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Strategies & Market Trends : Befriend the Trend Trading -- Ignore unavailable to you. Want to Upgrade?


To: Ken Adams who wrote (7266)5/19/2000 7:03:00 PM
From: jesso  Read Replies (1) | Respond to of 39683
 
I'll take the 2nd set of 15, if you don't mind a newcomer jumping in. I believe I know what we're looking for, as I trade a somewhat similar system although I'm looking to improve upon it. If it would be more appropriate for me to "lurk" for awhile that's perfectly understandable, but I'll be going through your list regardless so I figured I could report back on the second set of 15 for everyone.



To: Ken Adams who wrote (7266)5/19/2000 8:17:00 PM
From: CatLady  Read Replies (3) | Respond to of 39683
 
For anyone using QCharts, take a look at Qformula for doing alerts on technical indicators.

You will have to register with egroups and sign up for the qtools list to use this link. This is freeware by Matt Gunderson egroups.com It's not perfect, but the price is right. :-)

Matt's next app for qfeed will be Ravenquote, which is in beta test now. ravenquote.com ( I think that's the right URL, but I can't get to the site right now )

There's a Qcharts list on egroups too, for anyone interested.



To: Ken Adams who wrote (7266)5/19/2000 10:24:00 PM
From: Dr. Stoxx  Respond to of 39683
 
Ken,

You are da' man! Great list.

I'm concerned that our BIG money winner, DIGL, did not appear. A volume problem, do you think? I wonder...

I'll take a look at as many as I can, starting from the end of the list. Perhaps then, I can meet the others midway.

TC.



To: Ken Adams who wrote (7266)5/19/2000 10:59:00 PM
From: Dr. Stoxx  Respond to of 39683
 
Ken,

I'm giving the two thumbs up to SNDK...on your list, and one I traded with this system two years ago profitably.

It has recently come into our price range after a huge runup. Here is a sample of things to come: 207.61.23.98

TC



To: Ken Adams who wrote (7266)5/19/2000 11:18:00 PM
From: Dr. Stoxx  Respond to of 39683
 
Ken, the bottom 16:

YHOO: yes, but only for large accounts (needs $25k margined to trade, but makes some beautiful moves)
XLA: chart N/A on timely
VTSS: price is right, but we can do better
VRTS: no
VRSN: no
VRIO: same as XLA
VIGN: same as XLA
VERT: same as XLA
UCOMA: same as XLA
TRMB: not bad for a sub-40 stock...has real potential
TQNT: no
TLGD: no
TERN: same as XLA
TECD: no
SNDK: big enthusiastic thumbs up!

TC



To: Ken Adams who wrote (7266)5/19/2000 11:34:00 PM
From: CatLady  Read Replies (1) | Respond to of 39683
 
I'm trying to do some backtesting in Metastock on your list of stocks. NSOL is the best so far. 60 minute chart, data from 2/8 to today.


System Report - Moving Average Xover SMA
NSOL Results

Total net profit 50732.36 Open position val 3714.19
Percent gain/loss 507.32 Annual percent ga 1815.42
Initial investmen10000.00 Interest earned 0.00

Current position Short Date position ent/18/2000
2:30:000
Buy/Hold profit 485.21 Days in test 102
Buy/Hold pct gain 4.85 Annual B/H pct ga 17.36

Total closed trad 53 Commissions paid 5350.00
Avg profit per tr 887.14 Avg Win/Avg Loss 3.13
Total long trades 27 Total short trade 26
Winning long trad 14 Winning short tra 14

Total winning tra 28 Total losing trad 25
Amount of winning65742.52 Amount of losing 18724.36
Average win 2347.95 Average loss -748.97
Largest win 8053.48 Largest loss -4799.37
Average length of 14.21 Average length of 5.48
Longest winning t 43 Longest losing tr 13
Most consecutive 6 Most consecutive 5

Total bars out 8 Average length ou 8.00
Longest out perio 8

System close draw-1275.12 Profit/Loss index 73.04
System open drawd-1337.91 Reward/Risk index 97.43
Max open trade dr-4749.37 Buy/Hold index 11121.14

System Report - Moving Average Xover SMA
System Parameters

System notes Buys/sells when a moving average of
periods goes above/below a moving
"OPT2" periods. Select "Optimize"
periods in the moving averages.

