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Dear Globex-2 and others,
Thanks for your interest in future posts.I will be out of town in Bioxi MS Thurs and Fri so there will be no posts as I will be away from my computer.I am taking a holiday tomorrow to let the some people cool off.
I think I will be able to redesign this so that the indicators can be calculated by anyone in 3 minutes at the end of day and then people can try it for themselves if they like.It's accuracy may go down by 10 % based on preliminary tests and it may only include the TRENDICATER since risk reward could be better.As such it will not trade everyday like yesterday when it was in conflict with SIGNAL.As I said my intent was never to sell anything to the list who I consider "co-workers".It is just that it has to be in useable form.
Private mail has been running 2 to 1 in favor of posts but I am working to make the posts more acceptable.I only request that the "hate" mail be directed solely to me so that the airways not be overwhelmed by duplication over my 1 or 2 posts per day that then appear like 1000.
I am also giving consideration to private and/ or a new list dedicated solely to mechanical trading and system development in a free speach forum.
With warm regards to all,
John
P.S. I did not lose my BMI or sense of humor.
------------------ Reply Separator --------------------
Originally From: "Globex2" <globex2@xxxxxxxxxxxxx>
Subject: Re: SIGNAL-TRENDICATER Math
Date: 05/19/98 09:26pm
Hey John, if you go private, put me on your list.
jon
-----Original Message-----
From: John Cappello <jvc689@xxxxxxx>
To: realtraders@xxxxxxxxxxxxxx <realtraders@xxxxxxxxxxxxxx>
Cc: SPDT@xxxxxxxxxxxxxxx <SPDT@xxxxxxxxxxxxxxx>; omega-list@xxxxxxxxxx
<omega-list@xxxxxxxxxx>; daytrade@xxxxxxxx <daytrade@xxxxxxxx>
Date: Tuesday, May 19, 1998 11:45 AM
Subject: SIGNAL-TRENDICATER Math
>To Lists:
>
>At your request I am giving you the math.You should also know private mail
is largely in favor of these posts continuing.It is not my posts cluttering
up the e-mail waves but dissidents who want to post to everyone
destructively for the most part from what I can see.
>
>1.Volatility-Differential between the angle of incline or decline of the 5,
14, 31 MDAV of the S%P 500 stock components highs and lows.
>
>2.Trend-Logarithm of the daily closes for the last 30, 60, 90 days
inversely related to volatility.
>
>3.Breadth of market-Total issues traded on the NYSE each squared for each
of the last 30, 60, 90 days.Total of the squares up minus down divided by
the total number of issues.Take the sine of the angle of incline or decline.
>
>4.Momentum-Square root of volume up minus volume down over 30,60,90 days
and use the sine of the angle of incline or decline.
>
>These formulas were developed by me and used successfully in stock market
trading for almost 20 years.I believe they are applicable with commodities
and my computer is set up to crunch the scut work out.
>
>With all due respect I feel no obligation to reveal how I integrate these
concepts.
>
>I have posted the result of 100 hypothetical trades.I have posted real time
trades. I have posted signals and results for the last 20 days.
>I am interested in sharing knowledge from all lists[even Omega].I can
envision giving and needing help.
>
>I admit I have a lot to learn but politeness is something I already have
and wish to share with the Sheriffs. I will not be intimidated doing
something I think is right.
>
>With warm regards to fellow seekers,
>
>John
>
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