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To: Craig DeHaan who wrote (8763)2/24/1999 5:55:00 PM
From: Bob Jagow  Read Replies (1) | Respond to of 11149
 
Craig,
Here is a 63-day BT with min/mindate and max/maxdate.
Would think one could 'system test' these results in Excel:
-buy at close of signal day
-sellstop at 5% below cost if min is lower and mindate precedes maxdate [should include
date that low is below sellstop in output?]
-exit at maxdate if haven't been stopped out
As an example, ADG sellstop is triggered at .95*6.56.
Excel anyone? -Bob
------------
Symbol,histMax,maxCCI,close(maxCCI),date(maxCCI),newMax,date(newMax),newMin,date(newMin),close(0),date(0)
ADG , 16.75,397.92, 6.56,11/12/1998, 6.75,01/22/1999, 3.94,12/30/1998, 4.75,02/23/1999
AFFX , 46.75,280.71, 28.38,11/19/1998, 41.50,01/29/1999, 22.75,12/23/1998, 39.38,02/23/1999
AHR , 15.31,212.85, 7.62,11/11/1998, 8.25,12/22/1998, 6.56,02/05/1999, 6.94,02/23/1999
ATIS , 20.00,447.80, 3.62,11/06/1998, 3.47,11/09/1998, 2.19,12/29/1998, 2.69,02/23/1999
ATX , 27.62,385.00, 8.00,11/06/1998, 8.50,11/09/1998, 4.88,12/29/1998, 6.38,02/23/1999
BEAR , 16.75,547.23, 3.12,11/19/1998, 3.81,02/08/1999, 1.31,12/21/1998, 1.88,02/23/1999
BYD , 23.75,404.54, 4.38,11/09/1998, 4.50,02/22/1999, 3.06,12/21/1998, 4.25,02/23/1999
CDIC , 4.94,538.96, 2.56,11/12/1998, 2.75,11/13/1998, 1.56,12/29/1998, 1.75,02/23/1999
CDNW , 35.50,447.74, 14.75,11/11/1998, 26.88,11/27/1998, 11.50,11/13/1998, 17.00,02/23/1999
CTAC , 20.88,382.25, 12.44,11/11/1998, 18.00,12/31/1998, 10.25,12/15/1998, 12.75,02/23/1999
CYCH , 63.50,374.71, 11.19,11/12/1998, 22.62,01/12/1999, 10.25,11/13/1998, 14.19,02/23/1999
DNCC , 10.31,350.18, 6.09,11/19/1998, 6.28,01/26/1999, 3.88,02/02/1999, 4.00,02/23/1999
EPIE , 24.50,354.69, 9.12,11/10/1998, 14.75,01/27/1999, 8.69,11/11/1998, 12.75,02/23/1999
ESCMF, 45.88,312.96, 11.25,11/19/1998, 11.56,01/06/1999, 4.84,02/18/1999, 5.31,02/23/1999
FRND , 26.50,401.43, 7.88,11/18/1998, 10.19,11/23/1998, 5.12,01/21/1999, 7.12,02/23/1999
GCW , 16.19,180.72, 9.94,11/16/1998, 9.88,11/17/1998, 6.38,02/23/1999, 6.38,02/23/1999
GIGX , 13.00,182.43, 3.88,11/19/1998, 6.62,01/19/1999, 3.56,12/03/1998, 3.88,02/23/1999
GKI , 18.19,328.44, 8.19,11/11/1998, 8.06,11/16/1998, 2.50,02/23/1999, 2.50,02/23/1999
GRDN , 20.83,397.50, 3.00,11/10/1998, 3.38,11/12/1998, 1.25,01/05/1999, 1.41,02/23/1999
GRIN , 38.75,460.57, 7.56,11/16/1998, 8.38,11/30/1998, 3.62,02/17/1999, 3.75,02/23/1999
HPAC , 13.88,517.52, 4.56,11/12/1998, 5.12,01/22/1999, 2.75,12/16/1998, 3.19,02/23/1999
HWK , 19.50,137.63, 11.94,11/16/1998, 12.25,11/23/1998, 6.25,12/17/1998, 6.75,02/23/1999
IFLY , 9.25,393.14, 5.06,11/11/1998, 16.12,12/28/1998, 4.12,11/23/1998, 5.38,02/23/1999
