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herman,
why does he use the "P" (data array identifier) in his system?
my results are:
ARTL, DAILY, date period: 6/23/1986-5/30/2001, trade delay = 0
profit: 364.2258
trades: 1142/833/309
no errors of any kind reported.
onno
At 02:37 PM 5/30/01 -0400, you wrote:
>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.
>
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