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Dear Liz,
Are you directing me to the site so I might buy this system. I sure there
are a lot of list member that are interested in this system. but would like
to see a ten year test on daily bars S & P big contract. Surley you do not
want anyone to trade this system with out testing it.
best'
cvmjr.
-----Original Message-----
From: LIZ MERRILL <lizmerrillcboe@xxxxxxxxxxx>
To: sundance@xxxxxxxxxxx <sundance@xxxxxxxxxxx>
Date: Monday, May 24, 1999 6:03 PM
Subject: THE SITE IS LISTED IN THE MESSAGE BELOW
>
>
>>From: "LIZ MERRILL" <lizmerrillcboe@xxxxxxxxxxx>
>>To: omega-list@xxxxxxxxxx
>>Subject: $421,000 clarification and more details.
>>Date: Sun, 23 May 1999 16:19:42 PDT
>>
>>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 ); }
>>>
>>>
>>>
>>>
>>>
>>
>>
>
>
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