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Trading Reference Links
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Go to Yahoo Finance - Industries - Biotech - Company Index - Public
for the list. Here's a copy of that webpage. They are the exact
stocks that I used for my test.
A
A.C.T. Holdings Inc. [ACTH.OB]
Abgenix, Inc. [ABGX]
ACADIA Pharmaceuticals Inc. [ACAD]
Acambis plc [ACAM]
Adherex Technologies Inc. [ADH]
ADVENTRX Pharmaceuticals, Inc. [ANX]
Aeolus Pharmaceuticals, Inc. [AOLS.OB]
Alfacell Corporation [ACEL]
Alliance Pharmaceutical Corp. [ALLP.OB]
Alnylam Pharmaceuticals, Inc. [ALNY]
Amarillo Biosciences, Inc. [AMAR.OB]
Amgen Inc. [AMGN]
Anadys Pharmaceuticals, Inc. [ANDS]
Anika Therapeutics, Inc. [ANIK]
Antigenics Inc. [AGEN]
Aphton Corporation [APHT]
ARIAD Pharmaceuticals, Inc. [ARIA]
Aspreva Pharmaceuticals Corporation [ASPV]
Astralis Ltd. [ASTR.OB]
AutoImmune Inc. [AIMM.PK]
AVAX Technologies, Inc. [AVXTE.OB]
B
Barrier Therapeutics, Inc. [BTRX]
Bio-Life Labs, Inc. [BLFE.OB]
BioCryst Pharmaceuticals, Inc. [BCRX]
Bioenvision, Inc. [BIVNE]
Biogen Idec Inc. [BIIB]
Biomira Inc. [BIOM]
BioSante Pharmaceuticals, Inc. [BPA]
BioSpecifics Technologies Corp. [BSTC.PK]
BioTime, Inc. [BTX]
Boston Life Sciences, Inc. [BLSI]
C
Cadus Corporation [KDUS.OB]
CalbaTech, Inc. [CLBE.OB]
CancerVax Corporation [CNVX]
Cardiovascular BioTherapeutics, Inc. [CVBT.OB]
CEL-SCI Corporation [CVM]
Cell Therapeutics, Inc. [CTIC]
Cerus Corporation [CERS]
Charles River Laboratories International, Inc. [CRL]
Chiron Corporation [CHIR]
Compugen Ltd. [CGEN]
Corautus Genetics Inc. [VEGF]
Corcept Therapeutics Incorporated [CORT]
Corgentech Inc. [CGTK]
Corixa Corporation [CRXA]
CoTherix, Inc. [CTRX]
Critical Therapeutics, Inc. [CRTX]
Crucell N.V. [CRXL]
Curis, Inc. [CRIS]
CV Therapeutics, Inc. [CVTX]
Cypress Bioscience, Inc. [CYPB]
CytoGenix, Inc. [CYGX.OB]
Cytokinetics, Incorporated [CYTK]
CytRx Corporation [CYTR]
D
Deltagen, Inc. [DGENQ.PK]
Dermisonics, Inc. [DMSI.OB]
Discovery Laboratories, Inc. [DSCO]
Discovery Partners International, Inc. [DPII]
Diversa Corporation [DVSA]
DNAprint genomics, Inc. [DNAP.OB]
Dragon Pharmaceuticals Inc. [DRUG.OB]
Dyax Corp. [DYAX]
E
Embrex, Inc. [EMBX]
Encysive Pharmaceuticals Inc. [ENCY]
EntreMed, Inc. [ENMD]
Entropin, Inc. [ETOP.OB]
Enzon Pharmaceuticals, Inc. [ENZN]
Eternal Technologies Group, Inc. [ETLT.OB]
EXACT Sciences Corporation [EXAS]
Eyetech Pharmaceuticals, Inc. [EYET]
F
Favrille, Inc. [FVRL]
Forbes Medi-Tech Inc. [FMTI]
G
Genaera Corporation [GENR]
Genelink, Inc. [GNLK.OB]
GeneMax Corp. [GMXX.OB]
Genentech, Inc. [DNA]
GeneThera, Inc. [GTHA.OB]
Genitope Corporation [GTOP]
Genta Incorporated [GNTA]
Genzyme Corporation [GENZ]
Gilead Sciences, Inc. [GILD]
GlycoGenesys, Inc. [GLGS]
GPC Biotech AG [GPCB]
GTC Biotherapeutics, Inc. [GTCB]
GTx, Inc. [GTXI]
H
Halozyme Therapeutics, Inc. [HTI]
Helix BioMedix, Inc. [HXBM.OB]
