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Try changing DiffLevel to 0.5 and Value1 = C of data2/(C of data2 + C of
data3).
bobr
----- Original Message -----
From: "Clyde Lee" <clydelee@xxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, August 07, 2002 6:02 AM
Subject: Another Dumb System based on UD Volume
> For a look at some pictures and results go to:
>
> http://www.theswingmachine.com/QQQ_ND_UD_Volume.htm
>
> The following is a very simple system based on the up and down
> volume of the NASDAQ. Same inputs as Oddball but using the
> QQQ (5 minute) instead of a futures contract.
>
> This code is for TS6 but is easily modified for any other version of TS.
>
> System is:
>
> {System: Buy-Sell_D2D3_Diff
>
> Author: Clyde Lee, Copyrighted 2002
>
> Purpose: A very simple day trading system for the QQQ based on the up
> and down volume for the NASDAQ market.
>
> Buy or Sell when the difference in the Up volume and the
> Down
> volume reach a certain specified level.
>
> Exit at end of day.
>
> Results: 60 DAYS PRIOR TO AND INCLUDING 8/6/02
> Trading 100 shares.
> Net Profit $465.00 Max Drawdown: $189.00
> Total Trades: 39 Winning Trades: 32
>
> Remember not stops, just exit on close.
> }
>
>
>
> Input: DiffLevel(600000),
> BegTime(1300);
>
> SetExitOnClose;
>
> Value1=C of Data2 - C of Data3;
>
> If BegTime<Time then begin
> If Value1>+DiffLevel and MarketPosition=0 then Buy this Bar on
> Close;
> If Value1<-DiffLevel and MarketPosition=0 then Sell Short this Bar on
> Close;
> End;
>
>
> The pictures to support this are too big. Just go to the URL at the first
> of this post to see what exists.
>
> Clyde
>
>
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> Clyde Lee Chairman/CEO (Home of SwingMachine)
> SYTECH Corporation email: clydelee@xxxxxxxxxxxx
> 7910 Westglen, Suite 105 Office: (713) 783-9540
> Houston, TX 77063 Fax: (713) 783-1092
> Details at: www.theswingmachine.com
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