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praktikus:
Could you give some detail on the adaptive moving average
that you are using? Did you write some Metastock code for
it? Would you mind sharing it?
Thanks.
Bob
Original Message:
-----------------
From: praktikus_ms mluescher@xxxxxxxxxxx
Date: Wed, 23 Oct 2002 19:32:52 -0000
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Re: Huge System Test Profits
Hi grizz
did you compare your system with the "MAXIMUM PROFIT" System that
came with MS? Guess the profits would even increase ...
Honestly said wouldn't it be perfect for all of us to know exactly
where that the price of a stock (option, future, name what you want
to) is in a month, a week, a day or even by the end of the day. Sure
thing we all would be much better in our trading. Unfortunately we
all can't see what will happen in the future. For tjis reason any
system using Ref( , plus value) will not work out in reality.
How can you say that none of your tests worked with a positive
result? If this was true, none of the traders would be around by now.
For my own small piece of fortune I trade a moving average System as
explained by Perry Kaufman in "Smarter Trading" (the adaptive moving
average) with European bonds (comming from Europe so please excuse my
typing) and it works out pretty well. Maybe you share some of your
thoughts so we can improve the thing for better?
Greets, praktikus
--- In equismetastock@xxxx, grizz003 <no_reply@xxxx> wrote:
> You are right, of course. But that is not the point of this system
> test. The point of this test is this: It is extremely profitable
as
> a system test when using REAL data that already exists in the
array.
> It's moving average is shifted left to match the stock's cycle.
Why
> is it so fantastically profitable using REAL data? And even more
> important, why is everything else so consistently UNprofitable
using
> REAL data in the array?
>
> Why is this so fantastically profitable?? In my opinion, because it
> is based on the REAL cycle of the stock under test. Why is nothing
> else profitable? Because nearly everything else is based on cycles
> that are LATE or do not exist.
>
> So we can all agree that this system test is less than perfect, and
> it cannot be used as is for real money trading. The value here is
to
> show that at least SOMETHING can produce spectacular profits on
real
> data. It is perhaps the best starting point to investigate why it
> makes money, and what can be done to fix it's problem. A profitable
> approach can lead to better profitable approaches.
>
> Grizz
>
> --- In equismetastock@xxxx, "praktikus_ms" <mluescher@xxxx> wrote:
> > I see just one little thing to cause some worries: the Ref() -
> > function used looks in to the future (dd1 = 20 --> 20/2+1=11 -->
> this
> > means that you look 11 days in to the future from today - what is
> > impossible to me as far as I know ;-) ). For this reason you
> wouldn't
> > be able to trade this system.
> >
> > praktikus
> >
> >
> > --- In equismetastock@xxxx, grizz003 <no_reply@xxxx> wrote:
> > >
> > > Can anyone beat the fantastic system test profits generated
from
> > > these formulas?
> > >
> > > Enter Long:
> > > ==================
> > > dd1:=20;dd2:=25;
> > > grail1:= C-Ref(Mov(C,dd1,S),dd1/2+1);
> > > grail2:= C-Ref(Mov(C,dd2,S),dd2/2+1);
> > > grail1 < 0 AND Cross(grail2,Mov(grail2,3,S))
> > >
> > > Close Long:
> > > ==================
> > > dd1:=20;dd2:=25;
> > > grail1:= C-Ref(Mov(C,dd1,S),dd1/2+1);
> > > grail2:= C-Ref(Mov(C,dd2,S),dd2/2+1);
> > > grail1 > 0 AND Cross(Mov(grail2,3,S),grail2)
> > >
> > > Set System test for Longs Only. No stops.
> > >
> > > Grizz
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