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Re: Volatility



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<DIV><FONT face=Arial size=2>----- Original Message ----- </FONT>
<DIV><FONT face=Arial size=2>From: Samerski, Michael (Australia) &lt;<A 
href="mailto:msamerski@xxxxxxxxxxxxxxxxxx";>msamerski@xxxxxxxxxxxxxxxxxx</A>&gt;</FONT></DIV>
<DIV><FONT face=Arial size=2>To: &lt;<A 
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>&gt;</FONT></DIV>
<DIV><FONT face=Arial size=2>Sent: December 14, 1999 10:32 PM</FONT></DIV>
<DIV><FONT face=Arial size=2>Subject: RE: Volatility</FONT></DIV></DIV>
<DIV><BR></DIV>
<DIV><FONT face=Arial size=2>&gt; Volatility is the most valuable thing I look 
at. I recall that some Market<BR>&gt; Wizards speak very highly of it 
also.<BR>&gt; For a simple example, Let's say you beleive that markets swing 
from low to<BR>&gt; high vol (not to difficult),<BR>&gt; then placing entry stop 
orders either side of vol bands, should get you set<BR>&gt; for a big move 
either way.<BR>&gt; But as always, entry is only the tip of the 
icecream.<BR>&gt; &nbsp;<BR>&gt; IMHO - The best indicators are Stdev and 
ATR.<BR></FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>Michael and all other repliers 
:</EM></STRONG></FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>1) Thanks a 
lot.</EM></STRONG></FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>2)&nbsp; Michael :&nbsp; Can you 
give examples HOW you use Stdev and Average True 
Range</EM></STRONG></FONT></DIV>
<DIV><FONT face=Arial size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<FONT 
color=#008080 size=3><STRONG><EM>of course i know how to plot them but i am 
interested in the way you (and others ?)</EM></STRONG></FONT></FONT></DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
use them together with other indicators.</EM></STRONG></FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>3) In advance : thanks 
again.</EM></STRONG></FONT></DIV>
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<DIV><FONT color=#008080 face=Arial><STRONG><EM>Theo.</EM></STRONG></FONT></DIV>
<DIV>&nbsp;</DIV>
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<DIV><FONT color=#008080 face=Arial><STRONG><EM>&nbsp;&nbsp;&nbsp;&nbsp; 
</EM></STRONG></FONT></DIV>
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<DIV><FONT face=Arial size=2>&gt; &nbsp;<BR>&gt; Michael Samerski <BR>&gt; 
Metronome Trading Systems Pty Limited <BR>&gt; email : <A 
href="mailto:michael@xxxxxxxxxxxxxxxxxxxxxxxx";>michael@xxxxxxxxxxxxxxxxxxxxxxxx</A> 
<BR>&gt; www : <A 
href="http://www.metronome-trading.com.au";>http://www.metronome-trading.com.au</A><BR>&gt; 
&lt;<A 
href="http://www.metronome-trading.com.au/";>http://www.metronome-trading.com.au/</A>&gt;&nbsp; 
<BR>&gt; <BR>&gt; <BR>&gt; &nbsp;<BR>&gt; <BR>&gt; -----Original 
Message-----<BR>&gt; From: Theo E.M. Lockefeer [<A 
href="mailto:sky40912@xxxxxxxxx";>mailto:sky40912@xxxxxxxxx</A>]<BR>&gt; Sent: 
Tuesday, 14 December 1999 21:09<BR>&gt; To: Metastock User Group<BR>&gt; 
Subject: Volatility<BR>&gt; <BR>&gt; <BR>&gt; Can someone give his views on 
Volatility :<BR>&gt; &nbsp;<BR>&gt; Succesfull systems implemented ?&nbsp;&nbsp; 
