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Walter,
I was "thinking" last night: What are the funz trying to do here? Are they
playin' with my mind? I shorted wheat on the opening this morning (applying
my super conservative mechanical approach: 13 winners, 2 losers...since
1/1/99) and I'm trying to discern what to do with these long July wheat,
short July corn spreads. Man, oh man. I mean are they bailing, are they
buying, are they unwinding their spreads....what's a boy to do? Any insight
on the "funz" and what they are currently doing to try and take money out of
our pockets, would certainly be appreciated.
Steve Karnish
Cedar Creek Trading
http://www.cedarcreektrading.com
----- Original Message -----
From: Walter Lake <wlake@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Monday, May 15, 2000 7:56 AM
Subject: Re: Nov. Beans Seasonal Trade
> Hi Jeff and others who wrote
>
> Yes .. the data handling is a concern. The price chart on page 36 (Feb 00
> TASC) uses something called "Percent of Average Yearly Price". This is not
> defined. The chart shows the last 240 days of a contract that can have up
to
> 600+ days.
>
> Attached is a normalized (240 day high = 100, 240 day low = 0) SX close
> price chart ... It looks pretty much like the 240 day chart in the
article.
>
> Normalized data is much easier to work with than averages.
>
> Lots to talk about here ... will post 5 year slices over 30 years so that
> you can see how mis-leading this 22 year chart can be. In XL, I normally
use
> a slider on my charts to view smaller groups of years on a chart. Very
handy
> for viewing 30 years of yearly price series.
>
> I wonder if separating out the bull, bear and neutral years will affect
the
> trade analysis?
>
> Best regards
>
> Walter
>
>
> ----- Original Message -----
> From: "Jeff Ledermann" <j.ledermann@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Sunday, May 14, 2000 7:30 PM
> Subject: RE: Nov. Beans Seasonal Trade
>
>
> | Yes - from Momsen's article. I tested it on each years contract
> separately.
> | Not meaningful on continuous data as Nov. isn't spot at that stage -
> | and it doesn't show a profit on the continuous - made me think...
> |
> | > -----Original Message-----
> | > From: owner-metastock@xxxxxxxxxxxxx
> | > [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Walter Lake
> | > Sent: Monday, 15 May 2000 11:57
> | > To: metastock@xxxxxxxxxxxxx
> | > Subject: Re: Nov. Beans Seasonal Trade
> | >
> | >
> | > Hi Jeff
> | >
> | > This was from Momsen's article on November old beans (SX) seasonal
> trade?
> | >
> | > Did you use a continuous contract or did you run your system test code
> on
> | > each year's SX contract?
> | >
> | > Best regards
> | >
> | > Walter
> | >
> |
>
|