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Earlier today I tried to send a message with two .gif files attached
which showed what I was trying to indicate below. Unfortunately,
the owners of this list have yet to remedy the problem of length of
posts which can be accomplished and such could not be accomplished.
Therefore what I have attached here is just the statistics for the
two conditions I describe below. Sorry about that.
The attached moonday2.ela file contains a function MoonDay_V2
which uses the code I've given below. The original author is noted
in the code.
A few days ago I gave you code to count number of ups and downs
in a row.
The T3Average function is a well known function.
I made a system (used on OEX @ $200/point) which bought when
the UpCount reached 4 and sold when the DnCount reached 4 so
long as certain conditions relative to number of days since the
New Moon were met. The system exited on a crossing of the T3
average line.
For the data shown in the Junk1.gif picture these conditions were:
This is now the upper portion of Junk3.gif -- only statistics are shown.
Condition1=UpCount>=BuyLvl and Value4>14.5 ;
Condition2=DnCount>=BuyLvl and Value4<14.5 ;
The results: Profit=$65,478 & Drawdown=$15,074
For the data shown in the Junk2.gif picture these conditions were:
This is now the lower portion of junk3.gif -- only statistics are shown.
Condition1=UpCount>=BuyLvl and Value4<14.5 ;
Condition2=DnCount>=BuyLvl and Value4>14.5 ;
The results: LOSS=$12,000 & Drawdown=$49,450
Performance figures from my equity indicator.
I in no way claim that this is the optimum use of moon phases to
complement the logic of a trading system but I think this should
be enough to set you to thinking that ALL your systems should
include a moon phenomena criteria to determine whether buy
or sell is a valid way to enter on that particular day.
Honestly, the only change in the system was the above indicated
code change.
Clyde
{ MOON EFFECTS by Bradley E. Schaefer
Calculate illumination (synodic) phase
This program helps anyone who needs to know the Moon's
phase (age), distance, and position along the ecliptic on
any date within several thousand years in the past or future.
To illustrate its application, Bradley Schaefer applied it
to a number of famous events influenced by the Moon in
World War II. His article appeared in Sky & Telescope for
April 1994, page 86.
}
Vars: VV(0),J(0),IP(0),mday(0);
J = DateToJulian(Date) ;
VV = (J + 7.5 - 2451550.1) / 29.530588853; {7.5 to adjust to reality}
VV = VV - IntPortion(VV); {probably
due to Omega}
IF VV < 0 THEN VV = VV + 1; {DTJ function.}
Moonday_V2 = VV * 29.53; { Moon's age in
days }
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Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: <clydelee@xxxxxxx>
7910 Westglen, Suite 105 Work: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
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Attachment Converted: "f:\eudora\attach\MOONDAY2.ELA"
Attachment Converted: "f:\eudora\attach\junk33.gif"
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