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Al- 'sHappenen?
Sorry, Monday morning brain fog.
Reference is to using the TRIX formula posted last week to the
group:
pds=Optimize("pds",12,5,23,3);
pds2=Optimize("pds2",3,3,15,1);
Buy=Trix(pds)
>
EMA(Trix(pds),pds2);
Sell=Trix(pds)
<
EMA(Trix(pds),pds2);
Short=Trix(pds)
<
EMA(Trix(pds),pds2);
Cover=Trix(pds)
>
EMA(Trix(pds),pds2);
Filter=1;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);
AddColumn(Buy,"Buy");
AddColumn(Sell,"sell");
AddColumn(Short,"short");
AddColumn(Cover,"cover");
A remark had
been made that this formula seemed workable, but that the selection of
stocks to which it was applied made a substantial difference. In search
for such stocks, I tested this formula over the stocks listed in the
CCT50.tls, (which is used by Steve in his CMO System).
When optimizing individually over each stock in the CCT50.tls, the
results consistently come up pds=5 and pds2=3. When these optimized
figures were entered into the formula, the backtested results for
AMTL,
BEAS, CEFT, AHIR, CHKP, CMVT, CTX, DYN, KLAC, MERQ, NVDA, SEBL. came back
returning a performance of OVER 1500% for each stock. Of these, MERQ is
4800% and NVDA is 4900%
Settings: Init. Eq
10,000 Positions: Long
Periodicity: Daily
Long Trade Buy Price: Open Delay: 0
Short Trade Buy Price: Open Delay: 0
Max. Stop Loss, Profit Target, Trailing Stop all are Disabled
Reporting set to Overall Summary
Hope this is clearer now. Also hope this is reality, and not a
continuation of the brain fog. Perhaps a cup of coffee would
help...
Nate
At 10:08 AM 6/24/02 -0400, you wrote:
Hi, Nate. Long time, no hear. I'm
not sure your post is about the CMO5 system or the Turtle system. Can you
elaborate a little on what you are talking about? What are you setting to
0? How do you use TRIX to evaluate preformance of a system? I'm at work
right now, so I cannot go back and review past posts. Thanks.
Al Venosa
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