Enter long Mov(C,opt1,S) >= Mov(C,opt2,S)
Close long Mov(C,opt1,S) < Mov(C,opt2,S)
Enter short Mov(C,opt1,S) <= Mov(C,opt2,S)
Close short Mov(C,opt1,S) > Mov(C,opt2,S)

OPT1 Shorter-term mov. average
Range: From 5 to 15 by 5
Current value: 5
OPT2 Longer-term mov. average
Range: From 8 to 32 by 4
Current value: 8

Initial equity 10000
Positions Long and short
Entry trade priClose
Entry trade del0
Exit trade pricClose
Exit trade dela0
Entry commissio50 points
Exit commission50 points
Interest rate 0%
Margin req. 100%
System Report - Moving Average Xover SMA
NSOL Trades
Enter Exit Profit MAE Reason For
--- Out 2/8/2000 3:30:000 2/9/2000 3:30:000 0.00 0.00 Enter long si
1 Long 2/9/2000 3:30:000 /11/2000 5:30:000 1154.18 6.56 Enter short s
2 Short /11/2000 5:30:000 /14/2000 2:30:000 -290.70 7.97 Enter long si
3 Long /14/2000 2:30:000 /15/2000 9:30:000 -91.20 3.63 Enter short s
4 Short /15/2000 9:30:000 /16/2000 0:30:000 266.13 0.44 Enter long si
5 Long /16/2000 0:30:000 /16/2000 3:30:000 -249.15 2.69 Enter short s
6 Short /16/2000 3:30:000 /17/2000 0:30:000 -174.46 6.52 Enter long si
7 Long /17/2000 0:30:000 /17/2000 3:30:000 -100.00 1.31 Enter short s
8 Short /17/2000 3:30:000 /18/2000 9:30:000 -303.97 4.44 Enter long si
9 Long /18/2000 9:30:000 /18/2000 5:30:000 -404.06 7.69 Enter short s
10 Short /18/2000 5:30:000 /23/2000 0:30:000 349.38 0.00 Enter long si
11 Long /23/2000 0:30:000 /25/2000 3:30:000 1330.93 0.06 Enter short s
12 Short /25/2000 3:30:000 /29/2000 9:30:000 -213.62 3.27 Enter long si
13 Long /29/2000 9:30:000 3/1/2000 4:30:000 44.28 4.94 Enter short s
14 Short 3/1/2000 4:30:000 3/2/2000 9:30:000 -581.05 8.28 Enter long si
15 Long 3/2/2000 9:30:000 3/2/2000 5:30:000 -695.24 10.88 Enter short s
16 Short 3/2/2000 5:30:000 3/3/2000 1:30:000 -989.86 15.50 Enter long si
17 Long 3/3/2000 1:30:000 3/8/2000 9:30:000 804.03 3.63 Enter short s
18 Short 3/8/2000 9:30:000 3/8/2000 4:30:000 1130.74 22.25 Enter long si
19 Long 3/8/2000 4:30:000 /10/2000 3:30:000 1377.58 4.41 Enter short s
20 Short /10/2000 3:30:000 /13/2000 5:30:000 391.48 7.63 Enter long si
21 Long /13/2000 5:30:000 /14/2000 9:30:000 158.75 0.00 Enter short s
22 Short /14/2000 9:30:000 /16/2000 4:30:000 522.32 1.28 Enter long si
