|
PureBytes Links
Trading Reference Links
|
Eric,
Had another look at the results. Again, it appears to be quite stable
and the behaviour is a lot better than some other such results I have
looked at. You could consider smoothing it a bit more - although it
appears stable it does appear a bit choppy. Also, at one stage one of
the weights take on a negative value, which should not be possible if
you calculate it correctly. Please give the formula for any of the
weights just again so that I can look at it. If you want I'd love to
have the full Metastock formula file as well, so if you could mail
that to me I'd appreciate it!
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 Eric,
>
> I received it, via somebody else ... but got it. Sorry, I was under
> the impression you could email stuff via the forum by simply clicking
> on a name. Anyhow, it was a bit more than I expected, so I haven't
> look at it in detail, but the bits that I saw looked fine. The
> weights are fairly stable (you could smooth them more perhaps, but I
> think they are fine as is) and the overall impression of the model is
> good. It really looks as if the combination is working, what is the
> performance/equity line like?
>
> Regards
> MG Ferreira
> TsaTsa EOD Programmer and trading model builder
> http://www.ferra4models.com
> http://fun.ferra4models.com
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, chichungchoi <no_reply@xxxx>
wrote:
> > Hi MG Ferreira:
> > Thank you for your reply, I have emailed the results under this
> > address ferra@xxxx, do you receive it?
> >
> > Thank you
> > Eric
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "MG Ferreira" <quant@xxxx>
> > wrote:
> > > Hi Eric,
> > >
> > > I am just back from a week's absense and have so many things to do -
> > > one of which is to work through 150+ messages! So just a quick
> > reply.
> > > The data you gave does not point out anything that will lead to
> > > dissaster, it actually looks as if it is working. Maybe you can
> > mail
> > > me the actual screenshot of the plot as I can then make a better
> > > judgement.
> > >
> > > Regards
> > > MG Ferreira
> > > TsaTsa EOD Programmer and trading model builder
> > > http://www.ferra4models.com
> > > http://fun.ferra4models.com
> > >
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx, chichungchoi <no_reply@xxxx>
> > wrote:
> > > >
> > > > Hi MG Ferreira:
> > > >
> > > > In this example, Kalman Filter contains 3 indicators:
> > > > Stoch(5,3),
> > > > RSI(14) and
> > > > Mov(C,20,S)
> > > >
> > > > I only use the result of weighting factor for RSI(14) as an
> > example,
> > > > and don't optimize its parameter, and record annual high, low and
> > the
> > > > last day at the end of the year. RSI(14) seems not to get steady
> > in
> > > > term of its weighting factor, does it cause by the changing
> > market
> > > > condition?
> > > > Under this example,
> > > > do you have any suggestion on what year the weighting factor for
> > RSI
> > > > (14) is getting steady? and
> > > > when does it get fluctuated? and
> > > > how to handle the situation if it starts getting fluctuated?
> > > >
> > > > I look forward to your reply
> > > > Thank you very much
> > > > Eric :>
> > > >
> > > > DEFAULT VALUE FOR WEIGHTING FACTOR
> > > > W1 = 1000
> > > >
> > > > RSI(14) [31/12/2004]
> > > > HIGHEST [2004] 1451
> > > > CURRENT [2004] 1073
> > > > LOWEST [2004] 547
> > > >
> > > > RSI(14) [31/12/2003]
> > > > HIGHEST [2003] 1399
> > > > CURRENT [2003] 893
> > > > LOWEST [2003] 471
> > > >
> > > > RSI(14) [31/12/2002]
> > > > HIGHEST [2002] 1363
> > > > CURRENT [2002] 945
> > > > LOWEST [2002] 644
> > > >
> > > > RSI(14) [31/12/2001]
> > > > HIGHEST [2001] 1926
> > > > CURRENT [2001] 962
> > > > LOWEST [2001] 436
> > > >
> > > > RSI(14) [31/12/2000]
> > > > HIGHEST [2000] 2388
> > > > CURRENT [2000] 912
> > > > LOWEST [2000] 52
> > > >
> > > > RSI(14) [31/12/1999]
> > > > HIGHEST [1999] 1752
> > > > CURRENT [1999] 1052
> > > > LOWEST [1999] 396
> > > >
> > > > RSI(14) [31/12/1998]
> > > > HIGHEST [1998] 2667
> > > > CURRENT [1998] 867
> > > > LOWEST [1998] 326
> > > >
> > > > RSI(14) [31/12/1997]
> > > > HIGHEST [1997] 2365
> > > > CURRENT [1997] 820
> > > > LOWEST [1997]-1229
> > > >
> > > > RSI(14) [31/12/1996]
> > > > HIGHEST [1996] 1836
> > > > CURRENT [1996] 937
> > > > LOWEST [1996] 584
> > > >
> > > > RSI(14) [31/12/1995]
> > > > HIGHEST [1995] 1486
> > > > CURRENT [1995] 1058
> > > > LOWEST [1995] 713
> > > >
> > > > RSI(14) [31/12/1994]
> > > > HIGHEST [1994] 1560
> > > > CURRENT [1994] 1047
> > > > LOWEST [1994] 232
> > > >
> > > > RSI(14) [31/12/1993]
> > > > HIGHEST [1993] 1611
> > > > CURRENT [1993] 868
> > > > LOWEST [1993] 669
> > > >
> > > > RSI(14) [31/12/1992]
> > > > HIGHEST [1992] 1438
> > > > CURRENT [1992] 1074
> > > > LOWEST [1992] 662
> > > >
> > > > RSI(14) [31/12/1991]
> > > > HIGHEST [1991] 1343
> > > > CURRENT [1991] 1024
> > > > LOWEST [1991] 856
------------------------ Yahoo! Groups Sponsor --------------------~-->
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/BefplB/TM
--------------------------------------------------------------------~->
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|