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PureBytes Links
Trading Reference Links
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Thanks to those who have sent me trading system workbooks and indicator
workbooks. I'm quickly putting together an excel 97 library. Hopefully, we
can make some of these workbooks available to serious users. Every workbook
received to date is impressive quality. They sure make my programming
efforts look "dumpy".
If you have a workbook that you would like to share or swap send me an
email. Unfortunately, I don't know how to send out older versions of the 97
workbooks that I have permission to exchange.
Am currently working on Stridsman's very large workbook posted at
http://www.futuresmag.com/industry/downloads/downloads.html
"... "Working in a coal mine" January 1999 Article spreadsheet This
spreadsheet includes the charts and data used for the article, as well as
additional out-of-sample data not shown in the article. Excel 97 spreadsheet
..."
7 big sheets, including nice summary sheet for easy comparison.
Some macros, but most of the formulas are "in-cell" code.
It uses S&P futures data from mid 1985 to Dec 1994, 2530+ rows. So it is
good for out of sample system testing.
Mainly, it's a "data mining" workbook to "get to know" your data, Percentage
of up days, down days, how many up days before reversal, etc. Lots of basic
probabilities that are useful for discretionary trading and system
development.
Unfortunately, it doesn't have any titles on the columns. I've figured out
most, if anyone else has looked at it, I'd be interested in comparing notes.
It's always good to know what you're looking at.
Best regards
Walter
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