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There you go - 15 minutes of fame - just like that.
Now I will have to work on the rich part. I think this will take a little
longer.
Thanks for naming it. I never could come up with something I liked. I'll even
change my s/w to reflect the new name.
I'll try the m.a. crossover - perhaps it will get me in earlier - or out at the
peak? Why didn't I think of that?
David Duggan
John Hunter wrote:
> DDTI is the David Duggan Trend Index. See you are famous already.
> I used a simple 9 day MA, just dropped it on the DDTI.
> -----Original Message-----
> From: David Duggan <mmaker@xxxxxxxxxxx>
> To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
> Date: Wednesday, 16 September 1998 1:17
> Subject: Re: "Trade The Trend" - Freebie - DD Trend Formula
>
> >John - while I amuse myself with unravelling past formulas can you expand
> on the
> >DDTI you mentioned and the ma period you use. I am not familiar with ddti
> or
> >maybe I haven't gone thru all the latest ms formulas available.
> >
> >David Duggan
> >
> >David Duggan wrote:
> >
> >> These are good questions John.
> >>
> >> I developed the majority of the formulas sometime ago and then added to
> them
> >> over time - so its possible there is some duplication (re:the 40 week
> m.a.).
> >>
> >> Anyways I just wanted you to know I received your email and I will work
> on a
> >> response but it may take me a little time as my daughter gets most of
> time
> >> during her waking hours which lately seem to run till 10:00pm. (A little
> late
> >> for a 2 yr. old)
> >>
> >> That last one on the price oscillator will take some time to think thru
> again.
> >>
> >> The parameters on the std indicators represent in in my opinion when the
> >> underlying equity is moving from weak or neutral into strong territory
> (i.e.
> >> starting to show strength).
> >>
> >> David Duggan
> >>
> >> John Hunter wrote:
> >>
> >> > David,
> >> > Thank you for contribution. I am sorry to have not got back to you
> sooner
> >> > but with two Aussies working their way to the final of the US Open and
> the
> >> > Australian team picking up more gold at the Commonwealth Games than is
> held
> >> > by our Reserve Bank it has been too easy to get distracted. Roll on
> Sydney
> >> > and 2000.
> >> > When we get something like your posting I like to pull it apart and try
> to
> >> > understand what each part is meant to do. One first question I have is
> what
> >> > is the significance of the 40 day moving average as you use it three
> times
> >> > in the system, in fact you use (Mov(C,40,S),>,Ref(Mov(C,40,S),-1) in
> the
> >> > formula as well as a filter in the Explorer (and a third time if you
> count
> >> > its use in colB)?
> >> > >>From what I can see the things you are trying to measure can be
> grouped as
> >> > follows:
> >> >
> >> > 1. You test for when a number of standard indicators are above some
> value,
> >> > eg
> >> > * If(RSI(14),>,55,1,0) and
> >> > * If(C,>,SAR(0.02,0.20),1,0) and
> >> > * If(MFI(14),>=,65,1,0) and so on.
> >> >
> >> > 2. You test for when a variable is greater today than when it was
> yesterday,
> >> > eg
> >> > * If(TRIX(12),>,Ref(TRIX(12),-1),1,0) and
> >> > * If(Mov(EMV(14,S),3,S),>,Ref(Mov(EMV(14,S),3,S),-1),1,0) and
> >> > * If(Mov(C,40,S),>,Ref(Mov(C,40,S),-1),1,0) and so on.
> >> >
> >> > 3. Things being greater than their moving average, eg
> >> > * If(MACD(),>,Mov(MACD(),9,E),1,0) and
> >> > * If(OscP(10,20,E,$),>,Mov(OscP(10,20,E,$),10,S),1,0) and so on.
> >> >
> >> > 4. Some "mix up" type measures, like:
> >> > * If(((H+L+C)/3),>,(Mov(C,20,S)+(2*Std(C,20))),1,0) and
> >> > * If(Mov(C,40,E)-Mov(O,40,E),>,0,1,0) or even
> >> > *
> >> >
> If(Mov(C,10,S),>=,Ref(Mov(C,10,S),-1),If(Mov(C,20,S),>=,Ref(Mov(C,20,S),-1),
> >> > If(Mov(C,10,S),>=,Mov(C,20,S),1,0),0),0) (which is, by the way a great
> set
> >> > of nested "ifs", but I am still working on the logic involved here
> requiring
> >> > all three conditions to be true to get a single point. Sure it reduces
> the
> >> > weighting you assign to moving averages of the price but seeing that it
> >> > clearly defines an uptrend why not give it a higher weighing?).
> >> >
> >> > 5. Mysteries, like:
> >> > *
> >> >
> If(Abs(Sub(OscP(10,20,E,$),Mov(OscP(10,20,E,$),10,S))),>=,Ref(Abs(Sub(OscP(1
> >> > 0,20,E,$),Mov(OscP(10,20,E,$),10,S))),-1),1,0) and
> >> > *
> If(Mov(C-OscP(1,31,E,$),2,E),>,Ref(Mov(C-OscP(1,31,E,$),2,E),-1),1,0).
> >> > Simple on the face of it requiring a value today to be greater than it
> was
> >> > yesterday but what is the thing that produces the value doing? Both of
> these
> >> > are complete mysteries to me. What can you tell us about them,
> particularly
> >> > the first. I will start on these by turning them into functions and
> plotting
> >> > them against the price chart just to get an idea of what they are meant
> to
> >> > show.
> >> >
> >> > A final note is that I generally trade futures so your suggested
> explorer is
> >> > of no use to me but I have worked on a simple system that uses the DDTI
> and
> >> > a moving average of it to generate buy and sell signals on the long
> side
> >> > only of the All Ords Index (our DJIA) with some success ($10,000 to
> $90,000
> >> > in three years so it has enough start there to maintain interest).
> >> >
> >> > Will keep you informed of progress offline as time permits.
> >> >
> >> > JH
> >> >
> >> > -----Original Message-----
> >> > From: David Duggan <mmaker@xxxxxxxxxxx>
> >> > To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
> >> > Date: Friday, 11 September 1998 2:53
> >> > Subject: Re: "Trade The Trend" - Freebie - DD Trend Formula
> >> >
> >> > >Here is a freebie:
> >> > >
> >> > >I will call it the DD Trend Formula for now (MS 6.0 is a minimum
> reqm't).
> >> > Its
> >> > >a trend following formula that will avoid many (maybe not all)
> whipsaws.
> >> > (I
> >> > >really want to test this on thousands of securities to see what
> happens in
> >> > the
> >> > >long run.)
> >> >
> ....................snip.............................snip...................
> >> > ......
> >> > >Again any and all comments welcome!!!
> >> > >
> >> > >David Duggan
> >
> >
> >
> >
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