aberration

[Jim Allen <jallen7@xxxxxxxxxxxxx>]

So fade it!  If it loses all the time, what could be more perfect!

Jim Allen

preston morrow wrote:

> sorry, Liz, you must be looking at something other than the s&p... all
i
> see is huge losses... daily, tick charts, intraday various minute
charts
> up to 60-min
>
> what am i missing?
>
> preston
>
>  Subject:
>           Here's the $ 421,000 System !
>     Date:
>           Sat, 22 May 1999 15:46:39 PDT
>    From:
>           "LIZ MERRILL" <lizmerrillcboe@xxxxxxxxxxx>
>       To:
>           omega-list@xxxxxxxxxx
>
> 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 ); }