Fred,
I have it in a file format
if you want it
Any Sector you may want or
sub sector
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Fred
Sent: Thursday, June 16, 2005 3:14
PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Complete
AFL code for the "Revelation Trading System"
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
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