BILL, this particular post from one of the lists that I follow says this
about that:
"Working in a coal mine" January 1999 Article spreadsheet This
spreadsheet includes the charts and data used for the article, as well as additional out-of-sample data not shown in the article. Excel 97 spreadsheet
..."
7 big sheets, including nice summary sheet for easy comparison.
Some macros, but most of the formulas are "in-cell" code.
It uses S&P futures data from mid 1985 to Dec 1994, 2530+ rows. So it is good for out of sample system testing.
Mainly, it's a "data mining" workbook to "get to know" your data, Percentage of up days, down days, how many up days before reversal, etc. Lots of basic probabilities that are useful for discretionary trading and system development.
Unfortunately, it doesn't have any titles on the columns. I've figured out most, if anyone else has looked at it, I'd be interested in comparing notes. It's always good to know what you're looking at.
|
