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MarketTrak Question/Comment Message |
Posted By: G. Smith Date: Fri Jan 11, 2008 [updated: Jan 25] |
Title: Version 16 |
Message: |
Response: Preliminary trading model parameters for version 16 are: Long set point is +0.0007, Short set point is -0.0001, and delay is 6 days. Results using these parameters are shown below. We are also looking at version 7 as a possible replacement for version 10. This model has been performing well during the recent decline. Preliminary trading model parameters for version 7 are: Long set point is 0.0007, Short set point is -0.0003, and delay is 4 days. Results using these parameters are shown below. The trading parameters will probably change for versions 7 and 16 as we continue to develop these models. |