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Brian,
Before you dismiss the gummy site so off-handedly you might want to
find out more about the author and actually READ the material.
After reading Paul's synopsis I went back to excel and was able to
correctly get the results I was looking for that in fact mirror
Zweig's previous signals which was one of my original references as
well as some other sources. I mis-interpreted what the gummy site was
saying in its content. However, I now can match it as well. Now all I
need to do is figure out how to reference the previous signal in
Amibroker which my level of knowledge is still a work in progress.
You mention "why worry about conforming to other peoples
spreadsheets (there is an awful lot of trading rubbish out there on
the web)?" Isn't that the whole point of being able to test a system
is to find out if it's rubbish? However, to accurately be able to
replicate the system you need to have the correct rules (something I
failed to do initially.)
You also, said "Code all of your variations and test them in Ami."
That's what I am trying to do... while I appreciate your comments and
anyones' effort to help, the focus I need is in using the code
correctly in Amibroker. Once I understand the basics I will then be
able to test the "variations...and all the possible combinations of
the strategy that you think might work."
As for being to hard on me... I am pretty resilient hopefully I was
not too hard on you.
Thanks
DM
--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx> wrote:
>
> 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@>
> 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.
> > > > >
> > > >
> > >
> >
>
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