Allocation of the robots

[mingpan.lam]

Dave's explanations are correct.
Here is the link to the DD study that I finsihed this morning:

http://www.effectivevolume.eu/conten...n_analysis.pdf


Pascal

Hi Pascal,

Can I assume the following? For example,

Shorted 7/25/2007 8/1/2007 77.42 74.37 3.94% 1.12%

Means, at 7/25/2007, put a short limited order at 77.42 before the market open and it should be filled, but do you have a protective stop loss order along with the first short limited order?
at 8/1/2007, closed at 74.37, it should be closed by a trailing stop, can I assume this stop is available before the market open?

Cheers,

Ellis

[Pascal]

Hi Pascal,

Can I assume the following? For example,

Shorted 7/25/2007 8/1/2007 77.42 74.37 3.94% 1.12%

Means, at 7/25/2007, put a short limited order at 77.42 before the market open and it should be filled, but do you have a protective stop loss order along with the first short limited order?
at 8/1/2007, closed at 74.37, it should be closed by a trailing stop, can I assume this stop is available before the market open?

Cheers,

Ellis

There is no stop loss on a market direction model simulation. Only on the Multi-time pivots.


Pascal

[asomani]

Pascal, in the document you posted today, did you use intraday or end-of-day drawdowns in the analysis?

Thank you.