23 Long /16/2000 4:30:000 /17/2000 3:30:000 -460.60 15.78 Enter short s
24 Short /17/2000 3:30:000 /17/2000 5:30:000 -154.50 1.53 Enter long si
25 Long /17/2000 5:30:000 /20/2000 0:30:000 -813.92 16.28 Enter short s
26 Short /20/2000 0:30:000 /21/2000 5:30:000 14.59 10.72 Enter long si
27 Long /21/2000 5:30:000 /22/2000 5:30:000 474.71 0.69 Enter short s
28 Short /22/2000 5:30:000 /24/2000 9:30:000 348.22 0.00 Enter long si
29 Long /24/2000 9:30:000 /27/2000 9:30:000 391.27 5.38 Enter short s
30 Short /27/2000 9:30:000 /27/2000 1:30:000 64.38 1.00 Enter long si
31 Long /27/2000 1:30:000 /27/2000 5:30:000 -293.70 5.25 Enter short s
32 Short /27/2000 5:30:000 4/4/2000 5:30:000 4080.31 7.00 Enter long si
33 Long 4/4/2000 5:30:000 /10/2000 3:30:000 5550.63 5.81 Enter short s
34 Short /10/2000 3:30:000 /11/2000 5:30:000 2007.71 1.00 Enter long si
35 Long /11/2000 5:30:000 /12/2000 0:30:000 -967.17 11.75 Enter short s
36 Short /12/2000 0:30:000 /17/2000 3:30:000 5801.01 3.13 Enter long si
37 Long /17/2000 3:30:000 /19/2000 3:30:000 8053.48 0.25 Enter short s
38 Short /19/2000 3:30:000 /25/2000 0:30:000 5978.51 0.31 Enter long si
39 Long /25/2000 0:30:000 /26/2000 5:30:000 -994.23 3.44 Enter short s
40 Short /26/2000 5:30:000 /27/2000 1:30:000 4799.37 13.75 Enter long si
41 Long /27/2000 1:30:000 5/1/2000 5:30:000 5252.12 4.31 Enter short s
42 Short 5/1/2000 5:30:000 5/4/2000 0:30:000 4537.39 4.44 Enter long si
43 Long 5/4/2000 0:30:000 5/8/2000 1:30:000 4430.32 2.38 Enter short s
44 Short 5/8/2000 1:30:000 /10/2000 9:30:000 5299.74 1.69 Enter long si
45 Long /10/2000 9:30:000 /10/2000 1:30:000 538.67 3.00 Enter short s
46 Short /10/2000 1:30:000 /11/2000 9:30:000 431.27 6.50 Enter long si
47 Long /11/2000 9:30:000 /11/2000 1:30:000 -640.58 2.25 Enter short s
48 Short /11/2000 1:30:000 /12/2000 1:30:000 -450.74 5.38 Enter long si
49 Long /12/2000 1:30:000 /12/2000 5:30:000 1509.34 4.81 Enter short s
50 Short /12/2000 5:30:000 /15/2000 3:30:000 -816.62 4.38 Enter long si
51 Long /15/2000 3:30:000 /17/2000 9:30:000 6089.12 0.00 Enter short s
52 Short /17/2000 9:30:000 /18/2000 9:30:000 -550.52 5.06 Enter long si
53 Long /18/2000 9:30:000 /18/2000 2:30:000 1049.03 2.34 Enter short s
54 Open Short /18/2000 2:30:000 /19/2000 5:30:000 3714.20 1.81




