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


To: smchan who wrote (8177)6/9/2000 9:02:00 PM
From: CatLady  Read Replies (1) | Respond to of 39683
 
I used the last trade price to calculate a percentage gain for ranking purposes. I'll run some Metastock tests on the top 10 or 12. (5ema/8sma/60min)

 

Symbol Last Volume % Gain over last price
MIPS 43.5 1583800 41.96%
CDTS 23.875 2852200 41.96%
SCON 38.0625 4331400 41.92%
EFII 24.625 2790700 39.92%
ANAD 50.25 1128900 35.37%
MSTR 62.25 26798700 33.37%
MMWW 28.375 521900 31.45%
ELNT 61.8125 923500 29.71%
PSIX 32.0625 1632700 29.44%
TERN 70.6875 837800 27.08%
PUMA 36.25 978500 26.53%
ADAP 35.6875 463700 26.18%
PCLN 45.125 1525600 25.33%
MRCH 24.375 2321700 25.25%
TGNT 28.5 380400 23.13%
MCOM 35.125 767700 22.69%
ALKS 54.25 1158000 22.46%
CTXS 41.4375 50299500 22.42%
INSP 59.6875 5793100 21.01%
CEGE 27.25 1430200 20.75%
KLAC 57.9375 4148000 20.70%
VIGN 41.375 1976000 19.43%
CNCX 47.125 714500 19.19%
ELON 69.125 1120500 18.58%
HLIT 57.4375 3763100 18.55%
NITE 30.8125 2175900 18.47%
CLRS 39.125 550300 17.12%
LRCX 41.6875 2660700 16.11%
CMOS 62.0625 746800 15.94%
MERX 46.5 603500 15.44%
DISH 38.375 3834400 14.13%
AMZN 52.1875 1922300 13.76%
CYTC 59.625 528200 12.84%
CMGI 61.0625 3439800 12.44%
QLGC 58.0625 1583900 11.65%
GLGC 36.4375 1673000 11.40%
IDTI 54.875 1591300 10.85%
PWAV 65.3125 1302100 10.78%
ANCR 31.6875 340400 10.39%
BVSN 51.6875 4276800 10.24%
BEAS 40.5 4866200 10.15%
VOXX 25 476800 10.05%
GENE 27.75 2889200 10.04%
CNXT 44.1875 6223600 8.10%
SAWS 69.0625 421700 5.42%
INTU 38.5625 2812500 5.23%
SNDK 73.5 2266200 5.05%
LCOS 65.9375 1303500 3.46%
VTSS 75.25 7610200 2.53%
UCOMA 48.5 525200 2.45%
ANTC 52.0625 196900 1.32%
DCLK 50.0625 2489100 -0.59%
VRIO 55.4375 1153600 -2.31%
ATHM 21.4375 3644200 -3.42%
NEON 30.75 604700 -4.86%
ATML 45.25 6337500 -5.00%
VERT 43.75 1512800 -5.93%
RNWK 43.75 1671900 -7.42%
COVD 29 1497800 -10.97%
MFNX 36.3125 2958100 -11.72%
ALSC 29.375 1502500 -12.47%
CPTH 48.875 898900 -12.53%
MEDQ 42.3125 417600 -14.46%
SONE 37.875 531100 -14.48%
ANN 31.4375 626800 -19.86%
WEBT 42.125 1034300 -21.95%
MANU 30.5 458500 -24.57%
IMNX 34.625 5921900 -32.03%
MRVC 46 2162400 -59.09%
ICIX 35.625 11749200 -68.53%
PGTV 37.25 773600 -77.34%
GPSI 23.5 1654100 -102.37%
MEDI 64 2993100 -157.92%



To: smchan who wrote (8177)6/9/2000 11:16:00 PM
From: smchan  Read Replies (1) | Respond to of 39683
 
OK, here's how these files work. The key is:

xXyY_MA_Crossover_ZZm_NNN.txt
x=fast period
X=fast period MA type (e=exp, s=simple, a=adaptive)
y=slow period
Y=slow period MA type
ZZ=periodicity in minutes
NNN=file type (DTL=detailed trade history, OLS=one line summary, SMY=detailed summary)

I backtested using the following systems: 5e8s, 5e13s, and 5e21s - 30 and 60m periodicity each. All backtests assume $19.95 and 200 shares per trade. All tests begin on May 25, 2000 at 9:30 am. Note that means most signals won't occur until the 26th since 8 period MA's on the hourly charts take all day to form.

mindspring.com

If you want me to try other securities or systems, let me know. My data only goes back 2 weeks, so if you want to go back further, send me some data. :-)

Sam