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Candlestyk wrote:
> I have a good system for IBM, and would like to trade it for someone like
> you do. How do I go about finding an investor who might be interested? I am
> not a professional in the field.
I a CTA it is easy to become one, no qualifications are needed, not saying much for myself! I had
great reservations of becoming one, but I believe if you hold yourself out to be an expert in the
field of giving trading advice. Then you should be held accountable some way, did I say that? If you
go the professional route its not a bed of roses, in fact you had better be for real, because now
you live in a glass house.
> Also, could you post your secondary system?
>
> Thanks for any comment,
>
> RayF
Below are the user function and the VIX system, also for SuperChart users is a ELA file of the
system. In data1 put the sp or oex in data2 put the vix.
Below is the user function for the system name it adaptive, its by Perry Kaufman.
inputs:price(numericseries),period(numericsimple);
vars: noise(0),signal(0),dif(0),efratio(0),
smooth(1),fastend(.666),slowend(.0645),am(0);
{CALCULATE EFFICIENCY RATIO}
dif=@xxxxxxxx(price - price[1]);
if(currentbar <= period) then am =price;
if(currentbar > period)then begin
signal = @AbsValue(price - price[period]);
noise = @Summation(dif,period);
efratio = signal/noise;
smooth = @Power(efratio*(fastend - slowend) + slowend,2);
{ADAPTIVE MOVING AVERAGE}
am = am[1] + smooth*(price - am[1]);
Adaptive=am;
end;
Below is the VIX System
input:len1(21),len2(15),avg1(12),avg2(3);
vars:vix(0),hvol(0),btest(false);
vix=Adaptive(c of data2,avg1);
hvol=Adaptive(((stddev(c,len1)*len2)/c)*100,avg2);
btest=hvol>hvol[1]and vix<vix[1];
if hvol crosses above vix then buy market;
if hvol<hvol[1]and hvol[1]>hvol[2]then begin exitlong;
btest=false;end;
--
TC
Attachment Converted: "c:\eudora\attach\Vixsys.ela"
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