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<DIV><FONT face="Courier New" size=2>I reported yesterday on a study using the 
Moon effect to see</FONT></DIV>
<DIV><FONT face="Courier New" size=2>if there really was one.</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Below are two items:</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>1.  The statistics from running a 
system I call  </FONT></DIV>
<DIV><FONT face="Courier New" size=2>        
C_Lee_UpDnCount+Moon</FONT></DIV>
<DIV><FONT face="Courier New" size=2>which is well explained in the second 
item.</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>2.  Code for system used in the 
following study.</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Attached is an  .ela  file of the 
system noted in   2.   .</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>In order to make it simple for you (and me) 
to do a study</FONT></DIV>
<DIV><FONT face="Courier New" size=2>of the effect of the moon I included a MODE 
parameter which</FONT></DIV>
<DIV><FONT face="Courier New" size=2>for Mode=0 uses the "good" moon effect, for 
Mode=1 uses the</FONT></DIV>
<DIV><FONT face="Courier New" size=2>"bad" moon effect, and for Mode=2 uses NO 
moon effect at all.</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Although the system yields 12% more total 
profit, with no</FONT></DIV>
<DIV><FONT face="Courier New" size=2>moon effect specified, the </FONT><FONT 
face="Courier New" size=2>drawdown for this mode is 69% </FONT></DIV>
<DIV><FONT face="Courier New" size=2>higher than the "good" (mode=0) moon 
</FONT><FONT face="Courier New" size=2>mode.</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>That alone is strong proof that the moon 
has a very dramatic</FONT></DIV>
<DIV><FONT face="Courier New" size=2>effect on index values.</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>However, the real proof is in switching to 
the "bad" (mode=1)</FONT></DIV>
<DIV><FONT face="Courier New" size=2>moon mode and finding that the profit is 
34% of that of the</FONT></DIV>
<DIV><FONT face="Courier New" size=2>"good" moon mode and that the drawdown for 
this mode is 236%</FONT></DIV>
<DIV><FONT face="Courier New" size=2>higher than with the "good" 
mode.</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>This system works on 30 minute data but 
does not do too well</FONT></DIV>
<DIV><FONT face="Courier New" size=2>on daily data in the few tests I 
ran.</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>This test is based on the SP cash index 
(not the OEX previously</FONT></DIV>
<DIV><FONT face="Courier New" size=2>reported).</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>I really hope we get some interest in using 
this technique</FONT></DIV>
<DIV><FONT face="Courier New" size=2>in other systems to see if it works 
generally or just with</FONT></DIV>
<DIV><FONT face="Courier New" size=2>certain type systems.</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>This study (on SP cash) illustrates that it 
will work on more</FONT></DIV>
<DIV><FONT face="Courier New" size=2>than one index.</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Clyde</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Test   C_Lee_UpDnCount+Moon 
</FONT></DIV>
<DIV><FONT face="Courier New" size=2><BR>Mode   
NetPrft     GrossP      
GrossL       ROA      
MaxDD<BR>0    214990.00  548172.50   
333182.50   1079.40   19917.50<BR>1     
73812.50  445965.00   372152.50    
156.51   47162.50<BR>2    241535.00  
946465.00   704930.00    713.91   
33832.50</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Mode  #Trds   
%Prft   #WTrds  #LTrds     
BigWTrd   BigLTrd<BR>0       
423      29      
126     297    30247.50   
3797.50<BR>1       
446      25      
113     333    18955.00   
8587.50<BR>2       
968      31      
305     663    18955.00   
8587.50</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" 
size=2>                                                
Avg   Avg<BR>Mode  AvgWTrd  AvgLTrd Avg W/L  AvgTrd MxW 
MxL WBars LBars<BR>0     4350.58  
1121.83    3.88  508.25  4   
17    24     5<BR>1     
3946.59  1117.58    3.53  165.50  4   
17    25     5<BR>2     
3103.16  1063.24    2.92  249.52  4   
14    16     4<BR></FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2> </DIV></FONT>
<DIV><FONT face="Courier New" size=2>= = = = = = = = =  code for system 
follows = = = = = = = = = = = =</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>{   System:   
C_Lee_UpDnCount+Moon</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>    Purpose:  
Trading system for 30 minute bar data which enters 
when<BR>    a specified number of bars of rising/falling 
prices has happened<BR>    provided also that the MOON is in 
the correct phase (which can 
be<BR>    specified).</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>    Exit on a T3Average 