Hemispherx Biopharma, Inc. [HEB]
Hemosol Corp. [HMSL]
Heska Corporation [HSKA]
HIV-VAC, Inc. [HIVV.PK]
Hollis-Eden Pharmaceuticals, Inc. [HEPH]
Hybridon, Inc. [HBY]
I
ID Biomedical Corporation [IDBE]
Idenix Pharmaceuticals, Inc. [IDIX]
IGI, Inc. [IG]
Illumina, Inc. [ILMN]
ImClone Systems Incorporated [IMCL]
Immtech International, Inc. [IMM]
Immunomedics, Inc. [IMMU]
Incyte Corporation [INCY]
Indevus Pharmaceuticals, Inc. [IDEV]
Inhibitex, Inc. [INHX]
Insmed Incorporated [INSM]
Integra LifeSciences Holdings Corporation [IART]
Invitrogen Corporation [IVGN]
K
Kosan Biosciences Incorporated [KOSN]
L
La Jolla Pharmaceutical Company [LJPC]
Large Scale Biology Corporation [LSBC]
LecTec Corporation [LECT.OB]
Lescarden Inc. [LCAR.OB]
Life Sciences Research, Inc. [LSRI.OB]
LifeCell Corporation [LIFC]
Lifecore Biomedical, Inc. [LCBM]
Lipid Sciences, Inc. [LIPD]
Lorus Therapeutics Inc. [LRP]
M
Manhattan Pharmaceuticals, Inc. [MHTT.OB]
MannKind Corporation [MNKD]
Martek Biosciences Corporation [MATK]
Medarex, Inc. [MEDX]
Medicis Pharmaceutical Corporation [MRX]
Medicure Inc. [MCU]
MedImmune, Inc. [MEDI]
Memory Pharmaceuticals Corp. [MEMY]
Metabasis Therapeutics, Inc. [MBRX]
MIGENIX Inc. [MGIFF.PK]
Miravant Medical Technologies [MRVT.OB]
Momenta Pharmaceuticals, Inc. [MNTA]
MultiCell Technologies, Inc. [MCET.OB]
Mymetics Corporation [MYMXE.OB]
N
Nabi Biopharmaceuticals [NABI]
Nanogen, Inc. [NGEN]
NeoPharm, Inc. [NEOL]
Neose Technologies, Inc. [NTEC]
Neurobiological Technologies, Inc. [NTII]
Neurocrine Biosciences, Inc. [NBIX]
New River Pharmaceuticals Inc. [NRPH]
North American Scientific, Inc. [NASI]
Northfield Laboratories Inc. [NFLD]
Northwest Biotherapeutics, Inc. [NWBT.OB]
Nova BioGenetics, Inc. [NVBG.OB]
Novavax, Inc. [NVAX]
Novogen Limited [NVGN]
NPS Pharmaceuticals, Inc. [NPSP]
Nutra Pharma Corp. [NPHC.OB]
Nutrition 21, Inc. [NXXI]
O
Onyx Pharmaceuticals, Inc. [ONXX]
Oragenics, Inc. [ONI]
Organetix, Inc. [OGTX.OB]
OXiGENE, Inc. [OXGN]
P
Pacific Biometrics, Inc. [PBME.OB]
Paligent Inc. [PGNT.OB]
Peregrine Pharmaceuticals, Inc. [PPHM]
Pharmacopeia Drug Discovery, Inc. [PCOP]
Pharmos Corporation [PARSD]
Pharsight Corporation [PHST.OB]
PhytoMedical Technologies, Inc. [PYTO.OB]
Pluristem Life Systems Inc. [PLRS.OB]
PRAECIS PHARMACEUTICALS INCORPORATED [PRCS]
Prana Biotechnology Limited [PRAN]
Progen Industries Limited [PGLAF]
Protalex, Inc. [PRTX.OB]
Protein Design Labs, Inc. [PDLI]
Protein Polymer Technologies, Inc. [PPTI.OB]
Protide Pharmaceuticals, Inc. [PPMD.PK]
pSivida Limited [PSDV]
Q
QIAGEN N.V. [QGEN]
Quick-Med Technologies, Inc. [QMDT.OB]
R
Regeneron Pharmaceuticals, Inc. [REGN]
Renovis, Inc. [RNVS]
Repligen Corporation [RGEN]
S
Sangamo BioSciences, Inc. [SGMO]
Savient Pharmaceuticals, Inc. [SVNT]
Seattle Genetics, Inc. [SGEN]
Senesco Technologies, Inc. [SNT]
SEQUENOM, Inc. [SQNM]
Serologicals Corporation [SERO]
Serono S.A. [SRA]
Solexa, Inc. [SLXA]
Spectrum Laboratories, Inc. [SPTM.OB]
