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<Does anyone have explorations for Jeff Cooper's Hit and Run Trading I and II?>
<Thanks, >
<Andrew Kornberg>
Just received this mail, eg for more info:
----------------------------------------------------------------------
In the Spring 1999 Equis Monitor, you'll find ...
- information on using the Raff Regression Channel
- a review of Jeff Cooper's book, Hit and Run Trading II (with
a special discount offer!)
- a MetaStock success story and how to share the story of your success
- important information on MetaStock seminars
- information on user groups and tradeshows
- and more!
You can view this exciting issue at -
http://www.equis.com/customer/newsletters/1999-2/index.html
Sincerely,
Your Friends at Equis Sales
---------------------------------------------------------------------
Also, here below is a (lengthy) write up(ped) archive.
With a thanks to the many mentioned contributors (email addresses were
withhold for obvious reasons(spam etc.)).
Regards,
Ton Maas
ms-irb@xxxxxxxxxxxxx
Dismiss the ".nospam" bit (including the dot) when replying.
==================================
----- Original Message -----
From: Marilin Larken
To: <metastock@xxxxxxxxxxxxx>
Sent: maandag 17 augustus 1998 21:42
Subject: RE: Profitable trades
Animal,
1234 Has a recommended minimum of $30.00, PDI(14)<MDI(14), ADX>30
I have the book, so if you have other questions let me know I'll look it up.
Marilin
-----Original Message-----
From: Animal
Sent: Friday, August 14, 1998 10:09 AM
To: 'metastock@xxxxxxxxxxxxx'
Subject: RE: Profitable trades
>
>
> Does anyone know if the Cooper 1234 has a minimum stock value to be
> included in the selection criteria. 5 Day Momentum has a $50 min for a buy
> and a $40 for a sell.
>
============================
----- Original Message -----
From: Christian Baude
To: <metastock@xxxxxxxxxxxxx>
Sent: vrijdag 14 augustus 1998 2:41
Subject: Re: Profitable trades
On Wed, 12 Aug 1998 09:34:53 -0500, you wrote:
>What is 1234?
Maybe:
"Hit and Run Trading - The Short-Term Stock Trader's Bible" - by Jeff
Cooper
Formulas+details below, courtesy of my "cut & paste" storage software <g>
====================================================================
-----------------------------------
From: "Chuck Engstrom"
-----------------------------------
Cooper 1234
This system requires the following.
1. The 14-day ADX >=30
2. The 14-day +DI must be greater than the 14-day -DI
3. Lastly there must be consecutive days where the closing price is
less than the previous day or the first day is lower and the second
and third day must less than or equat to its previous day.
Formula I called "HAR2" (means "Hit & Run 2," I guess):
If((ADX(14)>30) AND ((PDI(14))>(MDI(14))),-1,0)
Formula "OneTwoThreeFour":
If( (Fml( "HAR2" )=-1) AND (Fml( "ThreeLL" )=-1) ,-1 ,0 )
Formula "ThreeLL" (three lower lows):
If( (LOW<Ref(LOW,-1)) AND ((Ref(LOW,-1))<(Ref(LOW,-2))) AND
((Ref(LOW,-2))<(Ref(LOW,-3))),-1,0)
Formula "ThreeHH" (three higher highs):
If( (HIGH>Ref(HIGH,-1)) AND ((Ref(HIGH,-1))>(Ref(HIGH,-2))) AND
((Ref(HIGH,-2))>(Ref(HIGH,-3))),1,0)
--------------------------------
From: "Stephen Danik"
---------------------------------
{Cooper 1234 buy}
(ADX(14) > 30 AND PDI(14) > MDI(14)) AND {3 LOWER LOWS IN A ROW}
((L < Ref(L,-1) AND Ref(L,-1) < Ref(L,-2) AND Ref(L,-2) < Ref(L,-3))
OR
{2 LOWER LOWS IN A ROW AND AN INSIDE DAY}
(Ref(L,-2) < Ref(L,-3) AND Ref(L,-1) < Ref(L,-2) AND H <= Ref(H,-1)
