|
PureBytes Links
Trading Reference Links
|
Hi, just remembered you can use the free Yahoo data from the web. That is
what i use. Wealth-Lab Developer 2 can automatically download current and
historical data from Yahoo. I think you can do that with TS too, or?
vk
++-----Ursprüngliche Nachricht-----
++Von: Clyde Lee [mailto:clydelee@xxxxxxxxxx]
++Gesendet: Mittwoch, 30. Januar 2002 20:35
++An: Omega List
++Betreff: Re: Compare results of a very good system (RSI)
++
++
++Chris,
++
++This is what I'm doing.
++
++On the study I reported I was using
++the default values shown.
++
++
++Clyde
++
++
++
++Input: RSILeng(20),ExitRSI(55);
++Input: MaxBPerc(30), MinBPerc(5), TMode(0), AMode(0);
++Vars: RSIVal(0);
++
++
++If AMode>0
++ then RSIVal=PercentR2(RSILeng, 5)
++ else RSIVal=RSI(C,RSILeng);
++
++If TMode<1 then begin
++ If MaxBPerc>=30 and MinBPerc<=30 and RSIVal Crosses Under 30
++then Buy At
++Market else
++ If MaxBPerc>=25 and MinBPerc<=25 and RSIVal Crosses Under 25
++then Buy At
++Market else
++ If MaxBPerc>=20 and MinBPerc<=20 and RSIVal Crosses Under 20
++then Buy At
++Market else
++ If MaxBPerc>=15 and MinBPerc<=15 and RSIVal Crosses Under 15
++then Buy At
++Market else
++ If MaxBPerc>=10 and MinBPerc<=10 and RSIVal Crosses Under 10
++then Buy At
++Market else
++ If MaxBPerc>= 5 and MinBPerc<= 5 and RSIVal Crosses Under 5
++then Buy At
++Market;
++End
++Else begin
++ If MaxBPerc>=30 and MinBPerc<=30 and RSIVal Crosses Over 30
++then Buy At
++Market else
++ If MaxBPerc>=25 and MinBPerc<=25 and RSIVal Crosses Over 25
++then Buy At
++Market else
++ If MaxBPerc>=20 and MinBPerc<=20 and RSIVal Crosses Over 20
++then Buy At
++Market else
++ If MaxBPerc>=15 and MinBPerc<=15 and RSIVal Crosses Over 15
++then Buy At
++Market else
++ If MaxBPerc>=10 and MinBPerc<=10 and RSIVal Crosses Over 10
++then Buy At
++Market else
++ If MaxBPerc>= 5 and MinBPerc<= 5 and RSIVal Crosses Over 5
++then Buy At
++Market;
++End;
++
++if RSIVal Crosses Over ExitRSI then ExitLong;
++
++
++{
++To compare the results I would like to see the following money
++management
++rule:
++
++Per trade use 3% of the overall equity, so that we dont miss trades.
++
++The system should be tested on the 30 stocks of the DOW.
++
++I would like to compare the results afterwards, so if needed I
++could send a
++set of data in ASCII format and we could condact the test on
++this data. Is
++anyone interested in programming that code in Easy Language. We
++could post
++our results here.
++
++}
++
++- - - - - - - - - - - - - - - - - - - - - - - - - - - -
++Clyde Lee Chairman/CEO (Home of SwingMachine)
++SYTECH Corporation email: clydelee@xxxxxxxxxxxx
++7910 Westglen, Suite 105 Office: (713) 783-9540
++Houston, TX 77063 Fax: (713) 783-1092
++Details at: www.theswingmachine.com
++- - - - - - - - - - - - - - - - - - - - - - - - - - - -
++
++----- Original Message -----
++From: "Chris Emery" <cemery1@xxxxxxxxxxxxx>
++To: "Clyde Lee" <clydelee@xxxxxxxxxx>
++Sent: Wednesday, January 30, 2002 1:11 PM
++Subject: Re: Compare results of a very good system (RSI)
++
++
++> Clyde,
++> Are you using the 14 period breaking thru the 20 or 25 level?
++exiting on
++the
++> 55 level?
++> Thanks and Regards
++> Chris
++>
++>
++>
++>
++> -----Original Message-----
++> From: Clyde Lee <clydelee@xxxxxxxxxx>
++> To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
++> Date: Wednesday, January 30, 2002 1:34 PM
++> Subject: Re: Compare results of a very good system (RSI)
++>
++>
++> Using TC2000 data for the Dow stocks I constructed a simple
++> system based on this post.
++>
++> The attached picture shows the results.
++>
++> It is clear that some type of stoploss would need to be put
++> in place to get rid of some very, very, very bad drawdowns.
++>
++> Remember, this system only trades long and is somewhat
++> biased by that fact. However, many of the stocks made
++> some of their best money in the recent rally from September.
++>
++> No moneymanagement. Adding 200 shares on each signal.
++> Remember, this thing trades multiple signals.
++>
++> Clyde
++>
++>
++> - - - - - - - - - - - - - - - - - - - - - - - - - - - -
++> Clyde Lee Chairman/CEO (Home of SwingMachine)
++> SYTECH Corporation email: clydelee@xxxxxxxxxxxx
++> 7910 Westglen, Suite 105 Office: (713) 783-9540
++> Houston, TX 77063 Fax: (713) 783-1092
++> Details at: www.theswingmachine.com
++> - - - - - - - - - - - - - - - - - - - - - - - - - - - -
++>
++> ----- Original Message -----
++> From: "Volker Knapp" <vk@xxxxxxxxxxxx>
++> To: <omega-list@xxxxxxxxxx>
++> Sent: Tuesday, January 29, 2002 11:45 PM
++> Subject: Compare results of a very good system (RSI)
++>
++>
++> > Hi,
++> >
++> > there has been an interesting result of a system on the
++wealth-lab page.
++> > It is a pure RSI used on a portfolio of stocks. I am/was
++not a fan of
++>
++>
++>
++>
++- - - - - - - - - - - - - - - - - - - - - - - - - - - -
++Clyde Lee Chairman/CEO (Home of SwingMachine)
++SYTECH Corporation email: clydelee@xxxxxxxxxxxx
++7910 Westglen, Suite 105 Office: (713) 783-9540
++Houston, TX 77063 Fax: (713) 783-1092
++Details at: www.theswingmachine.com
++- - - - - - - - - - - - - - - - - - - - - - - - - - - -
++
++
|