StemCells, Inc. [STEM]
Stratagene Corporation [STGN]
T
Targeted Genetics Corporation [TGEN]
TECHNE Corporation [TECH]
Tercica, Inc. [TRCA]
The Immune Response Corporation [IMNR]
Theravance, Inc. [THRX]
Third Wave Technologies, Inc. [TWTI]
Titan Pharmaceuticals, Inc. [TTP]
Transkaryotic Therapies, Inc. [TKTX]
Trimeris, Inc. [TRMS]
U
Unigene Laboratories, Inc. [UGNE.OB]
V
V.I. Technologies, Inc. [VITX]
Valentis, Inc. [VLTS]
VaxGen, Inc. [VXGN.PK]
Vernalis plc [VNLS]
Vical Incorporated [VICL]
Vion Pharmaceuticals, Inc. [VION]
Viragen, Inc. [VRA]
ViroPharma Incorporated [VPHM]
Vitro Diagnostics, Inc. [VODG.OB]
Vyrex Corporation [VYRX.OB]
X
Xcyte Therapies, Inc. [XCYT]
XenoPort, Inc. [XNPT]
Xenova Group plc [XNVA]
XOMA Ltd. [XOMA]
Xtrana, Inc. [XTRN.OB]
Z
Zonagen, Inc. [ZONA]
ZymoGenetics, Inc. [ZGEN]
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> Can you post a list or a .tls of the biotech stocks you ran through
> this process ?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Dickie Paria" <babui@xxxx> wrote:
> > Fred - many NDX stocks are large cap and the FVE money flow
> indicator
> > in the system works best with volatile small cap stocks.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> > > And I can see why you excluded pre 6/02 ...
> > >
> > > On NDX stocks from 6/96 - 6/02 ... -16% CAR on 74% DD's
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Dickie Paria" <babui@xxxx>
> wrote:
> > > > How would like to trade a system that will make you rich
> beyond
> > > your
> > > > wildest dreams, lower your cholesterol and make you a better
> > lover
> > > in
> > > > bed ?!! Don't think such a system exists !! then read on -
> my
> > > > sceptical friend........(afl code is below)
> > > >
> > > > This system was revealed to me, this morning, as I was
> crossing
> > 5th
> > > > Ave and 34th St...a bright white light shown down on me and I
> > heard
> > > a
> > > > Voice - "O' Grasshopper - combine a smart money flow
indicator
> > with
> > > a
> > > > momemtum indicator". I asked - which indicators - there are
> so
> > > many
> > > > of them ? The Voice replied - "must you ask such stupid qts,
> > > > Grasshopper. There is only the FVE smart money indicator by
> > Markos
> > > > Katsanos and the TSI momemtum indicator by William Blau.
> > > And...test
> > > > it only on volatile sectors".
> > > >
> > > > Such revelations come only once in a blue moon - so I put
> > together
> > > > the system (after playing around with many buy/sell rules)
and
> > > tested
> > > > it on all the stocks in the Biotech sector from Yahoo (I
think
> > > about
> > > > a 100+ stocks) from 6/14/02 - 6/13/04. $10k equity, 50%
> margin,
> > > Long
> > > > only, $16 trade comm. Results - 25 trades, 15 winners and
> annual
> > > > return of 312%. Gotta be a fluke, I said. So, I tried it on
> the
> > > > same stocks from 6/14/04 - 6/13/05. Annual return 335% !!