AND L >= Ref(L,-1)) OR
{AN INSIDE DAY AND 2 LOWER LOWS}
(Ref((H <= Ref(H,-1) AND (L >= Ref(L,-1))),-2) AND Ref(L,-1) <
Ref(L,-2) AND L < Ref(L,-1)))
---------------------------------------------------------------
{Cooper 1234 sell}
(ADX(14) > 30 AND PDI(14) < MDI(14)) AND {3 HIGHER HIGHS IN A ROW}
((H > Ref(H,-1) AND Ref(H,-1) > Ref(H,-2) AND Ref(H,-2) > Ref(H,-3))
OR
{2 HIGHER HIGHS IN A ROW AND AN INSIDE DAY}
(Ref(H,-2) > Ref(H,-3) AND Ref(H,-1) > Ref(H,-2) AND H <= Ref(H,-1)
AND L >= Ref(L,-1)) OR
{AN INSIDE DAY AND 2 HIGHER HIGHS}
(Ref((H <= Ref(H,-1) AND (L >= Ref(L,-1))),-2) AND Ref(H,-1) >
Ref(H,-2) AND H > Ref(H,-1)))
====================================================================
-----------------------------
From: "Rob Cloutier"
-----------------------------
180 b
C > Mov(C,10,S) AND C > Mov(C,50,S) AND
Ref(C,-1) <= (Ref(L,-1)+(Ref(H-L,-1)*.25)) AND C >= L + ((H-L) *
.75)
180 s
C < Mov(C,10,S) AND C < Mov(C,50,S) AND
Ref(C,-1) >= (Ref(L,-1)+(Ref(H-L,-1)*.75)) AND C <= L + ((H-L) *
.25)
----------
Boomer b
ADX(14) > 30 AND PDI(14) > MDI(14) AND H <= Ref(H,-1) AND Ref(H,-1) <=
Ref(H,-2) AND
L >= Ref(L,-1) AND Ref(L,-1) >= Ref(L,-2)
Boomer s
ADX(14) > 30 AND PDI(14) < MDI(14) AND H <= Ref(H,-1) AND Ref(H,-1) <=
Ref(H,-2) AND
L >= Ref(L,-1) AND Ref(L,-1) >= Ref(L,-2)
----------
Expansion b
C > Ref(HHV(C,42),-1) AND H-L >= Ref(HHV((H-L),9),-1)
Expansion s
C < Ref(LLV(C,42),-1) AND (H-L) >= Ref(HHV((H-L),9),-1)
----------
Pivot b
H-L > Ref(HHV((H-L),9),-1) AND ((L <= Mov(C,50,S)) OR Ref(L,-1) <=
Ref(Mov(C,50,S),-1))
AND C > Mov(C,50,S)
Pivot s
H-L > Ref(HHV((H-L),9),-1) AND ((H >= Mov(C,50,S)) OR Ref(H,-1) >=
Ref(Mov(C,50,S),-1))
AND C < Mov(C,50,S)
----------
Gilligan b
GapDown() AND O < Ref(LLV(L,41),-1) AND C >= ((H+L)/2) AND C >= O
Gilligan s
GapUp() AND O > Ref(HHV(H,41),-1) AND C <= ((H+L)/2) AND C <= O
----------
Lizard b
O >= L + ((H-L) * .75) AND C >= L + ((H-L) * .75) AND L <
Ref(LLV(L,9),-1)
Lizard s
O <= L + ((H-L) * .25) AND C <= L + ((H-L) * .25) AND H >
Ref(HHV(H,9),-1)
----------
Slingshot b
(Ref(H > Ref(HHV(H,42),-1),-1) AND
L <= (Ref(L,-1) - .125)) OR (Ref(H > Ref(HHV(H,42),-1),-2) AND
Ref(L<=(Ref(L,-2) - .125),-1))
Slingshot s
2ML:=LLV(L,42);
(Ref(L < Ref(2ml,-1),-1) AND
H >= (Ref(H,-1) + .125)) OR (Ref(L < Ref(2ml, -1),-2) AND Ref(H >=
(Ref(H,-2) + .125),-1))
----------
Whoops b
C<Mov(C,10,S) AND C<Mov(C,50,S) AND O<Ref(C,-1)-0.25
Whoops s
C>Mov(C,10,S) AND C>Mov(C,50,S) AND O>Ref(C,-1)+0.25
----------
================================================
----- Original Message -----
From: Animal
To: <metastock@xxxxxxxxxxxxx>
Sent: maandag 13 juli 1998 15:28
Subject: RE: 5 Day Momentum Exploration
I use it with mixed results. Enough wins to keep me playing with it but nothing to shout about. But then it is
designed to scalp the pops.
=============================
----- Original Message -----
From: Stephen Danik
To: <metastock@xxxxxxxxxxxxx>
Sent: woensdag 13 mei 1998 18:00
Subject: Re: Cooper 1234's
I used the 1234 formula as an indicator, though it could also be used
for an exploration - just copy it in. I put all the Hit and Run formulas
as histograms on a chart with the thinking that when 2 or more lined up,
it would be a more potent signal. But alas, the dartboard did just as
well. I found any number of ideas like stochastic crossovers in a
defined trend, etc. work just as well and sometimes much better than the
hit and run formulas.
