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You can see from the code that I am taking each four percent move up
or down from the peak as a signal. That's what Davis and Zweig did,
except they applied it weekly to the XVG. When Monsonson updated it,
he used the daily, and found better performance than generated by the
weekly. Then he switched to the VLE and got even better numbers, and
finally added the 20 dma, again with improved test results.
I originally programmed it, and it matched up well with the
TradeStation backtest results. However, as I said, I've had trouble
duplicating the results in MS.
I'm going to leave it alone for awhile and come back to it later when
I get some of my other work finished.
JO
--- In equismetastock@xxxxxxxxxxxxxxx, "Joe J." <jojab@xxxx> wrote:
> JO,
>
> I should have just left the prior message as an example. I realize
that you are not merely looking for a +4%/-4% close to close
measurement but I wanted to hear in your own words what it was that
you are looking for here.
>
> Good Trading,
>
> Joe J.
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