6-22-2007
Welcome and hope you find these files of use to you
This zip files includes the following:
Volumedistribution 3/17/07 Ken CLose- I would be interested in your comments about the following:
Based on someone's reco, I
signed up for the weekly video newsletter from a trader at shadowtrader.net, and
it seems pretty interesting with some fairly simple analysis based on trendlines,
support and resistance and viewing between hour, d, w, and m time frames. The
trader in the video always shares his view of accumulation and distribution days
and he uses an excel spreadsheet to compare price direction in the three main
indeces and the percent change in volumes. Again, fairly simple.
So, you might want to check out the video and comment on the AFL below which
attempts to duplicate the simple excel comparison in the video. The guy on the
video seems to make a discretionary conclusion whether the previous day(s) was
or were A or D, but in coding, I had to be exact so I put in some color coding.
Drat: I deleted the past emails I get with links to the video archives, and
cannot find it...it seems there is no way to see the video until you sign up and
then they send you one.
Anyway, just curious about any comments or reactions to all of this.
Ken
Site:
https://www.shadowtrader.net/index.aspx?pg=weeklyVideoReport.html
AFL.txt 3/28/07 Fred Tonetti-There are several statements in the rules that can be interpretted multiple ways i.e. ...
... "Exit all positions
when profit target of 4% is reached" ...
Does that mean if you get a 4% profit in one stock that you exit the positions
in all other stocks as well ? or that you exit all positions initiated at
potentially different points in that stock ?
If it means that you exit all positions in just that stock then the assumption
would be that there could be multiple entry points for any given stock ... yes ?
... "or when the stock rises while spread starts decreasing" ...
Lots of ways to interpret that ... although the WL code appears to be taking the
first bar where this dual condition is true.
... "Enter a new long position after the stock had a dip and the spread shows an
improvement."
Same ambiguity here but same type of code ...
In any case ... the results in their equity chart appear to be something on the
order of 32% CAR i.e. from $100k to $1.7mm in 10 years ... (1.7 / 0.1) ^ (1 /
10) - 1 ... This seems fairly reasonable although the results I got are nowhere
near that good with the assumptions I made about the rules ...
Has anyone run this through WL to see that the code produces the equity chart in
TASC ? If so the detailed results should provide some insiht into how to
interpret the rules ...
Naz100 3x2, Symbols
3/29/07
Terry Steffen-Thanks
Fred. I got the idea for this system here:
http://www.stockpickr.com/analysis/The-3x2-System/
Using your file, and comments I came up with this. Their results are better and
one reason may be that they buy at the open. If some can show us how to use
Yahoo to make this happen perhaps we can match them.
RMO
4/4/07
Fred Tonetti-I'm
not sure why given that for RUT the DD's exceed the CAR ...
In any case the AFL can be made simpler, faster and more flexible with ...
Berts
4/8/07
Upal-Fred,
So are you basically suggesting Bert's inital approach? I mean even if he used
the AB backtester, he would still have to loop through everything in the
watchlist, wouldn't he?
Bert,
Let me know if this is kind of what you're looking for. Not too sure about the
math (I took snippets from something you wrote before). But here's how I'd
approach it.
Load this code up into AA, point to your watchlist, and press the "explore"
button.
Hope this helps.
-Upal
sig car test2
4/14/07
Dave Howarter-Fred's
response to Bert's questions gave me the information and inspiration to take
what Fred had posted and add the ability to import a Fasttrack signal and then
apply it to a watchlist of fund or stock symbols. I had to get a little more
help from Fred to get the start date of the fund to display in the printout, but
I think the result is very useful.
Fubar5x bisv1.2 io 6/1/07 Bert Steele-My version of Fub5x. The input parameters can be changed to match Fub5x7. This one matches Fub5x as it was posted in Trade years ago. I posted this here some time ago.