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Re: [EquisMetaStock Group] Re: test system v7.5



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Indeed very clever - Ferreira after all!

I didn' t notice before you showed me. I' m being
honest.

Happy April' s fool day to every one.

AlexAtreides
--- MG Ferreira <quant@xxxxxxxxxxxxxxxx> wrote:

> 
> Again, the hint that unlocks the puzzle, is here
> 
> > Note to all - it makes more sense if you just read
> > the first letter of
> > each sector.
> 
> It is linked to some crazy custom practised around
> the globe - or so
> I've heard.
> 
> Regards
> MG Ferreira
> TsaTsa EOD Programmer and trading model builder
> http://www.ferra4models.com
> http://fun.ferra4models.com 
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, Alexander
> Atreides
> <alexatreides@xxxx> wrote:
> > OK, I'm stupid. What' s this all about ?
> > 
> > AlexAtreides
> > --- MG Ferreira <quant@xxxx> wrote:
> > 
> > > 
> > > Jose,
> > > 
> > > Here are the results of the test.  We got best
> > > results if we used a
> > > parameter higher than 80 but less than 60 in the
> > > Fibonator.  The
> > > inactivity filter was expecially useful when we
> set
> > > the trade
> > > frequency higher but less so when we did not set
> it
> > > lower.
> > > 
> > > Here are the results, broken down per sector. 
> It is
> > > the average
> > > annual returns in that sector, and bears a
> > > remarkable resemblance to
> > > the digits used in the FibSeriesSum variable. 
> We
> > > are trying to figure
> > > out why at the moment, I think we made a typo
> when
> > > we transferred this
> > > to the mainframe.
> > > 
> > > 
> > >     Sector                       Sector
> performance
> > >     ---------------------       
> ------------------
> > >          Aerospace                         11.1%
> > >          Property                          12.1%
> > >          Retail                            31.5%
> > >          Industrial                        18.1%
> > >          Leisure                           13.1%
> > > 
> > >          Food and drink                    21.1%
> > >          Oil                               34.1%
> > >          Opportunity stocks                55.1%
> > >          Light industrial                  89.1%
> > >          Silicon
> > > 
> > >          Diamonds                          14.4%
> > >          Aluminum                          12.3%
> > >          Yellow metal (gold)               31.3%
> > > 
> > > Note to all - it makes more sense if you just
> read
> > > the first letter of
> > > each sector.
> > > 
> > > Regards
> > > MG Ferreira
> > > TsaTsa EOD Programmer and trading model builder
> > > http://www.ferra4models.com
> > > http://fun.ferra4models.com 
> > > 
> > > 
> > > --- In equismetastock@xxxxxxxxxxxxxxx, "MG
> Ferreira"
> > > <quant@xxxx> wrote:
> > > > 
> > > > Hi Jose,
> > > > 
> > > > We are testing this at the moment - luckily we
> > > just got a new
> > > > mainframe as it takes very long, not to
> mention
> > > the time it took us to
> > > > type it in as we can not copy and paste into
> the
> > > mainframe.
> > > > 
> > > > It does not do well on the Banking sector, but
> the
> > > performance really
> > > > rocks in the Leisure and Hotel industry.  One
> guy
> > > here had the MkIV
> > > > money management module lying around, so we
> could
> > > also test it with
> > > > that.  Wow!  I think we'll make more money
> than
> > > the King of Swaziland
> > > > if we use this.  Are you selling rights to it?
> > > > 
> > > > PS: Since you posted it, I tested it in AUD. 
> > > Should I test it in ZAR
> > > > as well?
> > > > 
> > > > Regards
> > > > MG Ferreira
> > > > TsaTsa EOD Programmer and trading model
> builder
> > > > http://www.ferra4models.com
> > > > http://fun.ferra4models.com 
> > > > 
> > > > 
> > > > 
> > > > --- In equismetastock@xxxxxxxxxxxxxxx, "Jose
> > > Silva" <josesilva22@xxxx>
> > > > wrote:
> > > > > 
> > > > > Would anyone out there with JSE data kindly
> test
> > > these signals for me?
> > > > > Thanks in adv.
> > > > > 
> > > > > ---8<------------------------------
> > > > > { HG Long MkIV system signals v7.5 }
> > > > > { Warning: Xperimental only - *Do Not
> Trade!* }
> > > > > 
> > > > > { Ignore all signals without matching
> > > > >    MkIV Money Management module!
> > > > >   Enter Long = +1 (Close)
> > > > >   Exit Long  = -1 (Close)
> > > > >   For JSE markets only.}
> > > > > 
> > > > > { ©Copyright 2005 Jose Silva }
> > > > > { http://www.metastocktools.com }
> > > > > 
> > > > > pds:=Input("Avg trade frequency",2,500,21);
> > > > > pdsN:=Input("Fibonator normalizing periods
> > > (1=none)",1,260,1);
> > > > > vFilter:=Input("Inactivity filter?  [1]Yes, 
> > > [0]No",0,1,1);
> > > > > delay:=Input("Entry and Exit delay",0,5,0);
> > > > > plot:=Input("[1]Signals,  [2]Trade
> > > binary",1,2,1);
> > > > > 
> > > > >
> > >
> vFilter:=If(vFilter=1,HHV(C,pds)>LLV(C,pds)*1.05,1);
> > > > >
> > >
> >
>
FibSeriesSum:=1+1/1+1/2+1/3+1/5+1/8+1/13+1/21+1/34+1/55+1/89+1/144+1/
> > > > > 233+1/377+1/610;
> > > > >
> > >
> >
>
FibSeriesSumVal:=Frac(FibSeriesSum+LastValue(DPO(pds)+PREV-PREV)-
> > > > > FibSeriesSum);
> > > > >
> > >
> >
>
FibSeriesSumValNorm:=(FibSeriesSumVal-LLV(FibSeriesSumVal,pds))/
> > > > >
> > >
> >
>
(HHV(FibSeriesSumVal,pds)-LLV(FibSeriesSumVal,pds)+.000001)*100;
> > > > >
> > >
> >
>
avg:=Cum(FibSeriesSumValNorm)/Cum(IsDefined(FibSeriesSumValNorm));
> > > > >
> > >
> >
>
pk:=Ref(FibSeriesSumValNorm,-1)=HHV(FibSeriesSumValNorm,3)
> > > AND 
> > > > > Ref(FibSeriesSumValNorm,-1)>avg;
> > > > >
> > >
> pkVal:=ValueWhen(1,pk,Ref(FibSeriesSumValNorm,-1));
> > > > > pkAvg:=Cum(pkVal)/Cum(IsDefined(pkVal));
> > > > >
> > >
> >
>
tr:=Ref(FibSeriesSumValNorm,-1)=LLV(FibSeriesSumValNorm,3)
> > > AND 
> 
=== message truncated ===



		
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