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Re: What's it doing?



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Ian:

>Anyone any ideas...?

I was hoping somebody would answer.

I have no idea.  When I first looked at it, it looked a lot like a
system I once created that made a measurement of market noise and from
that created bands above and below the bars.

Looking at the charts, I can't see how it's profitable following the
rules.  The rules say, sell the next open if current bar touches
the inner high band, and exit when it touches the upper high band.
Looks like most of those would be losers, to me, unless I'm missing
something.

-Alex

>> Has anyone looked at the system in this link:
>> 
>> http://www.newmarketsoftware.com/spotlight.htm
>> 
>> It has a very impressive track record - but then, what system 
>> promoted on the web doesn't? - but I've been trying to work out what 
>> it does. The link takes you to a little animated demonstration.
>> 
>> At first, I thought it looked a bit like Drummond's PLDot and then I 
>> thought it's using projections so I experimented a bit with MAs and 
>> Least Squares MAs but couldn't quite put together anything that seems 
>> to work.
>> 
>> Can anyone tie it down a bit more accurately?
>> 
>> Ian