> > > >
> > > > Ok. there is a catch. There always is ! The buy/sell delays
> > were
> > > > set to '0' (meaning buy/sell happened as soon as the
> conditions
> > > were
> > > > met). This system would work only for those folks with fancy
> > > > automated trading (through IB with AB).
> > > >
> > > > What about the rest of us Grasshoppers who buy and sell on
the
> > open
> > > > with a 1 day trade delay ? Well, I re-tested and 6/14/02 -
> > 6/13/04
> > > > and 6/14/04 - 6/13/05 showed annual returns of 28% and 26%
> > > > respectively. Respectable....I guess.
> > > >
> > > > What about other volatile sectors - you say ? Sheeet ! O'
> > > > Grasshoppers in training - must I do all the work ?
> > > >
> > > > [Ok. Ok. So, I did exaggerate on the 'lowering cholesterol
> and
> > > being
> > > > better lovers in bed' but - hey - you can't ask for
everything]
> > > >
> > > > **************************************************************
> > > >
> > > > // Money Flow Indicator - FVE by Markos Katsanos - almost
> > > identical
> > > > to proprietary TSV money flow indicator by Worden
> > > >
> > > > Period = Param("Period for FVE", 22, 5, 80, 1 );
> > > > Coeff = Param("Coeff for Cutoff", 0.1, 0, 2, 0.01 );
> > > >
> > > > intra=log(H)-log(L);
> > > > Vintra = StDev(intra, period );
> > > > inter = log(Avg)-log(Ref(Avg,-1));
> > > > Vinter = StDev(inter,period);
> > > > Cutoff = Coeff * (Vinter+Vintra)*C;
> > > > MF = C- (H+L)/2 + Avg - Ref( Avg, -1 );
> > > > VC = IIf( MF > Cutoff, V,
> > > > IIf( MF < -Cutoff, -V, 0 ));
> > > > FVE = 100 * Sum( VC, Period )/(MA( V, Period ) * Period );
> > > >
> > > > // Momemtum Indicator by William Blau
> > > >
> > > > TSI = 100 * ( EMA( EMA( C - Ref( C, -1 ) ,25 ) ,13)
> > > > / EMA( EMA( abs( C - Ref( C, -1) ),25 ), 13 ) );
> > > >
> > > > // Plots for money flow and momentum indicators
> > > >
> > > > Plot(TSI,"TSI",43,1); //Plots TSI line
> > > >
> > > > PlotGrid(25,55); // shows white grid line for black background
> > > > PlotGrid(-25,-55); // same
> > > >
> > > > Plot(EMA(TSI,7),"TSI signal",32,1); // Plots a 7 day EMA of
TSI
> > > >
> > > > Plot( FVE, "Modified FVE", colorRed, styleThick ); // FVE
line
> is
> > > > shown in red
> > > > Plot (0,"",colorBlue,styleNoLabel); // shows a blue line
> through 0
> > > >
> > > >
> > > > RAD_TO_DEG = 180/3.1415926; // radians to degrees
> > > > LinRegAngleFVE = RAD_TO_DEG * atan( LinRegSlope( FVE,
> 22 ) ); //
> > > > calculates angle of money flow indicator
> > > >
> > > > // Buy Rules
> > > >
> > > > Buy = FVE > -10 AND FVE < 10 AND
> > > > LinRegAngleFVE > 30 AND
> > > > FVE > EMA( FVE, 5 ) AND EMA(FVE, 5) > EMA(FVE, 22) AND
> > > > LinRegSlope( C, 10 ) < Ref(C, -10 ) *0.6/100 AND
> > > > LinRegSlope( C, 10 ) > -Ref( C, -10 ) * 0.3/100 AND Cross(
> TSI,
> > EMA
> > > (
> > > > TSI, 7 ) );
> > > >
> > > > // Sell Rules
> > > >
> > > > Sell = Cross (EMA (TSI, 7), TSI) OR LinRegAngleFVE < -20;
> > > >
> > > >
***************************************************************
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