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<DIV><FONT size=2>Not seen any replies to this good post.......</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Have you already peep-showed the stockmarkets for this system,
or you reckon it's a property of SoyBean only ??? </FONT></DIV>
<DIV><FONT size=2></FONT><FONT size=2>(eg is it just the "article's
name")</FONT></DIV>
<DIV><FONT size=2></FONT><FONT size=2></FONT><BR>Regards,<BR>Ton Maas<BR><A
href="mailto:ms-irb@xxxxxxxxxxxxxxxx";>ms-irb@xxxxxxxxxxxxxxxx</A><BR>Dismiss the
".nospam" bit (including the dot) when replying.<BR>Homepage <A
href="http://home.planet.nl/~anthmaas";>http://home.planet.nl/~anthmaas</A></DIV>
<DIV> </DIV>
<DIV> </DIV>
<BLOCKQUOTE dir=ltr
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
<A title=j.ledermann@xxxxxxxxx href="mailto:j.ledermann@xxxxxxxxx";>Jeff
Ledermann</A> </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=metastock@xxxxxxxxxxxxx
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> dinsdag 25 juli 2000 2:07</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> RE: Nov. Beans Seasonal
Trade</DIV>
<DIV><BR></DIV>
<P><FONT face=Arial size=2>List,<BR><BR>This refers to the John Momsen
seasonal trade from Feb. TASC. It gave a close signal today at 473.25
for a total win of 74 pts or abt. $3700/contract with no drawdown.</FONT><FONT
face=Arial size=2> This is well within the historical averages for this
system. I think it's one I'll be putting in my toolbag.<BR><BR><IMG
alt="" hspace=0 src="cid:00d601bffc0d$c57c5f20$LocalHost@xxxxx"; align=baseline
border=0><BR><BR>> -----Original Message-----<BR>> Sent: Sunday, 14 May
2000 20:00<BR>> To: metastock@xxxxxxxxxxxxx<BR>> Subject: Nov. Beans
Seasonal Trade<BR>><BR>> List,<BR>><BR>> Anyone giving the Nov.
Soybean seasonal trade described in<BR>> Feb. 2000 TASC a go this
year?<BR>><BR>> My backtesting seems to confirm the authors
analysis.<BR>> I tested it on the 89-99 contracts and got 8 wins v. 2
losses.<BR>> Avg. win = 60pts<BR>> Largest
win = 95pts<BR>> Largest loss = 66pts<BR>> Largest winning
drawdown = 45pts<BR>> The drawdown figure implies a $2500 money management
stop<BR>> is required.<BR>><BR>> My system test code is appended if
anyone is interested.<BR>> For general amusement I'll let the list know how
it goes this year.<BR>><BR>> Jeff.<BR>><BR>>
===========================================================<BR>> Enter
Short<BR>> -----------------<BR>> InSeason:=(DayOfMonth()>=15 AND
Month()=5) OR Month()=6 OR Month()=7;<BR>> ShortEntry:=InSeason AND
(Ref(L,-1)<=Ref(LLV(L,16),-2)-1.5);<BR>> ShortEntry<BR>><BR>> Exit
Short<BR>> ---------------<BR>> InSeason:=(DayOfMonth()>=15 AND
Month()=5) OR Month()=6 OR Month()=7;<BR>> ShortEntry:=InSeason AND
(Ref(L,-1)<=Ref(LLV(L,16),-2)-1.5);<BR>> {DEFINE ENTRY PRICE, WITH EXIT
BEING -ENTRY PRICE AND NO TRADE BEING 0}<BR>>
TrailingStop:=Ref(HHV(HIGH,11),-1)+0.25;<BR>> EntryPrice:= If(PREV <=
0,<BR>> {Trade entered today?}<BR>>
If(ShortEntry, OPEN, 0),<BR>> {Trade entered before
today. Stopped today?}<BR>> If(DayOfMonth()>=13
AND Month()>=8,-PREV,<BR>>
If(ValueWhen(1,PREV=0,OPEN) >
TrailingStop,<BR>> If(HIGH >=
TrailingStop,-PREV,PREV),<BR>> If(HIGH
>=
ValueWhen(1,PREV=0,Ref(HHV(HIGH,5),-1)+0.25),-PREV,PREV))));<BR>><BR>>
{EXIT IF ENTRY PRICE < 0 (MEANING EXIT)}<BR>> EntryPrice < 0
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