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


To: CatLady who wrote (7295)5/20/2000 5:52:00 AM
From: Dr. Stoxx  Read Replies (1) | Respond to of 39683
 
NSOL: 1800% annual return?
XLA: 3900%?

I think we are on to something BIG here...

Thanks, Cat!



To: CatLady who wrote (7295)5/20/2000 5:55:00 AM
From: Dr. Stoxx  Read Replies (1) | Respond to of 39683
 
CatLady,

Thanks for the great feedback from Metastock. I might have to purchase a copy if it gives this sort of specific info. on backtesting our system. Does it perform any real-time tasks...i.e. alerts? Now, if we can only set up a software program to trade this automatically for us...we would have the proverbial money tree...

TC



To: CatLady who wrote (7295)5/20/2000 6:16:00 AM
From: Dr. Stoxx  Read Replies (2) | Respond to of 39683
 
Cat,

Which version of MS do you use? Standard or Professional? And data feed?

TIA, TC



To: CatLady who wrote (7295)5/20/2000 6:41:00 AM
From: Dr. Stoxx  Read Replies (1) | Respond to of 39683
 
Cat,

One last question...sorry, been up most of the night working on charts, etc...and you'll probably get deluged by otherwise well-intentioned requests from the thread to check on this or that stock...but let me be the first <ggg>: if you get a chance (fret not if you don't), please run DIGL and/or SAWS through the Metastock magic box for me...much obliged.

Cheers, TC



To: CatLady who wrote (7295)8/30/2000 12:13:24 PM
From: Dr. Stoxx  Respond to of 39683
 
One more (thanks Catlady!):

XLA looks good too. 5/8 SMA 60 min.

System Report - Moving Average Xover SMA
XLA Results

Total net profit 109281.84 Open position val16208.17
Percent gain/loss 1092.82 Annual percent ga 3910.58
Initial investmen10000.00 Interest earned 0.00

Current position Short Date position ent/16/2000
5:30:000
Buy/Hold profit -538.45 Days in test 102
Buy/Hold pct gain -5.38 Annual B/H pct ga -19.27

Total closed trad 58 Commissions paid 5850.00
Avg profit per tr 1604.72 Avg Win/Avg Loss 4.10
Total long trades 29 Total short trade 29
Winning long trad 14 Winning short tra 16

Total winning tra 30 Total losing trad 28
Amount of winning20545.02 Amount of losing 27471.35
Average win 4018.17 Average loss -981.12
Largest win 18041.91 Largest loss -6870.21
Average length of 12.87 Average length of 5.07
Longest winning t 30 Longest losing tr 17
Most consecutive 10 Most consecutive 4

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

System close draw-1133.50 Profit/Loss index 79.91
System open drawd-1133.50 Reward/Risk index 98.97
Max open trade dr-6820.21 Buy/Hold index 23405.59

