But what is ^DJI getting you? When I compare the intraday chart on Yahoo! to the Yahoo!'s historical quotes page, the Open/High/Low don't match between them. I think the ^DJI ticker for historical quotes on Yahoo! is getting you the "theoretical" index value. If so, it's nothing that you can really trade with except for the closing price -- the lows will be lower and the highs will be higher on a "theoretical" calculation, because it assumes all 30 stocks are hitting their low and high for the day at the same time.
On 12/31/06, kevinoversby <[EMAIL PROTECTED]> wrote: > SetTradeDelays(0,0,0,0); > BuyPrice = Ref(C,-1) - 50; > Buy = L < BuyPrice; > Sell = 1; SellPrice = C; > > Try this long only on ^DJI with same bar exit enabled (daily > timeframe). Nets around 5000 points a year in recent years with low > drawdowns. Subtract 1 point per day per contract for commisions (IB > rate for mini-dow). $5K per contract gives acceptable drawdowns and > 100% account increase per 1000 points on the YM. > > Any comments, improvements or other suggestions would be welcomed.
