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I will quote Mark Johnson:
"100% mechanical trading has done pretty well for
me. From 1/1/1997 to today (5/13/1999), my
net profits (including commission, slippage,
rollovers, etc) have achieved a compound annual
growth rate of 79.6% per year. As of today,
total net profits are $421K. $118K of the
profits came in 1997, $102K came in 1998,
and $200K of the profits have come (so far)
in 1999.
If want to know more, but you're too cheap or
too lazy to send $5.00 to Club 3000 News for
a reprint, don't bother asking (or demanding)
one from me. "
The system he uses is Aberration and the code is below, no need
for $5.00 or any payment, just copy and transfer into TS. My
gift to all the hard working patient traders, I am not here to tease
or to brag, just give you the facts.So go out and make $421k and donate a
portion to chartiy.
Liz Merrill
Inputs: Length(80), StdDevUp(2.0), StdDevDn(-2.0);
Vars: UpBand(0), DnBand(0), Ave(0);
UpBand = BollingerBand(Close,Length,StdDevUp);
DnBand = BollingerBand(Close,Length,StdDevDn);
Ave = Average(Close,Length);
if ( MarketPosition = 0 ) and ( Close > UpBand )
then Buy("BE") tomorrow at market; { Enter Long }
if ( MarketPosition = 0 ) and ( Close < DnBand )
then Sell("SE") tomorrow at market; { Enter Short }
if ( MarketPosition = 1 ) and ( Close < Ave )
then ExitLong("LX") today at close; { Exit Short }
if ( MarketPosition = -1 ) and ( Close > Ave )
then ExitShort("SX") today at close; { Exit Long }
{ Print ( File("k:\aberatn.eqy"), Date:6:0,
(OpenPositionProfit + GrossProfit + GrossLoss):6:2 ); }
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