Which are good Volatility indicators ?&nbsp; <BR>&gt; &nbsp;<BR>&gt; 
&nbsp;<BR>&gt; &nbsp;<BR>&gt; Thx<BR>&gt; &nbsp;<BR>&gt; Theo<BR>&gt; 
</FONT></DIV></BODY></HTML>
</x-html>From ???@??? Wed Dec 15 06:24:50 1999
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From: "Theo E.M. Lockefeer" <sky40912@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
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Subject: Re: bull/bear fear-retested
Date: Wed, 15 Dec 1999 09:50:05 +0100
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<DIV><FONT face=Arial size=2>----- Original Message ----- </FONT>
<DIV><FONT face=Arial size=2>From: mikelu &lt;<A 
href="mailto:mikelu@xxxxxxxxxxxxxxx";>mikelu@xxxxxxxxxxxxxxx</A>&gt;</FONT></DIV>
<DIV><FONT face=Arial size=2>To: &lt;<A 
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>&gt;</FONT></DIV>
<DIV><FONT face=Arial size=2>Sent: December 14, 1999 7:42 AM</FONT></DIV>
<DIV><FONT face=Arial size=2>Subject: RE: bull/bear 
fear-retested</FONT></DIV></DIV>
<DIV><BR></DIV>
<DIV><FONT face=Arial size=2>&gt; I'll repost for you with a question.<BR>&gt; 
<BR>&gt; Why is BullFear defined as<BR>&gt; <BR>&gt; BullFear := (HHV(HIGH,n) - 
LLV(HIGH,n))/2 + LLV(HIGH,n);<BR>&gt; <BR>&gt; instead of just <BR>&gt; <BR>&gt; 
BullFear := (HHV(HIGH,n) + LLV(HIGH,n))/2;<BR>&gt; <BR>&gt; as it is in the 
magazine?<BR>&gt; <BR>&gt; Mike</FONT></DIV>
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<DIV><FONT color=#008080 face=Arial><STRONG><EM>Mike 
:</EM></STRONG></FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>sorry but in the magazine i have 
it's :</EM></STRONG></FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>BullFear := (HHV(HIGH,n) - LLV(HIGH,n))/2 + 
LLV(HIGH,n);<BR></FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>Maybe you lost&nbsp; + 
LLV(HIGH,n);&nbsp;&nbsp; by accident ??&nbsp; </EM></STRONG></FONT></DIV>
<DIV><STRONG><EM><FONT color=#008080 face=Arial>( you copied the formula 
?)<BR></FONT></DIV></EM></STRONG>
<DIV>&nbsp;</DIV>
<DIV><FONT color=#008080 
face=Arial><STRONG><EM>Thanks</EM></STRONG></FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>Theo 
Lockefeer</EM></STRONG></FONT></DIV>
<DIV><FONT color=#008080 face=Arial><BR>&nbsp;</DIV></FONT>
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<DIV><BR><FONT face=Arial size=2>&gt; -----Original Message-----<BR>&gt; From: 
<A 
href="mailto:owner-metastock@xxxxxxxxxxxxx";>owner-metastock@xxxxxxxxxxxxx</A><BR>&gt; 
[<A 
href="mailto:owner-metastock@xxxxxxxxxxxxx";>mailto:owner-metastock@xxxxxxxxxxxxx</A>]On 
Behalf Of michael arnoldi<BR>&gt; Sent: Sunday, November 28, 1999 3:29 
AM<BR>&gt; To: A METASTOCK GROUP<BR>&gt; Subject: bull/bear 
fear-retested<BR>&gt; <BR>&gt; <BR>&gt; enter long:<BR>&gt; n :=opt2{Time 
periods};<BR>&gt; BullFear := (HHV(HIGH,n) - LLV(HIGH,n))/2 + 
LLV(HIGH,n);<BR>&gt; Cross(CLOSE,bullfear) AND<BR>&gt; DX(10) &gt; opt1<BR>&gt; 
<BR>&gt; close long:<BR>&gt; n :=opt2{Time periods};<BR>&gt; BearFear := 
(HHV(LOW,n) - LLV(LOW,n))/2 + LLV(LOW,n);<BR>&gt; CLOSE &lt; bearfear<BR>&gt; 
---------------------------<BR>&gt; i played with the opt1 opt2 on various 
indexes &amp; the results were much<BR>&gt; improved. this formula included the 
