|
PureBytes Links
Trading Reference Links
|
THE SYSTEM MARK JOHNSON IS USING IS ABERRATION. THE CODE IS AT THE
END OF THE POST. INSERT INTO TS, AND HOPEFULLY REPLICATE JOHNSON'S
ASTOUNDING 2 YEAR PERFORMANCE.
>THE SITE FOR THE SYSTEM "ABERRATION" IS:
>http://www.dhfinancial.com/aber.htm
>
>I will quote Mark Johnson's post to the Omega List on May 13, 1999:
>"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 ); }
>
>
>
>
>
|