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I did!!!
Ran it on the QQQ and results were so bad I
just dropped
it right there. This thing is as bad
or worse than dual
moving averages when you hit a flat
market.
I don't think it is worth wasting time on
further work.
Clyde
- - - - - - - - - - - - - - - - - - - - - - - - - - - -Clyde
Lee
Chairman/CEO (Home of
SwingMachine)SYTECH
Corporation email: <A
href="mailto:clydelee@xxxxxxxxxxxx";>clydelee@xxxxxxxxxxxx 7910
Westglen, Suite 105
Office: (713) 783-9540Houston, TX
77063
Fax: (713) 783-1092Details
at:
www.theswingmachine.com- - - -
- - - - - - - - - - - - - - - - - - - - - - - -
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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
BobR
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Monday, August 27, 2001 19:03
Subject: Re: [RT] Gen - EWosc
suggestions
Ehler's provided some very limited stats in
the TASC article. He did some testing on equities and it made money, but
someone should code up a little system to test it on the ES and NQ, SP, ND and
compare because tests on the emini vs big daddy or big mama contracts can be
quite different. I nominate Clyde to do the testing and to put in a
whipsaw filter and some stops so we can all avoid those
congestions. Ehler's test was on 100 stocks from Jan 2, 1998 to Jan 2,
2001, taking long side trades only, using end of day data, there were 1,317
trades of which 37.5% were profitable with no curve fitting. He says the
MAMAFAMA trades about 4.4 times a year on the long side. The article
doesn't say what stocks or how they were selected for the test or whether
there were any stops used.
bobr
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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
Steve
To: <A
title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Monday, August 27, 2001 4:33
PM
Subject: Re: [RT] Gen - EWosc
suggestions
Bob, do you have any backtesting statistics for
the mamafama?
Thanks
Steve
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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
<A title=bobrabcd@xxxxxxxxxxxxx
href="mailto:bobrabcd@xxxxxxxxxxxxx";>BobR
To: <A
title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Monday, August 27, 2001 6:30
PM
Subject: Re: [RT] Gen - EWosc
suggestions
Her's a shot with the EWosc on the 3 minute ESU1 from
midnight(pacifictime). The red and blue line on the ES is the
Ehler's MAMAFAMA. Eventhough there wasn't much range today a
couple of profitable trades couldhave been made. The resolution
on the .gifs might be screwed up. Thatcomes from having 4
computers on a LAN with monitors of different sizes andsettings and I
haven't taken the time to figure out how to make the .gifssized
consistantly.bobr----- Original Message -----From:
"John Clemens" <jbclem@xxxxxxxxxxxxx>To:
<realtraders@xxxxxxxxxxxxxxx>;
<MedianLine@xxxxxxxxxxxxxxx>Sent: Monday, August 27, 2001 3:10
PMSubject: Re: [RT] Gen - EWosc suggestions>
Bob:>> I couldn't find the ELA for the EWOsc you mentioned
being posted. I have> the 5/35 osc programmed, but I'm not
sure what the 80% bands are that you> mention. Would you
might posting the ELA again, or sending it to me(I'm> assuming that
you were the one who posted it).>> Thanks,
John>>> ----- Original Message -----> From:
"BobR" <bobrabcd@xxxxxxxxxxxxx>> To:
<realtraders@xxxxxxxxxxxxxxx>;
<MedianLine@xxxxxxxxxxxxxxx>> Sent: Saturday, August 25, 2001
3:31 PM> Subject: [RT] Gen - EWosc
suggestions>>> > Here are some suggestions to
consider on use of the EWosc posted> yesterday.> > Other
input is welcome.> >> > 1.> > Use the
(H+L)/2 input when price levels in the data set are in the same>
> ballpark as in intraday data, and use Log((H+L)/2) when they are
in> > different ballparks such as on daily or weekly or monthly
charts whenthe> > data set goes back years and
decades.> > 2.> > Set the K input to 0.8 for "80%"
bands. The default is 1.0 or "100%"and> > you may want
to leave it there too for different instruments. The bands>
are> > considered strength or breakout bands. Lower levels
trigger earlier> > breakouts.> > 3.> >
Insert the EWosc 3 times and use 3 different length inputs.
Theselengths> > were for 60 minute bars and day bars, but
may also apply to shorter> > intervals.> > 5/17 for
scalpers and little guys with tight stops> > 5/35 for position
traders of 1 to 2 days> > 10/70 for commercials> >
4.> > Lay horizontal lines at the -1.4 level when the trend is
up. Place itat> > +1.4 when the trend is down.
This line is the "shakeout" line for the> > little guys when the
commercials are jerking price around forpositioning> > like
occurred on Friday. When the Little Guy is shaken out but
the> > Commercial Osc is still above the -1.4 and turns up and
crosses zero and> > then crosses the upper breakout band like on
Friday, well, you get the> > picture.> > 5.>
> When the Commercial Osc is above the upper band, price is in wave
3.You> > want to be long in wave 3 and ride with the
commercials as they are in> > control. Watch for
divergences between price and the Oscillators> indicating>
> the end of wave 3.> >> >> > To
unsubscribe from this group, send an email to:> >
realtraders-unsubscribe@xxxxxxxxxxxxxxx> >> >>
>> > Your use of Yahoo! Groups is subject to<A
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group, send an email to:>
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