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At 07:09 PM 5/31/01 +0200, you wrote:
>herman,
>
>why does he use the "P" (data array identifier) in his system?
No idea ... Tried C & P, no real difference.
>ARTL, DAILY, date period: 6/23/1986-5/30/2001, trade delay = 0
>profit: 364.2258
>trades: 1142/833/309
Trade delay = 0 no wonder I couldn't get his results! Its pretty hard to do
your analysis at the close and buy before the close ... I buy at next day
Open.
Profit around $6000000000 (612138%). for the period 1991-2001. Trades:
165/128/37.
Thank so much for pointing out the zero delay.
Herman.
>
>no errors of any kind reported.
>
>onno
>
>
>
>At 02:37 PM 5/30/01 -0400, you wrote:
>>I have been unable to duplicate the results shown on page 31, Figure 2, of
>>the June issue of TASC, for Aristotle (ARTL). The author uses the AT3
>>system and gives the results as -1.92 % with the plain T3 system and
>>237000% with the AT3 system (see figure 2). I requested help from the
>>author (Steve Burns) a few days ago but got no reply.
>>
>>Can anybody step me through the procedure?
>>This system appears to be a good starting point... unless the performance
>>with ARTL is just plain luck.
>>
>>Best,
>>Herman.
>>
>>Ps. I am using these formulas:
>>
>>Enter Long:
>>Periods:=5;
>>a:=RSquared(C,opt2);
>>e1:=Mov(P,Periods,E);
>>e2:=Mov(e1,Periods,E);
>>e3:=Mov(e2,Periods,E);
>>e4:=Mov(e3,Periods,E);
>>e5:=Mov(e4,Periods,E);
>>e6:=Mov(e5,Periods,E);
>>c1:=-a*a*a;
>>c2:=3*a*a+3*a*a*a;
>>c3:=-6*a*a-3*a-3*a*a*a;
>>c4:=1+3*a+a*a*a+3*a*a;
>>res:=c1*e6+c2*e5+c3*e4+c4*e3;
>>C<res
>>
>>Exit Long:
>>Periods:=5;
>>a:=RSquared(C,opt2);
>>e1:=Mov(P,Periods,E);
>>e2:=Mov(e1,Periods,E);
>>e3:=Mov(e2,Periods,E);
>>e4:=Mov(e3,Periods,E);
>>e5:=Mov(e4,Periods,E);
>>e6:=Mov(e5,Periods,E);
>>c1:=-a*a*a;
>>c2:=3*a*a+3*a*a*a;
>>c3:=-6*a*a-3*a-3*a*a*a;
>>c4:=1+3*a+a*a*a+3*a*a;
>>res:=c1*e6+c2*e5+c3*e4+c4*e3;
>>C>=res
>>
>>Enter Short:
>>Periods:=5;
>>a:=RSquared(C,opt2);
>>e1:=Mov(P,Periods,E);
>>e2:=Mov(e1,Periods,E);
>>e3:=Mov(e2,Periods,E);
>>e4:=Mov(e3,Periods,E);
>>e5:=Mov(e4,Periods,E);
>>e6:=Mov(e5,Periods,E);
>>c1:=-a*a*a;
>>c2:=3*a*a+3*a*a*a;
>>c3:=-6*a*a-3*a-3*a*a*a;
>>c4:=1+3*a+a*a*a+3*a*a;
>>res:=c1*e6+c2*e5+c3*e4+c4*e3;
>>C>=res
>>
>>Exit Short:
>>Periods:=5;
>>a:=RSquared(C,opt2);
>>e1:=Mov(P,Periods,E);
>>e2:=Mov(e1,Periods,E);
>>e3:=Mov(e2,Periods,E);
>>e4:=Mov(e3,Periods,E);
>>e5:=Mov(e4,Periods,E);
>>e6:=Mov(e5,Periods,E);
>>c1:=-a*a*a;
>>c2:=3*a*a+3*a*a*a;
>>c3:=-6*a*a-3*a-3*a*a*a;
>>c4:=1+3*a+a*a*a+3*a*a;
>>res:=c1*e6+c2*e5+c3*e4+c4*e3;
>>C<res
>>
>>opt2 = 0.1 - 15 in steps of 0.1
>>
>>Best,
>>Herman.
>>
>
>
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