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Ton,
Based on what you have posted below, I have concluded the following:
1.The System you have has an unavoidable lag of up to 7 days.
2.The Excel you have posted is hypothetical.
3.Your system has been unsuccessful on the S&P.
4.You have lost all your built up gains 3 times in the past.
5.Your system produces the Positiveness/Negativeness "flow"-feeling.
Is all of the above correct? BTW, my BM's usually produce an extremely
positive flow feeling!
Thanks,
J
>From: "A.J. Maas" <anthmaas@xxxxxxxxx>
>Reply-To: metastock@xxxxxxxxxxxxx
>To: "Metastock-List" <metastock@xxxxxxxxxxxxx>
>Subject: Re: Diamantiferous
>Date: Sat, 20 May 2000 19:37:36 +0200
>
>Hello J.
>
>I must refer you to some older info printed below. For the current
>"unavoidable lag" be refered to the "explanation" mail.
>Around early June I will update a previously created YTD table, which is
>actualy a multiple spanning YTD table, eg
>start date is at or around May 19th, 1999 and last date Feb 2nd,
>2000(below).
>The returns are promissing (2102 on the DAX, tho didn't match last
>Coppock's
>1100+ NASD signal), but I want this
>'animal' to now also turn out to be such a super-valuable system. As such
>too, this one doesn't let itselve be as quickly
>written as was the Coppock tiger.
>
>Testing takes up the most time since that I, apart from historical testing,
>also test it on the currently unknown future data.
>This testing anyone can enjoy, since that I sent the results of some of the
>followed main market indices, on a regular basis
>to the List(when signal-changes occure). As well as that in the Stock
>markets, we haven't realy seen the real dragging
>creepin' along sideways markets for many years now. I expect these within a
>year to a few years to rehappen again, and
>it to last for at least a couple of years in a row. That's after the
>markets
>will plummit heavely first.Too, therefore I want this
>system to be ready by then. And mainly too, since that I, at the moment,
>don't know exactly how the Coppock will behave
>by then, i.e. in these non-volatile market phases.
>(Back-testing the Coppock showed a slight "lag" as well, which then can be
>very deadly, i.e. you can loose all your over
>the years build-up gains quite easy, which so far has happened 3 times to
>me
>in the past:
>back in 1990, 1991-2 and in 1997-8).
>
>Regards,
>Ton Maas
>ms-irb@xxxxxxxxxxxxxxxx
>Dismiss the ".nospam" bit (including the dot) when replying.
>Homepage http://home.planet.nl/~anthmaas
>
> Portfolio:
> Current
> Gains if
>
>
>
>
>
>
>
>
>
>
>
> Index
>
> Close
> Investing
> in %
> Trading
> in %
>
>
>
>
>
>
>
>
> AEX
>
> 662.68
> 27.76
> 5.25
> -63.32
> -10.39
>
>
>
>
>
>
>
>
> DAX
>
> 7611.55
> 2102.29
> 38.38
> 1890.41
> 34.36
>
>
>
>
>
>
>
>
> €URO STOXX
> 5195.67
> 1195.55
> 28.85
> 839.25
> 19.88
>
>
>
>
>
>
>
>
> DowINDU
> 10425.20
> 308.40
> 2.93
> 846.30
> 7.72
>
>
>
>
>
>
>
>
> Nikkei225
> 19710.00
> 1204.30
> 6.86
> -922.80
> -5.27
>
>
>
>
>
>
>
>
> SP500
>
> 1387.12
> -32.51
> -2.20
> -145.49
> -11.11
>
>
>
>
>
>
>
>
> Current Total Gains/Losses
> 4805.79
> 80.07
> 2444.35
> 35.19
>
>
>
>
>
>
>
>
> ^ ^
>^ ^
>
>
>
>----- Original Message -----
>From: A.J. Maas
>To: metastock@xxxxxxxxxxxxx
>Sent: maandag 14 februari 2000 2:07
>Subject: Re: Diamantiferous
>
>
>Part1-the reply
>(part2=the table)
>
>Guy,
>
>I think that there isn't one(1) single perfect system. Price for that
>matter
>makes
>too often 'unexpected' moves. Draw downs are than also to be expected.
>The only one thing left, that one can do, is to try to develop a system(s)
>that
>comes "closest to".
>
>I think in scores that my(+yours) meets this criteria. I have made a XLS
>table (see part2)
>that shows some of the followed subjects signals of late and a complete
>'diamantiferous' history of their generated pos or neg signals.
