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I forgot an important ingredient in this Recipe. Best parameters for
the Macd are a 31 day EMA subtracted from a 7 day EMA. Bill Saxon.
Bill Saxon wrote:
>
> Steve, Here is thumbnail sketch of the strategy. I'll skip the
> reasoning behind the Fund choices, which were chosen by back testing,
> and the statistics. Average return is cited to be 34.8% Annual
> Compound Return for 9/1/88 to 3/26/97.
>
> 1. Divide FSVLX by FLTMX using a Composite in Downloader to get a
> Comparative Relative Strength. You can't do this by pulling down from
> the Indicator List unless you want to go through a complicated process
> with PArray formulas.
>
> 2. Apply a Custom Formula for a Histogram of a Macd not a Macd
> Histogram (forget the Trigger Line in the calculations.) You're only
> interested in when Macd crosses 0. This produces FastTrack's
> AccuTrack.
>
> 3. Buy FSVLX when AppelTrack is positive, go to MM when it is
> negative.
>
> Hope this helps.
>
> Bill Saxon
>
> Steven Buss wrote:
> >
> > Bill,
> >
> > Part of what I've come up with to figure out how I've been so wrong has to
> > do with various MACD things.
> >
> > I appreciate your comments. What is SVLLTM? And to what does your
> > reference to 1/27/97 refer?
> >
> > Thanks a bunch.
> >
> > Steven Buss
> > Walnut Creek, CA
> > sbuss@xxxxxxxxxxx
> >
> > -----Original Message-----
> > From: Bill Saxon <billsaxon@xxxxxxxx>
> > To: EMail FastTrack <fasttrack@xxxxxxxxxxxxxx>; EMail Metastock
> > <metastock-list@xxxxxxxxxxxxx>
> > Date: Friday, November 21, 1997 2:04 PM
> > Subject: AppelTrack
> >
> > >I felt the SVLLTM Strategy (Comments 1/27/97) was a good, conservative
> > >one to use in such perilous times. I wanted the Charts in MS where I
> > >could get the superior Graphics and flexibility of customization. I
> > >wanted to add a few confirming Indicators in a Layout.
> > >
> > >To this end I set out to determine just what type of Momentum Model
> > >FastTrack's Accutrack was. For those who may want to utilize this in
> > >other software it is simplicity itself. It is simply a Histogram of a
> > >Macd of a Comparative Relative Strength line (not the customary Macd
> > >Histogram that tracks the crossing of the trigger line but one that
> > >tracks the Macd crossing of the 0 line.) It is a very effective
> > >Indicator for switching between Equity and Index or Equity and Equity
> > >in the proper type Market.
> > >
> > >Thank you George Appel.
> > >
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