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[EquisMetaStock Group] Comparison of System Tests on Bull and Bear Markets.



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Preston

I ran some system tests with the Code with the results as follows. The
tests were done on Metastock data which is provided when the program
is bought.

S&P 500 1995-1997(August)Bull Market. Market Range 450-960
Buy Hold percentage gain/loss 107.8%
1. Zero Lag EMA Crossover with Opt -                 Per Gain 46.98% 
                  16 WIN 16 LOS
2. Jim Greening Bin Wave(Dema smoothed not TEMA)-    Per Gain 19.77%
37 WIN 1 LOS
3. Equis-Stochastic with Opt -                       Per Gain 62.82%
13 WIN 14 LOS
4. Equis-Directional Movement -                      Per Gain 74.26% 
5 WIN 1 LOS
5. Equis-CCI Crossover -                             Per Gain 31.26%
13 WIN 2 LOS
6. DEMA Trend Strength Indicator(SMA) -              Per Gain 68.12%
19 WIN 14 LOS (see message 18455 - code by P Umrysh)
7. Combining MA with Trend Oscillator with Opt -    Per Gain 1067.51%
34 WIN 7 LOS

Soyabeans Continuours 1995-1997(August)Bear Market. 
Market Range 0.95-0.66
Buy Hold percentage gain/loss -12.97%
1. Zero Lag EMA Crossover with Opt -                   Per Gain 4.20%
3 WIN 7 LOS
2. Jim Greening Bin Wave(Dema smoothed not TEMA) -     Per Gain 1.46%
2 WIN 0 LOS
3. Equis-Stochastic with Opt -                         Per Gain 0.77%
15 WIN 32 LOS
4. Equis-Directional Movement -                        Per Gain 4.03%
3 WIN 14 LOS
5. Equis-CCI Crossover -                               Per Gain -6.98%
9 WIN 3 LOS
6. DEMA Trend Strength Indicator(SMA) -                Per Gain -10.85
48 WIN 59 LOS
7. Combining MA with Trend Oscillator with Opt -       Per Gain 9.04%
19 WIN 14 LOS

Interesting results.
Yours
PAUL




 
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