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PureBytes Links
Trading Reference Links
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Thanks for your emails
Here's a 15 Days-in-Trade histogram for "EngulfingBear()"
The profit bins are across the bottom and the number of trades is down the
left side.
Kurtosis is 0.578
Skewness is 0.233
The sorted Profit per trade chart shows the outliers at either end.
Best regards
Walter
----- Original Message -----
From: "Walter Lake" <wlake@xxxxxxxxx>
To: "Metastock bulletin board" <metastock@xxxxxxxxxxxxx>
Sent: Thursday, May 11, 2000 8:55 AM
Subject: Re: engulfingbear()
| To HHP and others who have written
|
| Thanks for your help.
|
| I also use the binary for viewing the "event" on the chart. Your code
worked
| fine. I added Opt1 for the days and stepped it from 3 days to 15 days by
| intervals of 2.
|
| Since EngulfingBear() is suppose to be a topping or turn indicator the
| question arises as to how many days-in-trade would be needed for the turn
to
| take place.
|
| Once the 7 tests on "EngulfingBear()" have been run in System Tester...
| go to reports for the 1st test -->
| click the trades tab --->
| right-click the highlighted line -->
| Choose "save to file" --->
| File will save as a ".txt" file in location
|
| After each test is saved ... open ".txt" files with Excel
| They are tab delimited
| delete unnecessary columns (B, C, D, E, F and I)
| sort the trade and profit columns together to get rid of the "out" rows
...
| only leaving the short trades
| go to Tools --> Data Analysis
| run descriptive stats and histogram etc.
| graph the data and results
|
| all of the above tasks (opening and maintenance, etc.) can be run as a
| looping VBA module from a control workbook (where all the code is kept)
and
| is very fast
|
| consolidate the results
|
| Am still working through the various formats for viewing the results.
| Will post a summary chart later
|
| Thanks again for your help
|
| Best regards
|
| Walter
|
Attachment Converted: "f:\eudora\attach\15 Days-in-Trade EngulfingBear_Sugar #11_1993 to 97.gif"
Attachment Converted: "f:\eudora\attach\Sorted Profit 15 Day Engulfing Bear Sugar #11.gif"
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