System Report - Moving Average Xover SMA
XLA Trades
.mProfit MAE Reason For
--- Out 2/8/2000 3:30:000 2/9/2000 3:30:000 0.00 0.00 Enter short s
1 Short 2/9/2000 3:30:000 2/10/2000 9:30:000 -269.28 0.94 Enter long si
2 Long 2/10/2000 9:30:000 2/10/2000 0:30:000 -64.01 0.56 Enter short s
3 Short 2/10/2000 0:30:000 2/10/2000 1:30:000 -28.76 0.22 Enter long si
4 Long 2/10/2000 1:30:000 2/11/2000 2:30:000 114.66 0.00 Enter short s
5 Short 2/11/2000 2:30:000 2/14/2000 0:30:000 -454.11 1.81 Enter long si
6 Long 2/14/2000 0:30:000 2/14/2000 5:30:000 -425.65 1.50 Enter short s
7 Short 2/14/2000 5:30:000 2/17/2000 9:30:000 350.80 0.50 Enter long si
8 Long 2/17/2000 9:30:000 2/17/2000 0:30:000 -108.82 0.23 Enter short s
9 Short 2/17/2000 0:30:000 2/17/2000 1:30:000 -248.32 0.53 Enter long si
10 Long 2/17/2000 1:30:000 2/23/2000 9:30:000 8190.52 0.00 Enter short s
11 Short 2/23/2000 9:30:000 2/24/2000 9:30:000 7.90 2.22 Enter long si
12 Long 2/24/2000 9:30:000 2/24/2000 2:30:000 -100.00 2.88 Enter short s
13 Short 2/24/2000 2:30:000 2/25/2000 2:30:000 -1803.12 7.38 Enter long si
14 Long 2/25/2000 2:30:000 2/29/2000 3:30:000 3403.16 0.03 Enter short s
15 Short 2/29/2000 3:30:000 2/29/2000 4:30:000 -207.31 3.36 Enter long si
16 Long 2/29/2000 4:30:000 3/1/2000 0:30:000 -73.63 0.52 Enter short s
17 Short 3/1/2000 0:30:000 3/1/2000 1:30:000 -332.80 3.86 Enter long si
18 Long 3/1/2000 1:30:000 3/2/2000 1:30:000 -252.57 1.00 Enter short s
19 Short 3/2/2000 1:30:000 3/3/2000 1:30:000 10.62 2.73 Enter long si
20 Long 3/3/2000 1:30:000 3/3/2000 5:30:000 -854.23 5.20 Enter short s
21 Short 3/3/2000 5:30:000 3/6/2000 2:30:000 -1226.24 12.00 Enter long si
22 Long 3/6/2000 2:30:000 3/7/2000 9:30:000 -770.65 4.06 Enter short s
23 Short 3/7/2000 9:30:000 3/9/2000 1:30:000 -274.73 2.53 Enter long si
24 Long 3/9/2000 1:30:000 3/13/2000 2:30:000 1414.78 2.25 Enter short s
25 Short 3/13/2000 2:30:000 3/14/2000 9:30:000 -531.60 4.81 Enter long si
26 Long 3/14/2000 9:30:000 3/14/2000 5:30:000 -337.79 3.94 Enter short s
27 Short 3/14/2000 5:30:000 3/16/2000 4:30:000 1041.74 0.25 Enter long si
28 Long 3/16/2000 4:30:000 3/17/2000 3:30:000 -1005.07 6.75 Enter short s
29 Short 3/17/2000 3:30:000 3/20/2000 3:30:000 131.85 5.47 Enter long si
30 Long 3/20/2000 3:30:000 3/20/2000 4:30:000 -53.66 2.75 Enter short s
31 Short 3/20/2000 4:30:000 3/21/2000 4:30:000 -986.30 4.97 Enter long si
32 Long 3/21/2000 4:30:000 3/23/2000 9:30:000 2859.45 1.31 Enter short s
33 Short 3/23/2000 9:30:000 3/23/2000 5:30:000 11.22 4.50 Enter long si
34 Long 3/23/2000 5:30:000 3/24/2000 9:30:000 378.63 1.81 Enter short s
35 Short 3/24/2000 9:30:000 3/24/2000 2:30:000 122.77 0.69 Enter long si
36 Long 3/24/2000 2:30:000 3/24/2000 4:30:000 -533.80 3.88 Enter short s
37 Short 3/24/2000 4:30:000 3/28/2000 5:30:000 285.07 3.75 Enter long si
38 Long 3/28/2000 5:30:000 3/29/2000 0:30:000 -1205.53 9.91 Enter short s
39 Short 3/29/2000 0:30:000 4/3/2000 9:30:000 3047.54 1.03 Enter long si
40 Long 4/3/2000 9:30:000 4/3/2000 1:30:000 299.92 0.41 Enter short s
41 Short 4/3/2000 1:30:000 4/5/2000 9:30:000 6266.05 0.38 Enter long si
42 Long 4/5/2000 9:30:000 4/10/2000 9:30:000 9705.21 2.00 Enter short s
43 Short 4/10/2000 9:30:000 4/12/2000 9:30:000 7233.21 2.75 Enter long si
44 Long 4/12/2000 9:30:000 4/12/2000 0:30:000 271.11 2.34 Enter short s
45 Short 4/12/2000 0:30:000 4/18/2000 0:30:000 18041.91 0.81 Enter long si
46 Long 4/18/2000 0:30:000 4/20/2000 9:30:000 8889.21 0.50 Enter short s
47 Short 4/20/2000 9:30:000 4/25/2000 9:30:000 1604.38 1.06 Enter long si
48 Long 4/25/2000 9:30:000 4/26/2000 5:30:000 853.12 0.63 Enter short s
49 Short 4/26/2000 5:30:000 4/27/2000 4:30:000 -1051.80 2.44 Enter long si
50 Long 4/27/2000 4:30:000 5/2/2000 9:30:000 17836.98 0.00 Enter short s
51 Short 5/2/2000 9:30:000 5/2/2000 1:30:000 246.78 0.19 Enter long si
52 Long 5/2/2000 1:30:000 5/2/2000 3:30:000 -3823.70 2.00 Enter short s
53 Short 5/2/2000 3:30:000 5/4/2000 9:30:000 5943.95 0.50 Enter long si
54 Long 5/4/2000 9:30:000 5/4/2000 5:30:000 -3577.66 2.75 Enter short s
55 Short 5/4/2000 5:30:000 5/11/2000 9:30:000 14863.63 1.63 Enter long si
56 Long 5/11/2000 9:30:000 5/15/2000 9:30:000 7052.84 0.50 Enter short s
57 Short 5/15/2000 9:30:000 5/15/2000 4:30:000 -6870.21 2.75 Enter long si
58 Long 5/15/2000 4:30:000 5/16/2000 5:30:000 66.06 0.75 Enter short s
59 Open Shor5/16/2000 5:30:000 5/19/2000 5:30:000 16208.16 0.00