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MY: ULTIMATE SIGNAL GENERATOR To: metastock-list@xxxxxxxxx Subject: MY: ULTIMATE SIGNAL GENERATOR From: michael.arnoldi@xxxxxxxx (MICHAEL J ARNOLDI) Date: Sun, 04 May 1997 07:54:43 EDT Cc: list.support@xxxxxxxxxxxxx Resent-Date: Sun, 4 May 1997 06:01:33 -0600 Resent-From: metastock-list@xxxxxxxxxxxxx Resent-Message-Id: <"PzBdV1.0.xW7.Sg7Rp"@mail.equis.com> Resent-Sender: metastock-list-request@xxxxxxxxxxxxx I am very excited & i would like to share my results with the group. I call this the "ULTIMATE SIGNAL GENERATOR" system. I wrote an exploration as follows: |
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Ultimate Signal Generator I Buy: TroughBars(1,L,3)=1 Sell: PeakBars(1,H,3)=1 |
| i tested it on several stocks & indexes and it's GREAT: eg. on NEM:22 signals generated, 15wins, 7 losses, 52% profit. any comments ? (after you tried it) mike my ultimate signal generator (longer term) To: metastock-list@xxxxxxxxx Subject: my ultimate signal generator (longer term) From: michael.arnoldi@xxxxxxxx (MICHAEL J ARNOLDI) Date: Sun, 04 May 1997 16:50:30 EDT Resent-Date: Sun, 4 May 1997 14:57:11 -0600 Resent-From: metastock-list@xxxxxxxxxxxxx Resent-Message-Id: <"8K2Sf3.0.NM.cWFRp"@mail.equis.com> Resent-Sender: metastock-list-request@xxxxxxxxxxxxx for those who critiqued- many thanks, i always use negative opinons to learn from: it is hard to judge how good this indicator will work ie in hindsight, so i included it in my expert alerts and we'll see how it performs- i will report as time progresses. i also thought that i will need a filter of some sort to reduce the number of trades, so i came up with this one: |
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Ultimate Signal Generator II Buy: TroughBars(1,L,3)=1 AND TroughBars(1,MACD(),29)=1 Sell: PeakBars(1,H,3)=1 AND PeakBars(1,MACD(),29)=1 |
With line one only: 54 long trades 40 wins (74.07%) With both line one & two above: 7 long trades, 5 wins (71.43%) A large reduction in the number of trades, but only a 2.64% reduction in profitable trades. i am open again for any comments. mike | |
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