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Old 04-02-2008, 08:45 PM
thrunner thrunner is offline
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Re: When?

OZ has posted a fairly simple but open system right here on TL.
I believe he has also posted it on other forums as well.

However, with most of the strategies I have seen have not been analyzed with a strategy performance report and some of the strategies are fairly discretionary (it will say close out trade here because it is going nowhere or don't trade when the volume is 'low'). The OZ strategy has been analyzed using Tradestation here. One conclusion was to not to take the short trades and the long trades can generate a profit factor of about 2.

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