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I know thw author. He is FidoNet member, as I am. He told that he uses Cauchy theorem in some way.
I've seen 2 versions. The last version is exp-file, without source available. It draws fantastic equity chart, which occasionaly fells straight to near-zero at thre end.
You are right. I know the first version which is not good in forward testing at all (but very fantastic in backtesting).
Above posted version is from alpari forum and seems to be the same one.
But I did not test it.
FidoNet (http://www.fidonet.org/) is a separate global noncommercial mail/newsgroup network. It is not a part of Internet. However there are some Fido-Usenet gateways. Author's (Yury V. Reshetov) address in FidoNet is 2:5085/131.6. He posted (in august 2004) his messages, including his trading ideas, in RU.AI area, which can be reached via NNTP gates as FIDO7.RU.AI, language is russian.
Last edited by Duke Nukem; 12-10-2005 at 03:38 PM.