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Hi, Some one is going to tell me to shut up for sending too much mail.
However; thanks in part to Clyde for transforming it into this text, I am
providing you non-omega users the code for the system that I sent out as an
.ela file. It wont happen again so don't figure.
IF ((TrueHigh-O)+(C-TrueLow))/Iff((2*TrueRange)>0,(2*TrueRange),1)<.25 Then
Buy at Market;
IF ((TrueHigh-O)+(C-TrueLow))/Iff((2*TrueRange)>0,(2*TrueRange),1)>.65 Then
ExitLong at
Market;
IF ((TrueHigh-O)+(C-TrueLow))/Iff((2*TrueRange)>0,(2*TrueRange),1)>.75 Then
Sell at Market;
IF ((TrueHigh-O)+(C-TrueLow))/Iff((2*TrueRange)>0,(2*TrueRange),1)<.35 Then
ExitShort at
Market;
B.R.,
Brent
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> From: BrentinUtahsDixie <brente@xxxxxxxxxxxx>
> To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
> Subject: Re: Mechanical Systems
> Date: Sunday, January 25, 1998 10:44 AM
>
> Rt’s,
> Time to put your money where you mouth is. Funny how no almost no one
> posts any actual .ela files with systems. Well I’m going to find out why.
> This program is based on Angell’s work. I set it up to day trade. It has
> some surprising results if you use my quick and dirty method of testing.
> What I do is place it on a group of about 25 different commodities and
then
> I run it around the list counting any profitable contract as one count.
> Right now its about 12 of 25. I got really excited once when it had 22 of
> 25 but I forgot to subtract commission and slippage. Of course it trades
> frequently. If any of you RT's are inclined to properly back test it let
> us/me know how it does. It looks good on Bonds, Wheat, Currencies. Maybe
> I’m giving away a $16,500 system and don’t know it. That’s Life.
>
> B.R.,
> Brent
>
> ----------
> > From: Paul Cote <cote@xxxxxxxx>
> > To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
> > Subject: Re: Mechanical Systems
> > Date: Sunday, January 25, 1998 7:49 AM
> >
> > I am trying to program a system using the software called investigator.
> > So far, it seems kind of buggy. It is not so simple to design a...
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