GEN: MoonFear or FearMoon as you prefer

[Clyde Lee <clydelee@xxxxxxx>]

Real Traders:

Recently  Walt Downs gave us     "Fear".
Gary Funck gave us                     "Moon"

Now Clyde Lee gives you             MoonFear.

MoonFear (or FearMoon as you desire) is a system that uses the FEAR
functions of Walt to determine if we should trade long or short.  The
system then uses Gary's MOON phaseroutine to determine when -- you must
phase the point of  trade to proper relationship for trading a
givencommodity and you must select a proper length for the Fear function
to get best results.

I am attaching an  .ela  to implement all this  AND  a  .gif  file (NO
I'M NOT EITHER BECAUSE THE MESSAGE PROCESSOR WON'T ACCEPT MORE THAN 65k
BYTES IN A SINGLE FILE -- THIS NEEDS FIXING ) of a few years of trading
the Eurodollar using this concept.

If you think this is good the try it on JY.

Good trading,

Clyde Lee



This is code of system - not the functions.


{
  System MoonFear - buy the new moon, and sell the full moon
  IF PRICE IS ABOVE/BELOW FEAR LINES (See: Walt Downs).

  Accepts an input, offset,  which should be in the range -14..14.
  If the offset is 0, then the system buys at the open of the
  day of a new moon and sells at the open on the day of the full moon.
  an offset of -14/14 would be selling on new moon and buy on full.

  Try optimizing the 'offset' (using a range -14..14 in steps
  of 1), or changing the system to only buy the new moon and
  go flat on the full moon, when trading decidedly bullish
  equity indexes.


$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$

  Author: Gary Funck, gary@xxxxxxxxxxxx, 7/15/97
  No restrictions on use/copying. No warranties, expressed/implied.


$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$

FEAR!! written by Walt Downs
Copyright (c) 1997

Commodity InfoSystems
37100 Pepper Dr.
Zephyrhills,FL
33541
(813)782-8988
knight@xxxxxxxxxxxx

$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$

System as modified by:

Clyde Lee, clydelee@xxxxxxx, Copyright 1997.

$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$

}
input:       offset(0),    FearLen(104);

variables:  dt(0), dtnxt(0), mday(0), mdaynxt(0),
                new_moon(true), full_moon(false);

    dt = juliantodate(datetojulian(date) + offset);
    dtnxt = juliantodate(datetojulian(date Tomorrow) + offset);
    mday = Moondays(dt);
    mdaynxt = Moondays(dtnxt);
    new_moon = mdaynxt < mday;
    full_moon = mdaynxt >= 15 and mday < 15;

  If FearLen>0 then begin
      Value1=Set_Fear (FearLen);
      Value2=Set_Fear2(FearLen);
  End
  else begin
       Value1=C;
       Value2=C;
  End;

    If C>=Value2 then     if new_moon  then buy  at market;
    If C<=Value1 then     if full_moon then sell at market;

  If FearLen>0 then begin
     If new_moon  then ExitShort  at market;
     If full_moon then ExitLong   at market;
  End;


It really is that simple.  Try it and see.




Attachment Converted: "c:\eudora\attach\Moonfear.ela"

Attachment Converted: "c:\eudora\attach\vcard16.vcf"