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<DIV><FONT color=#000000 size=2>realtraders,,,, </FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>Guess I didn't understand when I signed
up... I thought there was a forum hidden in RealTraders
somewhere..</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>I don't want all the emails... Too
busy making a fortune in commodities. Please remove me....</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>Thank You, </FONT></DIV>
<DIV><FONT color=#000000 size=2>Mike Haight</FONT></DIV>
<DIV><FONT color=#000000 size=2><A
href="mailto:MHaight@xxxxxxxxxx";>MHaight@xxxxxxxxxx</A>
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</x-html>From ???@??? Mon Aug 03 19:17:15 1998
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Message-Id: <902196757-0-rjbiiilis@xxxxxxxxxxxxx>
Date: Mon, 03 Aug 1998 22:12:37 -0400
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From: "Sentinel Trading" <rjbiiilis@xxxxxxxxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Subject: el question day of week statement
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I added the following statement to a system while trying to include the weekly
avg for daily data into a system to insure a trend in two time frames, It
increased the number of trades and greatly improved the returns on the SP 500
daily. The statement IF DAYOFWEEK(DATE) < DAYOFWEEK(DATE[1]) THEN BEGIN when
removed decreases returns with several stopped trades. Any insight would be
appreciated. I'm posting the whole system not the returns, I'd be interested in
knowing anyone else tries backtesting it. If anyone requests I'll send the ELA.
Thanks for any insight.
{*******************************************************************************
*****************************}
{ I used Max Bars Back Defaulted at 50}
input: stoploss(.0625),BuyZone(40),SellZone(60), LENGTH(5);
ARRAY:HARRAY[200](0),LARRAY[200](0);
IF DAYOFWEEK(DATE) < DAYOFWEEK(DATE[1]) THEN BEGIN
VALUE4 = 0; VALUE5 = 0;
HARRAY[LENGTH + 1] = VALUE1;
LARRAY[LENGTH + 1] = VALUE2;
FOR VALUE0 = 1 TO LENGTH BEGIN
HARRAY[VALUE0] = HARRAY[VALUE0 + 1];
LARRAY[VALUE0] = LARRAY[VALUE0 + 1];
VALUE4 = VALUE4 + HARRAY[VALUE0];
VALUE5 = VALUE5 + LARRAY[VALUE0];
END;
VALUE1 = H;
VALUE2 = L;
VALUE3 = 0;
VALUE6 = ROUND(VALUE4 / LENGTH,2);
VALUE7 = ROUND(VALUE5 / LENGTH,2);
IF H > VALUE1 THEN VALUE1 = H;
IF L < VALUE2 THEN VALUE2 = L;
end;
If currentbar > 1 and DMIPlus(14) > DMIMinus(14) and ADX(14) > 35 and
FastK(8) <= BuyZone and value6 > value6[1]
then begin Buy ("Long") High + .0625 stop;
end;
ExitLong ("StopLoss") from entry ("Long") At$ Low - stoploss stop;
if FastK(8) crosses below 80 then exitlong;
{******************************************************************}
If CurrentBar >1 and ADX(14) > 35 and DMIMinus(14) > DMIPlus(14) and
FastK(8) >= SellZone and value7 < value7[1]
Then begin Sell ("Short") Low - .0625 stop;
end;
ExitShort ("StopLossShort") from entry ("Short") At$ High + stoploss stop;
If FastK(8) crosses above 20 then exitshort;
"The darkest hour in any man's life is when he sits down to plan
how to get money without earning it"
Sentinel Trading
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