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are you using weekly data?
because you have less trades then i get?
At 04:12 PM 5/31/01 -0400, you wrote:
>At 07:09 PM 5/31/01 +0200, you wrote:
>>herman,
>>
>>why does he use the "P" (data array identifier) in his system?
>
>No idea ... Tried C & P, no real difference.
>
>>ARTL, DAILY, date period: 6/23/1986-5/30/2001, trade delay = 0
>>profit: 364.2258
>>trades: 1142/833/309
>
>Trade delay = 0 no wonder I couldn't get his results! Its pretty hard to do
>your analysis at the close and buy before the close ... I buy at next day
>Open.
>
>Profit around $6000000000 (612138%). for the period 1991-2001. Trades:
>165/128/37.
>
>Thank so much for pointing out the zero delay.
>
>Herman.
>
>>
>>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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