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Hi there,
Have just seen your posting RE Gann Swing Charts. I have not
seen the TASC article, with Krausz's system or rules.
I would be very grateful if anyone could post a copy of the system
and rules if available.
Thanks a million in advance.
Regards
Benzie
On 9 Mar 99, at 16:38, Barry Marx wrote:
> I had a off-request for the short entry rule I had written for the Gann
> Swing System, so here it is. I have studied the System Tester thoroughly,
> so I'm not sure that I'm doing everything correctly, by my results on a
> few random stocks were not too impressive (a lot of whipsaws):
>
> Note that in his TASC article, Krausz says to implement Rule 3 with an
> intraday buy/sell by setting a buy stop 2 ticks above/below the previous
> peak/trough.
>
> --------------------------------------------------------------------------
> ----------------------------------------------------------
>
> {Previous Trough Value}
> Tv:=ValueWhen(1,FmlVar("GANN-Trend","Tv")>0,
> FmlVar("GANN-Trend","Tv"));
> When(
> {Rule 1}
> (
> {Trend is down}
> FmlVar("GANN-Trend","Tdv")=-1
> AND
> {yesterday's HiLo is below the bar}
> Ref(FmlVar("GANN-HiLo","HLv"),-1)=1
> AND
> {close today is below yesterday's HiLo}
> CLOSE < Ref(Fml("GANN-HiLo"),-1)
> )
> OR
> {Rule 2}
> (
> {change from uptrend to downtrend}
> FmlVar("GANN-Trend","Tdv")=-1 AND
> Ref(FmlVar("GANN-Trend","Tdv"),-1)=1
> AND
> {yesterday's HiLo is above the bar}
> Ref(FmlVar("GANN-HiLo","HLv"),-1)=-1
> )
> OR
> {Rule 3}
> (
> {Trend is down}
> FmlVar("GANN-Trend","Tdv")=-1
> AND
> {Close below the previous trough}
> CLOSE < Tv
> AND
> {yesterday's HiLo is above the bar}
> Ref(FmlVar("GANN-HiLo","HLv"),-1)=-1
> )
>
>
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