|
PureBytes Links
Trading Reference Links
|
Hello pete,
It was unclear to me whether the deterioation in performance was due
to your change in the code or that your first post was mistaken.
Thanks for any clarification you can offer.
Saturday, February 23, 2002, 12:34:36 PM, you wrote:
pd> Hi:
pd> I may have posted a bit prematurely...
pd> Originally it seemed to produce similar results, now
pd> it appears to produce results about 50% of oddball..
pd> --- Ernie Bonugli <ebonugli@xxxxxxxx> wrote:
>> Hello pete,
>>
>> Saturday, February 23, 2002, 10:46:05 AM, you wrote:
>>
>> pd> Hi List:
>>
>> pd> First, thanks to Cristian Stremiz!! Neat
>> Program!!
>>
>> pd> For those who use TS 6 the following fixes may
>> be
>> pd> helpful.
>>
>>
>> pd> Data1: the SP500 (or the NYSE);
>> pd> Data2: $ADV
>> pd> Data3: $DECL
>>
>> pd> Natural Hours!!
>>
>> pd> Inputs: Signal(Close of Data2 - Close of Data3);
>>
>> pd> same formula
>>
>> If SmoothSignal >> 0 then Buy this bar else Sell
>> Short
>> pd> this bar;
>>
>>
>>
>>
>> Are you sure? I did apply the ADV-DECL to his
>> formula/system. But I
>> was now trying to figure out whether his
>> SmoothSignal formula removed the
>> "transitory phase" as Cristian described in his
>> original email. Or
>> whether ADVDEC = 2-Signal(t) needed to be applied
>> prior to passing the
>> data thru the SmoothSignal formula that is in his
>> EZL strategy.
>>
>> What do you think?
>>
>>
>>
>> --
>> Best regards,
>> Ernie
>> mailto:ebonugli@xxxxxxxx
>>
--
Best regards,
Jim mailto:jejohn@xxxxxxxxxxxxxxxx
|