|
PureBytes Links
Trading Reference Links
|
<x-html><html><head></head><BODY bgcolor="#FFFFFF"><p><font size=2 color="#000000" face="Arial">If any of you have bought Jeff Cooper's book "Hit and Run Trading", and are implementing his strategy, could you share your thoughts on his trading strategy and how well does it work?! Thanks<br><br>Wiley Murray<br>wmurray@xxxxxxxx</p>
</font></body></html></x-html>From ???@??? Sun Feb 08 14:14:38 1998
X-Persona: <Neal-Halcyon>
Received: from smtp2.nwnexus.com (smtp2.nwnexus.com [198.137.231.18])
by mail1.halcyon.com (8.8.7/8.8.7) with ESMTP id MAA09570
for <neal@xxxxxxxxxxxxxxxx>; Sun, 8 Feb 1998 12:56:18 -0800 (PST)
Received: from accessone.com (list.listserver.com [198.68.191.15])
by smtp2.nwnexus.com (8.8.7/8.8.7) with ESMTP id MAA01404
for <neal@xxxxxxxxxxx>; Sun, 8 Feb 1998 12:55:37 -0800
Received: from localhost (localhost [127.0.0.1])
by accessone.com (8.8.5/8.8.5/PIH) with SMTP id MAA19268;
Sun, 8 Feb 1998 12:52:39 -0800 (PST)
Received: from mail.hic.net (root@xxxxxxxxxxxx [204.71.90.4])
by accessone.com (8.8.5/8.8.5/PIH) with ESMTP id MAA19143
for <realtraders@xxxxxxxxxxxxxx>; Sun, 8 Feb 1998 12:51:04 -0800 (PST)
Received: from hic.net (ppp2.hic.net [204.71.90.11])
by mail.hic.net (8.8.5/8.8.5) with ESMTP id PAA08813
for <realtraders@xxxxxxxxxxxxxx>; Sun, 8 Feb 1998 15:21:07 -0600 (CST)
Message-Id: <34DE1A76.61845687@xxxxxxx>
Date: Sun, 08 Feb 1998 14:50:03 -0600
Reply-To: clydelee@xxxxxxx
Sender: owner-realtraders@xxxxxxxxxxxxxx
From: Clyde Lee <clydelee@xxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Subject: Cycles, etc.
MIME-Version: 1.0
Content-Type: text/plain; charset=us-ascii
Content-Transfer-Encoding: 7bit
X-To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
X-Mailer: Mozilla 4.04 [en] (Win95; U)
X-Listprocessor-Version: 8.1 -- ListProcessor(tm) by CREN
Status: O
I was informed that the way I sent this message
before made it unreadable to most email users.
If so I hope the following is better.
Clyde Lee
{
Function: FourLine
Purpose: Calculate the Fourier amplitude and phase
values at a selected price over a given
period of time.
Author: Clyde Lee, SYTECH/Futuresmagic.
Copyright: Clyde Lee, 1998.
This is a conversion of a ProfessionalBasic routine that
is used in SwingMachine software to perform and display
Fourier analyses and projections.
SUB FOURLINE (PRICES!(), PERIOD!, TMIN, TMAX, PEAKA!, RADS!)
Returns the amplitude OR phase of the wave of specified
period in the form AAAAA.ppp
where: AAAAA = amplitude for wave in
same units as input prices
PPP = phase (in radians).
Basic concepts from work of Singleton & John Ehlers. Singleton
first published the method in the late 1960's and Ehler has seen
fit to use these methods in published works.
After conversion returns either amplitude or phase in degrees.
Set input variable DoPhas to true to get phase data or to
false to get amplitude value.
