|
PureBytes Links
Trading Reference Links
|
The "Revelation" part was funny, giving in-sample stellar results was
even funnier.
thx
On 6/16/05, Fred <ftonetti@xxxxxxxxxxxxx> wrote:
> Yes ... I had seen that but thought you might have it in more
> convenient form. Thanks any way.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Dickie Paria" <babui@xxxx> wrote:
> > 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;
> > > > > >
> > > > > >
> > ***************************************************************
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
--
Janeczko for President!
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|