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January 2016 Stocks and Commodities Traders Tips


Simplify It

AIQ Version:

Original article by James E. Rich with John B. Rich
AIQ Code by Richard Denning

The code provided matches the description of the author’s trend-following system with additional exit rules. The long exit has an additional profit protect exit that is not coded but when I ran tests, I used the built-in profit protect exit set to 80% protection once the profit level reaches 5% or greater.

Figure 1 shows the equity curve versus the NASDAQ 100 index for the period 1/2/2000 to 11/06/2015. Figure 2 shows the metrics for this same test period. The system clearly outperformed the index.

Captions:
Figure 1 - Equity curve of the trend-following system versus the NASDAQ 100 index for the period 1/2/2000 to 11/06/2015.

Figure 2 – Metrics for the trend-following system and the test settings.


EDS Code:
Simplify.EDS
(right click and choose Save As)


 

Traders Studio Version :

Original article by James E. Rich with John B. Rich
Traders Studio Code by Richard Denning

The following code files are contained in the download from the websites:

  • System: SIMPLIFY – trend-following system based on author’s description

Figure 1 shows the equity curve for the system from 2001 through 2013 trading one share per signal of the NASDAQ 100 stocks.

Captions:
Figure 1 – equity curve for the system from 2001 through 2013 trading one share per signal of the NASDAQ 100 stocks.

Traders Studio Code:
Simplify JAN 2016_TSZ.zip
(right click and choose Save As)

 

 

 

 

 

 

 

 

 

 

 

 

 

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