>
>Keep in mind that I have explained before that my system is not a trading
>system
>full stop, for that it lags(4-7 days) the Price too much, but it is a
>mechanicaly computed,
>eg a without human interferance, New Trend Momentum temperature measurer.
>It sure is tradeable, but the best is that it will also come with the least
>as possible
>amount of wipsaws and it measures if there is a positive tendency or
>negative tendency
>in/for the underlay. Very important, if once in a certain position, and the
>sentiment
>'around you' or 'around the exchange' tells you different.
>
>Note that the table is 'hypothetical', since it is difficult to get the
>same
>values when
>you have to put in your order, equal to the level that is given here when a
>signal gets triggered.
>Eg., usualy after the exchange is closed, a signal is triggered and then
>the
>next
>day's values can be much higher or lower. But it will give an overall a
>good
>impression
>of its usefullness in trading(lesser) or protecting/investing(much better)
>one's positions or in desciding
>if there is solid trend ground for taking in a (to the upside) position.
>
>The portfolio in the table is 'hypothetical' as well, eg it's based on some
>of the in the regular send
>report's mentioned international indexes. Now we all know how 'important'
>these bunch can be for
>measuring the overall "temperature".
>Currently the DAX(and therefore the €URO STOXX 50) is truly peaking, oppose
>to S&P+Dow
>correcting (therefore, I cannot see a heavy correction(-50%) going to take
>place in the US indices).
>
>They have all started out at or around 19990520, eg the time of the first
>report-mailings.
>The GREYed area is where the current results are. Well in the plus, eg 80%
>profit when
>Investing and 35% when Trading. {Investing is only to the Upside, Trading
>is
>both to the Upside
>as well as to the Downside}.
>
>Regards,
>Ton Maas
>
>the 990818/000119 explanation mail:
>
>LJ (=current code-name)
>----------------------------------------------------------------------------
>------------------------------
>- The LJ-model-system is a short to intermediate term trend-direction
>system, that is
> based on relational calculations of a future(indicative) pricing force
>build-up (a sort
> momentum) to an already historicaly esthablished/set trend force.
>- It produces the Positiveness/Negativeness "flow"-feeling (expressed by a
>+
>or - signal)
> that is present in a market/index Price-indicator and as such it will
>not
>give trend's true
> direction, only if its in a "good or bad mood".
>- Since I haven't been able (as yet/no time) to replace the
>"indicative"-part by a "precise"-part
> the model will only slightly lag the actual signal (eg usualy by a mere
>few (1-7) days).
>- Therefore and naturaly, it cannot be used as a Trade-signal/system (as
>yet,see above), eg
> as currently it is still an indication (simply put : an "On/Off"-switch)
>as to where the market/index
> stands "calculated the mechanical way" (eg computed) and thus without
>any
>human interference
> and/or interpretation.
>- Historical testing (back as far as 1950 using a variaty of markets,
>indexes and stocks)
> have prooven the amount of whipsaws to be reduced and be kept to a
>minimum(as possible??)
> eg by added use of "build-in restrictions".
>- Should this "indicative"-part be replaced by "a precise-part", than the
>system would well qualify
> for it also to be a highly profitable Trade-system, eg signals produced
>over time were well worth
> the time spend on "Testing the system in reality : the day-to-day
>bourses-life".
> This was/is done so by also following it closely on a daily day-to-day
>basis, over/in the last 3 years
> (eg since Winter 1996/97).
>-"Rocksolid & glasshard proof": Diamantiferous (=an object,
>bit/drill/hamer,
>consisting of one or more
> diamond heads, or an object, bit, with a layer of diamant-i-cal-ibre
>"hardglass coating")
>-Thus, it is not a pre-historic 80+billion-yrs-ago died out animal !!
>either.
>
>----- Original Message -----
>From: "j seed"
>To: <metastock@xxxxxxxxxxxxx>
>Sent: vrijdag 19 mei 2000 6:17
>Subject: Re: Diamantiferous
>
>
> > Ton,
> >
> > Could you tell us more about your B.M. system? BTW, I had a good BM
>recently
> > but it wasn't diamontiferous! Yours always seems to be a little late.
>Also,
> > would you be soo kind as to post the profits you've derived from this
>system
> > YTD. Maybe you could even post an indicator or two!
> >
> > J.
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