}
INPUTS: Price(numericseries), {Price on which to compute}
Period(numericsimple), {Period of wave for analysis}
NumBars(numericsimple), {number of bars to use in computation}
DoPhas(truefalse); {false=do ampl, true=do phase}
VARS: PeakA(0),Degs(0);
VARS: AF(0),XF(0),YF(0),GF(0),EF(0),
Indx(0);
AF = 360 / Period;
XF = Cosine(AF); YF = Sine(AF);
GF = 0; EF = Price[0];
FOR Indx = 1 to NumBars-1 BEGIN
AF = EF;
EF = AF * XF - GF * YF + Price[Indx];
GF = AF * YF + GF * XF;
END;
EF = (EF + EF) / NumBars; GF = (GF + GF) / NumBars;
PeakA = SquareRoot(EF * EF + GF * GF);
IF EF=0 THEN Degs=0 ELSE Degs=Arctangent(GF/EF) ;
IF GF>0 THEN VALUE1=1 ELSE VALUE1=-1;
IF 0>EF THEN VALUE2=1 ELSE VALUE2=-1;
Degs = Degs + (VALUE1 * VALUE2 * 180);
WHILE Degs > 360 BEGIN
Degs = Degs - 360;
END;
WHILE Degs < 0 BEGIN
Degs = Degs + 360;
END;
If DoPhas THEN FourLine = Degs
ELSE FourLine=PeakA;
* * * * * * * * * * * * * * * * * * * * * * * * * * * *
{
Function: FourPeriod
Purpose: (1) Calculate the spectral lines beginning with
the input BegPer and ending with input EndPer
over a the closing price data set ending with
the current close and extending back in time for
a period equal to 4 times the analysis being
performed.
(2) Pick the largest peak value encountered
[note I said PEAK] in the range of periods that
are specified for analysis and return the period
value (period not amplitude) at which this
maximum peak amplitude is found.
Author: Clyde Lee, SYTECH/Futuresmagic.
Copyright: Clyde Lee, 1998.
}
Input: BegPer (NumericSimple),
EndPer (NumericSimple);
Var: BegAnl(EndPer*4);
If Currentbar>BegAnl then begin
Value6=0;Value7=0;
For Value1=EndPer downto BegPer begin
VALUE3 = fourline(c,Value1,Value1*4,FALSE);
{print (date,"v1..=",Value1,Value3,Value4,Value5,Value6,Value7);}
If Value1<EndPer-1 then begin
if Value3<=Value4 and Value4>=Value5 then begin
If Value4>Value6 then begin
Value6=Value4;
Value7=Value1+1;
End;
end;
End;
Value5=Value4;Value4=Value3;
End;
FourPeriod = Value7;
End
Else FourPeriod = 0;
* * * * * * * * * * * * * * * * * * * * * * * * * * * *
{
Indicator: FourLine
Purpose: Plot a "line spectra" of the closing price data
in the range BegDate and EndDate.
Also plots a ramp indicating the frequency of
each line.
By activating the DataWindow and setting it
to display one line of data (put at top of chart)
then by clicking on a line showing a peak you
can read the peak amplitude (*10) and the period
of that peak.
Author: Clyde Lee, SYTECH/Futuresmagic.
Copyright: Clyde Lee, 1998.
}
Input: BegDate(650101),EndDate(991231);
Var: begbar(0),endbar(0);
if date<=begdate then begbar=currentbar;
if date<=enddate then endbar=currentbar;
if LastBarOnChart=true then begin
Value4=IntPortion((endbar-begbar)/4); {LengAnl;}
if Value4>120 then Value4=120;
For Value1 = Value4 downto 3 begin
VALUE3 = fourline(c[currentbar-endbar],VALUE1,Value1*4,FALSE);
PLOT3[currentbar-endbar+Value4-VALUE1](Value3*10,"Ampl");
plot2[currentbar-endbar+Value4-Value1](value1,"Freq");
End;
End;
* * * * * * * * * * * * * * * * * * * * * * * * * * * *
{
Indicatior: FourPeriod
Purpose: Plot the PERIOD value at which the peak amplitude
spectral value was found in the periods begper+1
to endper-1.
An interval (in number of bars) between each of
these analysis can be specified to speed up the
process.
Author: Clyde Lee, SYTECH/Futuresmagic.
Copyright: Clyde Lee, 1998.
}
Input: BegPer(15),EndPer(25),Interval(5);
Var: Begbar(0),endbar(0);
If Mod(Currentbar,Interval)=0 then begin
Value3 = FourPeriod(BegPer,EndPer);
PLOT3 (Value3,"PerL");
END;
* * * * * * * * * * * * * * * * * * * * * * * * * * * *
--
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Clyde Lee Chairman/CEO (Home of SwingMacine)
SYTECH Corporation email: <clydelee@xxxxxxx>
7910 Westglen, Suite 105 Work: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
|