|
PureBytes Links
Trading Reference Links
|
DM,
Not having a go at you but in the belief I am helping.
I also had a quick look at the Gummy site and I have to ask:
"Is this a joke?".
I wouldn't research my ideas from a site like that.
To me trading is a game, but it is one that should be approached in a
business-like manner; as if we are going to war.
I only reference academics who have taken a deep interest in trading
or seasoned traders who have published.
Above all else I trust in myself and the results of the hard work I
put into research.
A couple of suggestions that might help you:
1. staying on the straight and narrow; buy the Zweig book and get it
straight from the horses mouth. $12.99 USD; a business development
expense.
Then clearly define exactly which strategy from the book you want to
code before you start.
2. straying from the straight and narrow; many good ideas pop-up in
the middle of research. Write them down, think them through, then go
ahead with coding and testing them.
Wild ideas seldom turn into profits but you do learn a hell of a lot
chasing them.
Specifically:
Paul's code correctly defines the strategy as originally described by
you and also in point 1 at the gummy site.
I contend it is a strategy that is true to the tenents of trading,
whether or not it is Mr Zweig's exact formula.
Why not go ahead and test it, including with different time periods?
If it fails *the test* at least you can cross it off the list.
That will be one less out of the thousands or tens of thousands of
trading strategies to worry about.
Having done that, why worry about conforming to other peoples
spreadsheets (there is an awful lot of trading rubbish out there on
the web)?
Why not get out the pencil and paper and write down all the possible
combinations of the strategy that you think might work.
Then download a small amount of data into Ami for use as a training
database (small databases are easier to use when cross referencing
spreadsheets etc).
Code all of your variations and test them in Ami.
Export the data into Xcel and *manually* execute the strategies.
See if your code *made the trade* as you expected.
If not, go back and repair the code until it does (the forum will
almost certainly help you provided your strategy is well defined and
understandable to others).
If you think I have been too hard on you, say so and I will apologise.
Regards,
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, "dmcleod1981" <dmcleod1981@xxx>
wrote:
>
> Paul,
>
> I think you are correct. I posted the comments as they came from the
> site but I think you are right in that its from the last signal. I
> guess I need to incorporate LastValue or valuewhen? I will try these
> out and see if I can work through this. Again, thanks for your time
in
> looking at this.
>
> Thanks,
> DM
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paultsho@> wrote:
> >
> > I took a quick look at the spreadsheet, it has something that is
very
> > different than what you have described
> > I think it goes something like sell if the close is certain %
below the
> > highest high since the last buy, and buy if it is certain % above
> the lowest
> > low
> > since the last sell.
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
> > Of dmcleod1981
> > Sent: Sunday, 4 March 2007 11:12 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Zweig 4% Rule/System
> >
> >
> >
> > Paul,
> >
> > Thanks for the help, unfortunately this doesn't match up with any
of
> > the signals when compared to excel and also doesn't match up with
> > other sources who post this system. Now I just have to figure out
why.
> > I appreciate your help and this has given me other ways to test.
> > Using FLIP seemed to get me closer but still didn't quite fit the
> > bill even when using the same data source. Again, thanks for
taking a
> > look at it.
> >
> > Thanks,
> > DM
> >
> > --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com,
> > "Paul Ho" <paultsho@> wrote:
> > >
> > > This is what you need
> > > buy = cross(c, ref(llv(c, 52), -1)* 1.04);
> > > sell = cross(ref(hhv(c, 52), -1)*0.96, c);
> > >
> > >
> > > _____
> > >
> > > From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> > [mailto:amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com]
> > On Behalf
> > > Of dmcleod1981
> > > Sent: Saturday, 3 March 2007 4:43 AM
> > > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> > > Subject: [amibroker] Re: Zweig 4% Rule/System
> > >
> > >
> > >
> > > Paul,
> > >
> > > I am trying to set the rules as defined by this site:
> > > http://www.gummy- <http://www.gummy-
> > <http://www.gummy-stuff.org/zweig.htm> stuff.org/zweig.htm>
> > stuff.org/zweig.htm
> > >
> > > "* You compare this Friday's closing price with recent weekly
closes.
> > > * If there was a recent low, and this Friday's close is 4%
higher
> > > than that low, then you assume you're at a market low and you
Buy.
> > > * If there was a recent high, and this Friday's close is 4%
lower
> > > than that high, then you assume you're at a market high and you
Sell."
> > >
> > > The Flip recommendation posted earlier seemed to solve the
weekly
> > > buying problem and I am now trying to see if the trades match
up with
> > > the right close and HHV/LLV values in excel. I might not have
the
> > > threshold calculated correctly so I appreciate the help.
> > >
> > > Thanks
> > > DM
> > >
> > > --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com,
> > > "Paul Ho" <paultsho@> wrote:
> > > >
> > > > This statement doesnt look right
> > > > buy if the Close drops 4% below the HHV of the last 52 weeks
and buy
> > > if the
> > > > Close is greater than the LLV of the last 52 weeks based on
Fridays
> > > close.
> > > > 1. Is the first buy a sell?
> > > > 2. Does the second buy have a 4% limit somewhere, or do you
just
> > > want to buy
> > > > anytime when its greater than its 52weeks low which is just
about
> > > all the
> > > > time.
> > > >
> > > >
> > > > _____
> > > >
> > > > From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com
> > > [mailto:amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com]
> > > On Behalf
> > > > Of Dave McLeod
> > > > Sent: Friday, 2 March 2007 4:10 AM
> > > > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> > > > Subject: [amibroker] Zweig 4% Rule/System
> > > >
> > > >
> > > >
> > > >
> > > > I am trying to code the Zweig 4% reversal system but I am not
> > > catching on as
> > > > to how to limit the buys and sells from each week.
> > > >
> > > > Your supposed to buy if the Close drops 4% below the HHV of
the
> > last 52
> > > > weeks and buy if the Close is greater than the LLV of the
last 52
> > weeks
> > > > based on Fridays close.
> > > >
> > > > Here is what I have so far.
> > > >
> > > > DOW=DayOfWeek()==5;
> > > > Hi=HHV(Close,52);
> > > > Lo=LLV(Close,52);
> > > > VBuy = Close*1.04>=Ref(Lo,-1) AND DOW;
> > > > VSell = Close*.96<=Ref(Hi,-1) AND DOW;
> > > > Buy = ExRem(VBuy,VSell);
> > > > Sell = ExRem(VSell,VBuy);
> > > >
> > > > This buys and then sells each week. I am obviously not using
exrem
> > > correctly
> > > > and it still buys weekly wether I have DOW in or out.
> > > >
> > > > If someone could point out my mistakes that would be great.
> > > >
> > > > Thanks
> > > > DM
> > > >
> > > >
> > > > _____
> > > >
> > > > We won't tell. Get more on shows
> > > >
> > > <http://us.rd.
> > > <http://us.rd.
> >
<http://us.rd.yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265
>
> > yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265>
> > > yahoo.com/evt=49980/*http://tv.yahoo.
> > <http://tv.yahoo.com/collections/265> com/collections/265>
> > > you
> > > > hate to love
> > > > (and love to hate): Yahoo!
> > > >
> > > <http://us.rd.
> > > <http://us.rd.
> >
<http://us.rd.yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265
>
> > yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265>
> > > yahoo.com/evt=49980/*http://tv.yahoo.
> > <http://tv.yahoo.com/collections/265> com/collections/265>
> > > TV's
> > > > Guilty Pleasures list.
> > > >
> > >
> >
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Yahoo! Groups gets a make over. See the new email design.
http://us.click.yahoo.com/hOt0.A/lOaOAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> 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/
|