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Grizz,
A great lesson in reality. You did though hit upon something that I
think many miss...cycles. Bollinger talks about this in his book
(pg.120). "For some years there has been an academic theory in
circulation that suggests that while price is neither cyclical nor
forecastable, volatility is both."
I wonder if we aren't looking at the wrong thing?
Thanks for opening our eyes, Grizz!
Preston
--- In equismetastock@xxxx, grizz003 <no_reply@xxxx> wrote:
> You are right, of course. But that is not the point of this system
> test. The point of this test is this: It is extremely profitable
as
> a system test when using REAL data that already exists in the
array.
> It's moving average is shifted left to match the stock's cycle.
Why
> is it so fantastically profitable using REAL data? And even more
> important, why is everything else so consistently UNprofitable
using
> REAL data in the array?
>
> Why is this so fantastically profitable?? In my opinion, because it
> is based on the REAL cycle of the stock under test. Why is nothing
> else profitable? Because nearly everything else is based on cycles
> that are LATE or do not exist.
>
> So we can all agree that this system test is less than perfect, and
> it cannot be used as is for real money trading. The value here is
to
> show that at least SOMETHING can produce spectacular profits on
real
> data. It is perhaps the best starting point to investigate why it
> makes money, and what can be done to fix it's problem. A profitable
> approach can lead to better profitable approaches.
>
> Grizz
>
> --- In equismetastock@xxxx, "praktikus_ms" <mluescher@xxxx> wrote:
> > I see just one little thing to cause some worries: the Ref() -
> > function used looks in to the future (dd1 = 20 --> 20/2+1=11 -->
> this
> > means that you look 11 days in to the future from today - what is
> > impossible to me as far as I know ;-) ). For this reason you
> wouldn't
> > be able to trade this system.
> >
> > praktikus
> >
> >
> > --- In equismetastock@xxxx, grizz003 <no_reply@xxxx> wrote:
> > >
> > > Can anyone beat the fantastic system test profits generated
from
> > > these formulas?
> > >
> > > Enter Long:
> > > ==================
> > > dd1:=20;dd2:=25;
> > > grail1:= C-Ref(Mov(C,dd1,S),dd1/2+1);
> > > grail2:= C-Ref(Mov(C,dd2,S),dd2/2+1);
> > > grail1 < 0 AND Cross(grail2,Mov(grail2,3,S))
> > >
> > > Close Long:
> > > ==================
> > > dd1:=20;dd2:=25;
> > > grail1:= C-Ref(Mov(C,dd1,S),dd1/2+1);
> > > grail2:= C-Ref(Mov(C,dd2,S),dd2/2+1);
> > > grail1 > 0 AND Cross(Mov(grail2,3,S),grail2)
> > >
> > > Set System test for Longs Only. No stops.
> > >
> > > Grizz
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