[RT] Re: CL_GEN - moon effect -- a system to demonstrate this

[Clyde Lee <clydelee@xxxxxxx>]

Don,

To accomplish what you want I added a parameter called  DaysTrad
which tells system how many days to trade after new and full moon.

The following are the code changes -- or use the attached  .ela

The Junk1.gif attached is an optimization report that shows the
effect of changing the number of days to trade.

Clyde


    MoonAdju(4),    {Number days to shift moon trade cycle -15->15 }
    DaysTrad(14.5), {Number days to trade in each cycle of moon    }
                   {Maximum should be 14.5 or logic incorrect     }
    Mode(0);        {0=buy  when moon passes full until new  moon  }



If Mode=0 then begin
  Condition1=UpCount>=EnterKnt and Value4>14.5 and
Value4<=14.5+DaysTrad;
  Condition2=DnCount>=EnterKnt and Value4<DaysTrad;
End
Else If Mode=1 then begin
  Condition1=UpCount>=EnterKnt and Value4<DaysTrad;
  Condition2=DnCount>=EnterKnt and Value4>14.5 and
Value4<=14.5+DaysTrad;
End
Else begin
  Condition1=UpCount>=EnterKnt ;
  Condition2=DnCount>=EnterKnt ;
End;


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Clyde Lee   Chairman/CEO       (Home of SwingMachine)
SYTECH Corporation             email:   <clydelee@xxxxxxx>
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----- Original Message -----
From: "Don Roos" <roos@xxxxxxxxxxxxxxx>
To: "Clyde Lee" <clydelee@xxxxxxx>; "swingmachine"
<swingmachine@xxxxxxxxxxx>
Cc: <realtraders@xxxxxxxxxxxxxxx>; "Code List - TS"
<TSCode-List@xxxxxxxxxxxxx>
Sent: Sunday, April 30, 2000 23:28
Subject: Re: CL_GEN - moon effect -- a system to demonstrate this


  Clyde:

  Very interesting system.  It tested well on a year of out of sample
data on the spoos also.  See gifs.  High drawdown, and low win ratio,
but a very interesting way to analyse the hypothesis of whether there is
any objective basis to the influence of an astral body upon human
trading.

  Upon eyeballing the data I tested, the best trades very often occured
for the last long before the direction switch from long to short and the
first trade after the switch to short.  That is, right around the new
moon for mode zero.  Correct?  How would you change the code to just
take a limited number of trades around the new moon?  Might be
interesting to see if that would improve the results.

  At any rate, this may be of interest as a directional bias tool, if
nothing else.

  Thanks for your input.

  Don







Attachment Converted: "f:\eudora\attach\CL_UDKNT1.ELA"

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