|
PureBytes Links
Trading Reference Links
|
What is your source of breadth data? If its BMI, that might be part of the
problem. In anycase, here is the code I am using and the inputs I used on
the 30 minute bars. The lengths and the buy and sell thresholds were all
optimized and the data only covers a short period so it hasn't been
thoroughly tested. The code is not changed much from Mark's except I added
the inputs for optimizing and subtracted the rate of change of declining
issues from advances. I figured that there would be a switch over in the
tug of war and that might make a decent signal. Here are my two charts for
the NYA and NASDAQ using the 30 minute system. The input parameters for the
ADnaz are of course different from the ADnya. You can start with lengths of
10 and zero in the SZ and BZ and then start the optimizing to see what works
best with your data. Let me know how it goes.
{ROC spread oscillator system based on Mark Browns OddBall system in Active
Trader mag December 2000
data1 = tradeable
data2 = advancing issues
data3 = declining issues}
Inputs: Price1(c of data2), Price2(c of data3), Bull(18),
Bear(22),BZ(0),SZ(11);
If Currentbar > 1 AND RateOfChange(Price1, Bull) - RateOfChange(Price2,
Bull) crosses over BZ Then Buy ("ROCbull") This Bar on Close;
If Currentbar > 1 AND RateOfChange(Price1, Bear) - RateOfChange(Price2,
Bear) crosses under SZ Then Sell ("ROCbear") This Bar on Close;
Bob
----- Original Message -----
From: "John Clemens" <jbclem@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxx>
Sent: Friday, December 22, 2000 5:21 PM
Subject: Re: [RT] Re: Mark's not so Oddball System
>
> Hi Bob:
>
> I've tried to duplicate your 30 min version, on TS 4.0 but haven't
> succeeded. My showme's are not matching up with yours and are also not
> plotting on the bars, but down at level 200 on the chart(which throws the
> plotting way off). Would you mind showing me the formula(s) you've used
>
> Thanks, John
>
> ----- Original Message -----
> From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxx>
> Sent: Friday, December 22, 2000 7:30 AM
> Subject: Re: [RT] Re: Mark's not so Oddball System
>
>
> > If the posted system code is used with TS2k, then it might require
> enabling
> > the symbol/chart formatting to natural hour bars to get similar results
to
> > Mark's. With his software there might be another configuration option.
> Can
> > you elaborate on that Mark?
> >
> > Thanks,
> > BobR
> >
> > ----- Original Message -----
> > From: "Research Dept." <research@xxxxxxxxxxxxx>
> > To: <candlestyk@xxxxxxx>
> > Cc: <realtraders@xxxxxxxxxxx>
> > Sent: Friday, December 22, 2000 7:09 AM
> > Subject: Re: [RT] Re: Mark's not so Oddball System
> >
> >
> > > Hello candlestyk,
> > >
> > > the original system is posted here showing how it handled the recent
> > > crash. the system has shown over 28,000.00 in profits since i
> > > submitted it to active trader a little over two months ago.
> > >
> > > bob h - has hot rodded the system and made it burn rubber, a
> > > researcher i work closely with and myself both tested the system on 30
> > > minute data which bob's adaptation uses and found it to be "EXTREMELY"
> > > profitable. but we both felt that the gains were very livable using
> > > 60 minute data and it makes less trades. with any
> > > trading system your job is to get the trades executed as closely as
> > > possible to what the system thinks it's done. for this reason alone
> > > it is easier to keep track and stay vigiliant when using hourly time
> > > interval. i have based my whole life routein around the hourly time
> > > frame. it gives me oprotunity to get out and do things i them check a
> > > web interface that automatically updates to my cell phone.
> > >
> > > user name = rt and password = rt
> > >
> > > see this http://216.88.105.90/sp07/sp07.htm this is how i can travel
> > > and or conduct other trading related business and still trade. i give
> > > my broker access to this web site and he can be dependable in checking
> > > it for me hourly. its not too taxing to only be responsible once an
> > > hour. my next article in active trader will show how to take the
> > > system and add a filter to increase the profits and reduce the trade
> > > frequency, even thought i belive the system as is "the most profitable
> > > system ever to have been released to the public for free" it has
> > > shown profits in one year that beast all of the futures truth top ten
> > > trading systems. it has also shown profits over 30 times more than
> > > the number one ranked trading system of all time time trend three. of
> > > course it has made well over 100 times more trades because time trend
> > > three only uses daily data and mine uses hourly. plus tt3 only goes
> > > long and can be flat without a position for many months at a time.
> > > while my system is in the market all the time trading both long and
> > > short.
> > >
> > > cac> Hi Bob,
> > > cac> How did this system signal the past few days?
> > > cac> Thanks,
> > > cac> Ray F
> > >
> > > --
> > > Best regards,
> > > Research mailto:research@xxxxxxxxxxxxx
> > >
> > > To unsubscribe from this group, send an email to:
> > > realtraders-unsubscribe@xxxxxxxxxxx
> > >
> > >
> > >
> >
> >
> >
> > To unsubscribe from this group, send an email to:
> > realtraders-unsubscribe@xxxxxxxxxxx
> >
> >
> >
> >
>
>
>
> To unsubscribe from this group, send an email to:
> realtraders-unsubscribe@xxxxxxxxxxx
>
>
>
>
-------------------------- eGroups Sponsor -------------------------~-~>
eGroups eLerts
It's Easy. It's Fun. Best of All, it's Free!
http://click.egroups.com/1/9698/0/_/152424/_/977535249/
---------------------------------------------------------------------_->
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxx
Attachment:
Description: "ADnaz.gif"
Attachment:
Description: "ADnya.gif"
|