen]

Oh wait a minute….I see what you have done…no need to correct me ha ha

[JulianCohen]

OK…I would think about using TStop = H * 0.95 as the setup bar could be a long one and the low would be far away. This way the TStop is keeping close to the entry level and you can then decide if you want 5% or 10% from the same point. Does that make sense?

[JulianCohen]

So you would set Entry < HHV - (HHV * 0.1) as a condition? Just checking...

[JulianCohen]

I’ll let you know when Nick and I have worked out my problem with backtesting. I get incorrect results so all I can do at the moment is write systems but can’t test them.

[JulianCohen]

I’ll let you know when Nick and I have worked out my problem with backtesting. I get incorrect results so all I can do at the moment is write systems but can’t test them.

[Author]

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