IMGK , 14.00,188.46, 6.19,11/18/1998, 7.06,02/01/1999, 3.66,01/15/1999, 4.75,02/23/1999
INFO , 14.00,453.02, 5.62,11/13/1998, 7.09,11/16/1998, 3.56,12/15/1998, 4.56,02/23/1999
IUSAA, 16.00,300.77, 6.00,11/10/1998, 6.62,11/19/1998, 4.00,12/23/1998, 6.00,02/23/1999
MDCA , 12.12,392.14, 7.56,02/02/1998, 10.62,01/26/1999, 7.56,02/11/1998, 9.00,02/23/1999
NETG , 27.00,271.29, 17.31,11/09/1998, 26.81,01/28/1999, 14.62,12/14/1998, 21.31,02/23/1999
NPIX , 30.50,575.93, 4.88,11/18/1998, 6.75,02/22/1999, 3.69,01/28/1999, 6.62,02/23/1999
NTKI , 34.62,498.71, 12.44,11/11/1998, 20.06,11/27/1998, 8.75,11/13/1998, 13.12,02/23/1999
NTST , 26.62,393.64, 3.25,11/13/1998, 4.75,11/16/1998, 2.09,12/28/1998, 3.47,02/23/1999
PILT , 14.50,207.62, 7.25,11/10/1998, 15.00,01/20/1999, 6.62,11/17/1998, 9.12,02/23/1999
PSDI , 48.50,386.82, 29.00,11/06/1998, 39.62,01/19/1999, 23.50,02/08/1999, 29.12,02/23/1999
RBCF , 19.50,198.60, 11.31,11/06/1998, 18.38,02/23/1999, 9.94,12/23/1998, 18.38,02/23/1999
SCCX , 15.50,291.97, 4.62,11/10/1998, 6.12,01/21/1999, 3.75,02/23/1999, 3.75,02/23/1999
SHS , 18.31,129.34, 7.50,11/19/1998, 9.75,12/01/1998, 5.56,01/28/1999, 7.50,02/23/1999
SMPX , 16.88,365.26, 5.06,11/06/1998, 5.00,11/09/1998, 2.50,02/19/1999, 2.88,02/23/1999
SSI , 18.12,344.11, 10.00,11/18/1998, 10.75,11/27/1998, 8.00,02/23/1999, 8.00,02/23/1999
SUL , 13.75,398.20, 2.50,11/12/1998, 2.56,01/21/1999, 1.88,01/12/1999, 2.19,02/23/1999
TLTN , 57.25,486.56, 19.56,11/06/1998, 26.25,02/01/1999, 18.38,11/10/1998, 24.12,02/23/1999
TMA , 24.50,318.66, 9.38,11/18/1998, 10.00,01/21/1999, 7.50,12/30/1998, 9.12,02/23/1999
TMQ , 20.00,323.38, 12.06,11/06/1998, 14.38,01/13/1999, 9.88,11/24/1998, 11.94,02/23/1999
TMTV , 5.38,107.81, 2.12,11/19/1998, 2.75,12/01/1998, 1.75,01/21/1999, 2.06,02/23/1999
TNSU , 5.53,308.63, 2.00,11/19/1998, 2.50,01/15/1999, 1.62,12/02/1998, 1.72,02/23/1999
TSEMF, 35.62,363.02, 9.25,11/10/1998, 10.38,12/04/1998, 6.56,02/05/1999, 6.88,02/23/1999
TWA , 23.12,356.19, 5.88,11/19/1998, 6.88,02/05/1999, 4.62,01/28/1999, 6.19,02/23/1999
USHP , 4.12,322.80, 2.69,11/19/1998, 4.25,01/19/1999, 1.88,12/31/1998, 3.56,02/23/1999
VIAX , 15.88,267.47, 6.25,11/18/1998, 10.00,01/14/1999, 4.75,12/31/1998, 6.62,02/23/1999
VSNT , 27.62,426.70, 4.25,11/09/1998, 4.00,11/10/1998, 1.09,02/16/1999, 1.25,02/23/1999
WLDA , 12.00,422.99, 2.06,11/09/1998, 2.25,11/19/1998, 1.00,12/31/1998, 1.06,02/23/1999
ZMAX , 10.62,369.37, 5.00,11/10/1998, 5.34,02/04/1999, 3.31,12/29/1998, 4.44,02/23/1999



To: Craig DeHaan who wrote (8763)2/25/1999 2:31:00 AM
From: bdog  Respond to of 11149
 
Craig, my head is starting to spin with all this synthetic data and all in the backtest soup...>g<

nice work dude!
b123dog