DX portion &amp; mine did not.<BR>&gt; here are some of the results:<BR>&gt; 
&nbsp;&nbsp;&nbsp;&nbsp; opt1 opt2&nbsp; profit&nbsp;&nbsp;&nbsp; 
%&nbsp;&nbsp;&nbsp; ttl trades&nbsp; win&nbsp;&nbsp; lose&nbsp;&nbsp; 
avg&nbsp;&nbsp;&nbsp; <BR>&gt; djia: 21&nbsp;&nbsp; 4&nbsp;&nbsp;&nbsp; 
606.33&nbsp;&nbsp; 60.63&nbsp;&nbsp;&nbsp;&nbsp; 
45&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28&nbsp;&nbsp;&nbsp; 17&nbsp;&nbsp; 
1.399<BR>&gt; xau:&nbsp; 19&nbsp;&nbsp; 6&nbsp;&nbsp;&nbsp; 493.54&nbsp;&nbsp; 
49.35&nbsp;&nbsp;&nbsp;&nbsp; 26&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
12&nbsp;&nbsp;&nbsp; 14&nbsp;&nbsp; 2.55<BR>&gt; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
21&nbsp;&nbsp; 4&nbsp;&nbsp;&nbsp; -68.7&nbsp;&nbsp;&nbsp; 
-6.87&nbsp;&nbsp;&nbsp;&nbsp; 40&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
12&nbsp;&nbsp;&nbsp; 28&nbsp;&nbsp; 2.14<BR>&gt; s&amp;p:&nbsp; 18&nbsp;&nbsp; 
4&nbsp;&nbsp;&nbsp; 470.5&nbsp;&nbsp;&nbsp; 47.05&nbsp;&nbsp;&nbsp;&nbsp; 
45&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25&nbsp;&nbsp;&nbsp; 20&nbsp;&nbsp; 
1.6<BR>&gt; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21&nbsp;&nbsp; 4&nbsp;&nbsp;&nbsp; 
285.20&nbsp;&nbsp; 28.52&nbsp;&nbsp;&nbsp;&nbsp; 
41&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24&nbsp;&nbsp;&nbsp; 19&nbsp;&nbsp; 
1.23<BR>&gt; i tried the test without the DX &amp; results were real poor, so 
the DX is<BR>&gt; an important factor.<BR>&gt; <BR>&gt; mike 
arnoldi<BR></FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>Very interesting Mike :&nbsp; 
</EM></STRONG></FONT></DIV>
<DIV>&nbsp;</DIV>
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<DIV><FONT color=#008080 face=Arial><STRONG><EM>Where and how do you define the 
opt1 and 2 ?</EM></STRONG></FONT></DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>Can you give an example 
?</EM></STRONG></FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>Thx</EM></STRONG></FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>Theo</EM></STRONG></FONT></DIV>
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</x-html>From ???@??? Wed Dec 15 06:24:34 1999
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Date: Wed, 15 Dec 1999 10:20:34 +0100
From: Lars Andersson <Lars.Andersson@xxxxxxxxxxxxxxxxx>
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Subject: An Excelquestion
References: <199812130220.UAA03291@xxxxxxxxxxxxxxxxxx> <00a001bf464e$aab75c00$6694f5d0@xxxxxx> <009201bf466d$69df88a0$5f1c4118@xxxxxxxxxxxxxxxxxxxxxx>
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Hi.
I have a problem when I want to import quotes from Etradeīs website into Excel via an webquery. I must send my Username and
Password but I donīt know how to write the code in VBA for Excel does anyone know how to do that. Here is the code for
importing the website.

URL1="URL;
https://trading.etrade.se:443/cgi-bin/gx.cgi/AppLogic+quoteresearch?EAGetDomesticList1=GO&EAGetDomesticList2=A1
p"
Set tempo = ThisWorkbook.Sheets("MO")
With tempo.QueryTables.Add(Connection:=URL1,
Destination:=tempo.Range("A1"))
    .BackgroundQuery = True
    .TablesOnlyFromHTML = False
    .Refresh BackgroundQuery:=False
    .SaveData = True

Best regards.
Lars Andersson