To: Ken Adams who wrote (7266)5/20/2000 11:10:00 AM
From: Ken Adams  Read Replies (1) | Respond to of 39683
 
Wow!

What a response! We got "volunteers" to pretty much cover the list at least once. TC has put his blessing on a couple. I guess we should compile that list as it grows. I'll start it on another note and we'll build from there.

From my group of 15, I threw out about 2/3 of them for various reasons. Here are my semi-finalists. I'd like others to xray these and then we'll pick what's left for the list: AMKR, AWRE, BBRC, BEAS, CEPH & BVSN.

I really included BVSN here out of sentimentality. It's mostly flat for the past few weeks and should be forgotten unless it returns to its volatile ways.

How are the rest of you doing?

Ken



To: Ken Adams who wrote (7266)5/20/2000 3:46:00 PM
From: Dr. Stoxx  Respond to of 39683
 
Found it: post #7266 copied here:

... and here's the list. 88 in all, I believe.
ALKS ,ALKERMES INC COM
ALTR ,ALTERA CORP COM
AMCC ,APPLIED MICRO CIRCUITS CORP CDT-COM
AMD ,ADVANCED MICRO DEVICES INC COM
AMKR ,AMKOR TECHNOLOGY INC COM
AMZN ,AMAZON COM INC COM
ANCR ,ANCOR COMMUNICATIONS INC COM
APEX ,APEX INC COM
ATML ,ATMEL CORP COM
AWRE ,AWARE INC MASS COM
BBRC ,BURR BROWN CORP COM
BEAS ,BEA SYS INC COM
BRCM ,BROADCOM CORP COM
BVSN ,BROADVISION INC COM
CEPH ,CEPHALON INC COM
CHIR ,CHIRON CORP COM
CIEN ,CIENA CORP COM
CMGI ,CMGI INC COM
CMOS ,CREDENCE SYS CORP COM
CNET ,CNET NETWORKS INC COM
CTXS ,CITRIX SYS INC COM
DCLK ,DOUBLECLICK INC COM
DISH ,ECHOSTAR COMMUN CORP NEW CL A
EBAY ,EBAY INC COM
ELON ,ECHELON CORP COM
EMLX ,EMULEX CORP COM NEW
ENTU ,ENTRUST TECHNOLOGIES INC COM
ERTS ,ELECTRONIC ARTS INC COM
ETEK ,E-TEK DYNAMICS INC COM
EXDS ,EXODUS COMMUNICATIONS INC COM
FLEX ,FLEXTRONICS INTL LTD ORD
GMST ,GEMSTAR INTERNATIONL GRP LTD ORD
HGSI ,HUMAN GENOME SCIENCES INC COM
HLIT ,HARMONIC INC COM
ICIX ,INTERMEDIA COMMUNICATION FLA COM
IDPH ,IDEC PHARMACEUTICALS CORP COM
IDTI ,INTEGRATED DEVICE TECH INC COM
IMNX ,IMMUNEX CORP NEW COM
INCY ,INCYTE PHARMACEUTICALS INC COM
INKT ,INKTOMI CORP COM
INSP ,INFOSPACE INC COM
ITWO ,I2 TECHNOLOGIES INC COM
JDSU ,JDS UNIPHASE CORP COM
KLAC ,KLA-TENCOR CORP COM
KLIC ,KULICKE & SOFFA INDS INC COM
LCOS ,LYCOS INC COM
LRCX ,LAM RESH CORP COM
LSCC ,LATTICE SEMICONDUCTOR CORP COM
MCHP ,MICROCHIP TECHNOLOGY INC COM
MEDI ,MEDIMMUNE INC COM
MFNX ,METROMEDIA FIBER NETWORK INC CL A
MLNM ,MILLENNIUM PHARMACTCLS INC COM
MRVC ,MRV COMMUNICATIONS INC COM
MXIM ,MAXIM INTEGRATED PRODS INC COM
NITE ,KNIGHT/TRIMARK GROUP INC NEW CL A
NSOL ,NETWORK SOLUTIONS INC DEL COM
NTPA ,NETOPIA INC COM
NVDA ,NVIDIA CORP COM
NVLS ,NOVELLUS SYS INC COM
NXLK ,NEXTLINK COMMUNICATIONS INC CL A PAR $0.02
NXTL ,NEXTEL COMMUNICATIONS INC CL A
PDLI ,PROTEIN DESIGN LABS INC COM
PMCS ,PMC-SIERRA INC COM
PWAV ,POWERWAVE TECHNOLOGIES INC COM
QLGC ,QLOGIC CORP COM
RFMD ,RF MICRO DEVICES INC COM
RMBS ,RAMBUS INC DEL COM
RNWK ,REALNETWORKS INC COM
SAWS ,SAWTEK INC COM
SDLI ,SDL INC COM
SEBL ,SIEBEL SYS INC COM
SIVB ,SILICON VY BANCSHARES COM
SNDK ,SANDISK CORP COM
SONE ,S1 CORP COM
TECD ,TECH DATA CORP COM
TERN ,TERAYON COMMUNICATION SYS COM
TLGD ,TOLLGRADE COMMUNICATIONS INC COM
TQNT ,TRIQUINT SEMICONDUCTOR INC COM
TRMB ,TRIMBLE NAV LTD COM
UCOMA ,UNITEDGLOBALCOM CL A
VERT ,VERTICALNET INC OC-COM
VIGN ,VIGNETTE CORP COM
VRIO ,VERIO INC COM
VRSN ,VERISIGN INC COM
VRTS ,VERITAS SOFTWARE CO COM
VTSS ,VITESSE SEMICONDUCTOR CORP COM
XLA ,XCELERA COM INC COM
YHOO ,YAHOO INC COM

Remember, we're looking for stuff that moves 20% or more in a week, or so. The more the better, usually. I forgot to mention in the previous post that I set a minimum ADV of 500K, so these are heavily traded.