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<DIV><FONT face=Arial size=2>Last week I set Metastock to download during my
absence. With my head focused on the planed backpack trip, I had a
major brain fart and missed setting the system to get the prices for Jul
1st. Need some help getting these.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>I trade both stocks and futures with o/h/l/c/v/oi
data. Also most of the indexes. Rather than list all of these, if
some of you would be so kind to do a one day "dump" of what you have, I can make
it work. I can then download what ever is missing.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>I'll take MS or ASCII text files. ASCII is
the best and smallest. Please email the file directly to me. If you
need help with this, please email me. I would be happy to call you and
walk you through it. </FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>I would be eternally grateful for your
help</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>Thanks</FONT></DIV></BODY></HTML>
</x-html>From ???@??? Sun Jul 04 17:29:46 1999
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Message-ID: <001501bec65a$847578c0$802467d1@xxxxxx>
From: "Walter Lake" <wlake@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
References: <LMBBKJCLKIJIBBJLAEIJKEJHCGAA.nkormanik@xxxxxxxxxx>
Subject: Re: KyPlot
Date: Sun, 4 Jul 1999 16:19:26 -0400
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Status:
No Problem Nicholas. I owe lots and lots of debts to other "helpers" ... I'm
only too glad to return the service to the community.
This KyPlot upgrade has an expanded section on wavelets. If anyone has
practical applications in Excel etc. I'd appreciate hearing from them.
The original path into wavelets for me was through Timestat and then a
series of lecture notes at Univ. of B.C. sourced through the Journal of
Computational Intelligence in Finance at
http://ourworld.compuserve.com/homepages/ftpub/jcif.htm
===
Re Ed's email:
"... The mathematics involved in Optimal f are based on the following:
- you need to have a history of prior trades for your system
- you know the winning/losing percentage of trades for your system up to the
current trade being placed.
- winning and losing trades are used to determine a "holding period return"
- the holding period return is used to calculate a 'terminal wealth
relative" using the optimal contracts to hold (optimal f) ..."
Rick has in excess of 5,000 closed trades giving him a substantial personal
trading history to examine using Optimal f.
The "... assumptions behind this are: ..." are Gaussian?.
Best regards
Walter
----- Original Message -----
From: Nicholas Kormanik <nkormanik@xxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Sunday, July 04, 1999 1:58 PM
Subject: RE: KyPlot
> Thank you, Walter, for KyPlot and Statistics textbook URLs. Definitely
nice
> additions onto my hard disk.
>
> Nicholas
>
>
>
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