----- Original Message -----
>From: Andrew J. Kornberg
>To: Stephen Danik
>Date: Wed, 13 May 1998 20:53
>Subject: Re: Cooper 1234's
>
>Hi,
>
>Thanks for the post.
>
>Where do you use the Cooper formula? Can you use it as an exploration?
>
>Thanks,
>
>
>Andrew
=============================
----- Original Message -----
From: Stephen Danik
To: <metastock-list@xxxxxxxxxxxxx>
Sent: dinsdag 12 mei 1998 23:17
Subject: Re: Cooper 1234's
I've been getting the digest version of this list and the following post
never came up so I don't know if it ever went out. This is in response
to the Cooper 1234 formula question if it hasn't been answered yet.
---------------------------------------------------
{1234 buy}
(ADX(14) > 30 AND
PDI(14) > MDI(14)) AND
{3 LOWER LOWS IN A ROW}
((L < Ref(L,-1) AND
Ref(L,-1) < Ref(L,-2) AND
Ref(L,-2) < Ref(L,-3)) OR
{2 LOWER LOWS IN A ROW AND AN INSIDE DAY}
(Ref(L,-2) < Ref(L,-3) AND
Ref(L,-1) < Ref(L,-2) AND
H <= Ref(H,-1) AND L >= Ref(L,-1))
OR
{AN INSIDE DAY AND 2 LOWER LOWS}
(Ref((H <= Ref(H,-1) AND (L >= Ref(L,-1))),-2) AND
Ref(L,-1) < Ref(L,-2) AND
L < Ref(L,-1)))
---------------------------------------------------------------
{1234 sell}
(ADX(14) > 30 AND
PDI(14) < MDI(14)) AND
{3 HIGHER HIGHS IN A ROW}
((H > Ref(H,-1) AND
Ref(H,-1) > Ref(H,-2) AND
Ref(H,-2) > Ref(H,-3)) OR
{2 HIGHER HIGHS IN A ROW AND AN INSIDE DAY}
(Ref(H,-2) > Ref(H,-3) AND
Ref(H,-1) > Ref(H,-2) AND
H <= Ref(H,-1) AND L >= Ref(L,-1)) OR
{AN INSIDE DAY AND 2 HIGHER HIGHS}
(Ref((H <= Ref(H,-1) AND (L >= Ref(L,-1))),-2) AND
Ref(H,-1) > Ref(H,-2) AND
H > Ref(H,-1)))
=============================
----- Original Message -----
From: Brian Pakenham
To: <metastock@xxxxxxxxxxxxx>
Sent: vrijdag 8 mei 1998 4:25
Subject: Re: formula help
What I had previously used:
For Buys:
Column A: ADX(14)
B: PDI(14)
C: MDI(14)
D: Ref(L,-1)
E: Ref(L,-2)
Formula:
ADX(14)>30
AND PDI(14)>MDI(14)
AND L<Ref(L,-1) AND Ref(L,-1)<Ref(L,-2)
OR (H<Ref(H,-1) AND L>Ref(L,-1) AND Ref(L,-1)<Ref(L,-2))
For Sells:
Columns A-C same as above, Column D Ref(H,-1) Column E Ref(H,-2)
Formula:
ADX(14)>30
AND MDI(14)>PDI(14)
AND H>Ref(H,-1) AND Ref(H,-1)>Ref(H,-2)
OR (H<Ref(H,-1) AND L>Ref(L,-1) AND Ref(H,-1)>Ref(H,-2))
=============================
----- Original Message -----
From: Chuck Engstrom
To: <metastock-list@xxxxxxxxxxxxx>
Sent: maandag 6 april 1998 13:49
Subject: Re: formula help
DW--
I messed around with this about a year ago and created a few of the
formulas needed for the explorarion. As it has been quite a while since I
looked at them, I can't recall right off what sort of progress I made or
whether I got everything finished. But here they are anyway.
Formula I called "HAR2" (means "Hit & Run 2," I guess):
If((ADX(14)>30) AND ((PDI(14))>(MDI(14))),-1,0)
Formula "OneTwoThreeFour":
If( (Fml( "HAR2" )=-1) AND (Fml( "ThreeLL" )=-1) ,-1 ,0 )
Formula "ThreeLL" (three lower lows):
If( (LOW<Ref(LOW,-1)) AND ((Ref(LOW,-1))<(Ref(LOW,-2))) AND
((Ref(LOW,-2))<(Ref(LOW,-3))),-1,0)
Formula "ThreeHH" (three higher highs):
If( (HIGH>Ref(HIGH,-1)) AND ((Ref(HIGH,-1))>(Ref(HIGH,-2))) AND
((Ref(HIGH,-2))>(Ref(HIGH,-3))),1,0)
I have attached also a Metastock template file 1234UP.MWT based on these
formluas.
