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Hi:
I may have posted a bit prematurely...
Originally it seemed to produce similar results, now
it appears to produce results about 50% of oddball..
--- Ernie Bonugli <ebonugli@xxxxxxxx> wrote:
> Hello pete,
>
> Saturday, February 23, 2002, 10:46:05 AM, you wrote:
>
> pd> Hi List:
>
> pd> First, thanks to Cristian Stremiz!! Neat
> Program!!
>
> pd> For those who use TS 6 the following fixes may
> be
> pd> helpful.
>
>
> pd> Data1: the SP500 (or the NYSE);
> pd> Data2: $ADV
> pd> Data3: $DECL
>
> pd> Natural Hours!!
>
> pd> Inputs: Signal(Close of Data2 - Close of Data3);
>
> pd> same formula
>
> If SmoothSignal >> 0 then Buy this bar else Sell
> Short
> pd> this bar;
>
>
>
>
> Are you sure? I did apply the ADV-DECL to his
> formula/system. But I
> was now trying to figure out whether his
> SmoothSignal formula removed the
> "transitory phase" as Cristian described in his
> original email. Or
> whether ADVDEC = 2-Signal(t) needed to be applied
> prior to passing the
> data thru the SmoothSignal formula that is in his
> EZL strategy.
>
> What do you think?
>
>
>
> --
> Best regards,
> Ernie
> mailto:ebonugli@xxxxxxxx
>
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