RE: AT3: 237000 % Profit on ARTL

["neo" <neo1@xxxxxxxxx>]

Herman

I believe there is an error in the article. Under exit short C<res should be
C<=res if it is to be consistent with exit long.

neo


-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx
[mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Herman van den Bergen
Sent: Wednesday, May 30, 2001 2:37 PM
To: metastock@xxxxxxxxxxxxx
Subject: AT3: 237000 % Profit on ARTL


I have been unable to duplicate the results shown on page 31, Figure 2, of
the June issue of TASC, for Aristotle (ARTL). The author uses the AT3
system and gives the results as -1.92 % with the plain T3 system and
237000% with the AT3 system (see figure 2). I requested help from the
author (Steve Burns) a few days ago but got no reply.

Can anybody step me through the procedure?
This system appears to be a good starting point... unless the performance
with ARTL is just plain luck.

Best,
Herman.

Ps. I am using these formulas:

Enter Long:
Periods:=5;
a:=RSquared(C,opt2);
e1:=Mov(P,Periods,E);
e2:=Mov(e1,Periods,E);
e3:=Mov(e2,Periods,E);
e4:=Mov(e3,Periods,E);
e5:=Mov(e4,Periods,E);
e6:=Mov(e5,Periods,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
res:=c1*e6+c2*e5+c3*e4+c4*e3;
C<res

Exit Long:
Periods:=5;
a:=RSquared(C,opt2);
e1:=Mov(P,Periods,E);
e2:=Mov(e1,Periods,E);
e3:=Mov(e2,Periods,E);
e4:=Mov(e3,Periods,E);
e5:=Mov(e4,Periods,E);
e6:=Mov(e5,Periods,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
res:=c1*e6+c2*e5+c3*e4+c4*e3;
C>=res

Enter Short:
Periods:=5;
a:=RSquared(C,opt2);
e1:=Mov(P,Periods,E);
e2:=Mov(e1,Periods,E);
e3:=Mov(e2,Periods,E);
e4:=Mov(e3,Periods,E);
e5:=Mov(e4,Periods,E);
e6:=Mov(e5,Periods,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
res:=c1*e6+c2*e5+c3*e4+c4*e3;
C>=res

Exit Short:
Periods:=5;
a:=RSquared(C,opt2);
e1:=Mov(P,Periods,E);
e2:=Mov(e1,Periods,E);
e3:=Mov(e2,Periods,E);
e4:=Mov(e3,Periods,E);
e5:=Mov(e4,Periods,E);
e6:=Mov(e5,Periods,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
res:=c1*e6+c2*e5+c3*e4+c4*e3;
C<res

opt2 = 0.1 - 15 in steps of 0.1

Best,
Herman.