If you have any success in writing an exploration and getting any results
out of it I'd be interested to hear about it. I think I have some other
formulas based on the ideas in "Hit & Run."
Best regards--
Chuck Engstrom
=============================
----- Original Message -----
From: Dyke Holtman
To: <metastock-list@xxxxxxxxxxxxx>
Sent: maandag 6 april 1998 3:07
Subject: Re: formula help
The following has some changes made to clarify the letter. Thank you for
your patience.
DW Holtman
> I am trying to program an exploration for what Jeff Cooper calls 1234's
> in his book "Hit and Run Trading" I sent in a message last week and I
> did not add enough information. I'm going to restate the problem in
> more detail here. Any help given would be greatly apprecieated. It is
> great to be a member of such a group of knowledgeable pros.
>
> This system requires the following.
>
> 1. The 14-day ADX >=30
> 2. The +DI must be greater than the -DI
> 3. Lastly there must be three consecutive days where the closing price
> is
> less than the previous day or the first day is lower and the second and
> third day must less than or equat to its previous day.
>
> I hope that this explains the problem in a clear manner. Thank you in
> advance for your help.
>
> DW Holtman
=============================
----- Original Message -----
From: kandersen
To: <metastock-list@xxxxxxxxxxxxx>
Sent: zondag 5 april 1998 1:51
Subject: Re: Formula Help
I wrote this as a system test, but you can put it in the filter area of
the Explorer as is, or separate it into individual columns. Backtest it
to be sure it does what you want and is profitable. I only tested it on
one security to verify that it met the entry conditions (as I understand
them) and it didn't look too hot. Doesn't mean that it won't work
better on others, though. I think it only gave about a half dozen buy
signals over a 10 year period. I used the default values unless
specified otherwise.
If it's not right you may need to post more detailed instructions, like:
is the ADX required to be rising or simply >= 35; ditto for the DX; does
3 day pullback mean 3
*consecutive* lower *closes* ? Does "Fast %K dropped to 40%
or under the day after the 3 day pull-back." mean that *on* the third
day of the 3 day pullback the Fast %K must be above 40% ? (That's the
way I wrote it.)
Ken
ADX(14) >= 35 AND
PDI(14) - MDI(14) > 0 AND
Ref(C,-1) < Ref(C,-2) AND Ref(C,-2) < Ref(C,-3) AND
Stoch(8,1) <= 40 AND Ref(Stoch(8,1),-1) > 40
-------------------------
On Fri, 03 Apr 1998 10:57:00 -0700 Dyke Holtman writes:
>I have been working for the last few days to program in an exploration
>for MS 6.5 for Jeff's Coopers "5Day Momentum Method" of trading. The
>tecnical expertise of this group is outstanding. Joining this group
>with Jim's methods and picks for example was probably the smartest
>thing
>I have done this year.
>
>This system includes the following.
>
>1. ADX must be 35 or greater
>2. Requires a +DI
>3. Eight period Fast %K Stochastics, where the Fast %K dropped to 40%
>or under the day after the 3 day pull-back.
>4. Stock must have a 3 day pull-back from the strong trend (ADX >=
>35>).
>5. When to buy will be determined by looking at the chart of stocks
>that met the above conditions. (ADX, Fast % K, and 3 day pull back)
>
>Any help would be truely appreciated.
>
>Respectfully;
>DW Holtman
=============================
----- Original Message -----
From: Steve Denk
To: <metastock-list@xxxxxxxxxxxxx>
Sent: dinsdag 10 februari 1998 23:50
Subject: Re: Trading gurus-Jeff Cooper Hit&Run
> Someone commented about Jeff Cooper already selling 250,000 Hit & Run
> trading books. Yikes.
>
> I'd say it's a great idea, wonderful execution on his book, it has a
> nice cover, but has anyone plugged his formulas into metastock? I did.
>
> As a visual medium, metastock is great. When you look at the hit and run
> signals, I for one had to scratch my head. You call these tradeable
> signals? Frankly, pass me the dartboard again. Of coarse, in his
> defense, Mr. Cooper does filter his signals for momentum etc., but golly
> - give me a fast stochastic against a trend, a "rally with volume"
> indicator (MS6.5), and believe it or not, I'd say you've got a 500%
> improvement over his Hit and Run (or his latest-momentum) techniques.
> Toss in some smart money management, stop/limit order ability to buy
> above below current bar and voila, here's the makings of a new book -
> Hit & Run Improved! I wonder if it would sell 250,000 copies?
>
> ______________________________________________________
> Get Your Private, Free Email at http://www.hotmail.com
>
>
Attachment Converted: "c:\eudora\attach\1234up1.mwt"
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