

MachTrend system dynamics


Please view this simple diagram to illustrate the points clearly, MachTrend versus a moving average DSP system  


F is very high in the above model and we can see that when real slippage is applied a very good system becomes a losing system. Simply working out 1500 trades x 4 points cost and slippage we get 6000 points knocked off our profit. Now you are beginning to understand the F reduction logic. Lets repeat the above test, but this time we going to use MachTrend which has a much lower F and see how much effect the commissions and slippage have on points profit. 

MachTrend on real time futures data 

If you like to be more active and
have a higher (F) system you can use MachTrend on real time data


