Monday, 28 May 2012

Update Done

Just finished updating my latest signals table based on Friday's Commitments of Traders results. Sorry for the delay in the update. I was interrupted part-way through my update before the open this morning when Google Docs crashed. Good luck this week!

5 comments:

lachezar zahariev said...

hi , wen you update table white backtesting results ? thnks

lachezar zahariev said...

Hi Alex , wen you updates your table whit backtesting results , especialy Nat.Gaz ?

Alex Roslin said...

Hi Lachezar,

The table is updated with all of my current setups. I'm using the old gas setup that I've used for a couple of years because the trading results are so good.

Regards,
Alex

suchir said...

Alex,

For your crude oil setup, what moving average are you subtracting (ex.4 week average) and how many weeks are aggregated to calculate the standard deviation? I am backtesting it and trying to generate a whole host of trade statistics. I can send you a private email with the results.

Thanks,

Suchir

Alex Roslin said...

Hi Suchir,

I haven't published that information.

Regards,
Alex