or on MoneyManagement stop or N Number bars<BR>    in a 
trade.</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>    Can trade with 
either (adjusted) moon phase or with no moon.</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>}</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Input:  EnterKnt (3),   
{Level of Up/DnCount to Buy/Sell contract      
}<BR>        BarsDiff(2),    
{Number bars between points to measure up/dn   
}<BR>        T3Leng(17),     
{Number bars in T3Average for exit from trade  }<BR>  
      WaitBars(0),    {>0=Exit after 
this number of bars in trade    
}<BR>        MonMStop(1000), {<50=%ATR 
stop from Entry Price >50=Dollars    
}<BR>        MoonAdju(4),    
{Number days to shift moon trade cycle -15->15 }<BR>     
   Mode(0);        
{0=buy  when moon passes full until new  moon  
}<BR>              
          {  sell when 
moon passes new  until full moon  } 
<BR>                     
   {1=sell when moon passes full until new  moon  
}<BR>                      
  {  buy  when moon passes new  until full moon  
} <BR>                        {2=NO 
MOON EFFECT AT 
ALL                       
}<BR>            <BR>Vars:   
MP(0),        
StartBar(CurrentBar);<BR>Vars:   UpCount(0),   
DnCount(0);<BR>Vars:   PtsStopMM(MonMStop/BigPointValue);</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>MP      
=MarketPosition;<BR>If MP<>MP[1] Then StartBar=CURRENTBAR;</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>{Use Money management stop if 
desired}<BR>If MonMStop>0 then begin<BR> If MonMStop<50 then 
PtsStopMM=AvgTrueRange(21)*MonMStop;<BR> If MP>0 then ExitLong  at 
EntryPrice-PtsStopMM Stop;<BR> If MP<0 then ExitShort at 
EntryPrice+PtsStopMM Stop;<BR>End;</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>{Count number of bars close has been 
Up/Down}<BR>If C>C[BarsDiff] then 
begin<BR> UpCount=UpCount+1;<BR> DnCount=0;<BR>End;<BR>If 
C<C[BarsDiff] then 
begin<BR> DnCount=DnCount+1;<BR> UpCount=0;<BR>End;</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><BR><FONT face="Courier New" size=2>{Enter if UpCount/DnCount >= 
EnterKnt and correct Moon Phase}<BR>Value4=mod(Moonday_V2+MoonAdju,29);<BR>If 
Mode=0 then begin<BR>  Condition1=UpCount>=EnterKnt and Value4>14.5 
;<BR>  Condition2=DnCount>=EnterKnt and Value4<14.5 ;<BR>End<BR>Else 
If Mode=1 then begin<BR>  Condition1=UpCount>=EnterKnt and 
Value4<14.5 ;<BR>  Condition2=DnCount>=EnterKnt and Value4>14.5 
;<BR>End<BR>Else begin<BR>  Condition1=UpCount>=EnterKnt ;<BR>  
Condition2=DnCount>=EnterKnt ;<BR>End;</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>If MP<=0 then If Condition1 then 
Buy  ("enl") at Market;<BR>If MP>=0 then If Condition2 then Sell ("ens") 
at Market;</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>{Exit on 3 bar T3Average above/below T3Leng 
bar 
T3Average}<BR>Value2=T3Average(C,T3Leng);<BR>Value3=T3Average(C,3);<BR>Value1=Value3-Value2;</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>If MP<0 then If Value1 Crosses 
Over  0  then ExitShort;<BR>If MP>0 then If Value1 Crosses Under 
0  then ExitLong;</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>{Exit after WaitBars number of bars if 
set}<BR>If WaitBars>0 then begin<BR>  If CurrentBar-StartBar>WaitBars 
then begin<BR>   ExitLong;<BR>  
 ExitShort;<BR> End;<BR>End;<BR></FONT></DIV>
<DIV><FONT face="Courier New" size=2>
<DIV><FONT face="Courier New" size=2>= = = = = = = = =  code for system 
above = = = = = = = = = = = = =</FONT></DIV>
<DIV> </DIV>
<DIV> </DIV></FONT></DIV>
<DIV><FONT face="Courier New" size=2> </DIV></FONT>
<DIV><FONT face="Courier New" size=2>- - - - - - - - - - - - - - - - - - - - - - 
- - - - - - - -<BR>Clyde Lee   
Chairman/CEO       (Home of 
SwingMachine)<BR>SYTECH 
Corporation             
email:   <</FONT><A href="mailto:clydelee@xxxxxxx"><FONT 
face="Courier New" size=2>clydelee@xxxxxxx</FONT></A><FONT face="Courier New" 
size=2>> <BR>7910 Westglen, Suite 105       
Work:    (713) 783-9540<BR>Houston,  TX  
77063            
Fax:     (713) 783-1092    <BR>- - - - - - - 
- - - - - - - - - - - - - - - - - - - - - - -<BR>- - - - - - - - - - - - - - - - 
- - - - - - - - - - - - - -<BR>To subscribe / unsubscribe from SwingMachine 
list<BR></FONT><A href="http://www.egroups.com/list/swingmachine/"><FONT 
face="Courier New" 
size=2>http://www.egroups.com/list/swingmachine/</FONT></A></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>After joining list the freeware 
SwingMachine program <BR>(DOS Version) is available in the  VAULT  
at:<BR></FONT><A href="http://www.egroups.com/list/swingmachine/"><FONT 
face="Courier New" 
size=2>http://www.egroups.com/list/swingmachine/</FONT></A><BR><FONT 
face="Courier New" size=2>- - - - - - - - - - - - - - - - - - - - - - - - - - - 
- - -<BR></FONT></DIV></BODY></HTML>
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