Hello Brian, Thanks for your interesting post.
Both the I Ching and Astrology correctly belong to that category of study known as 'The Ancient Wisdom'. The modern trend amongst students of 'The Ancient Wisdom' is to treat these methodologies, and others like them, as 'Maps of Consciousness' or guides for those undertaking a 'Process of Pshychological Maturation'. Carl Jung and Assigioli where two Pshychologists whose work, in some part, was based on these contentious principles. Used in this way they are drivers of objective outcomes at an rather than predictors. If Astrology provided any predictive power at all regarding Stockmarkets, I doubt very much if any Technical Analsyt, without extensive knowledge and experience in the field of Astrology, would be capable of exploiting that fact anyway. Non the less, I thank the forum for, in the most part, an interesting and objective discussion of this facet of trading. BrianB2. --- In [email protected], "brpnw1" <[EMAIL PROTECTED]> wrote: > > For anyone following this I Ching thread at a later date... > > this will be very useful when pursuing the I Ching from a > mathematical perspective -- > > "Derivation of the Timewave from the King Wen Sequence of Hexagrams" > http://www.levity.com/eschaton/waveexplain.html > > From the article: > "Since it is composed of sixty-four hexagrams of six lines each it > is composed of 6 x 64 or 384 lines.... closure at the beginning and > end of this figure suggested that it might be useful to model > process. Its 384 subunits imply a calendar. Can it be coincidence > that the length of a lunar month, 29.53 days, times 13 is 383.89? I > believe that what we have here is a 384 day lunar calendar with > resonances to other other naked eye astronomical phenomena known to > be of interest to the ancient Chinese." > > It is hard to ignore the possibility that the I Ching might have > very strong ties to the lunar calendar. > > Enjoy! > > Brian > > --- In [email protected], "brpnw1" <tradermail@> wrote: > > > > Ever study the I CHING? I've been using it for more than 20 years. > > It is perhaps the oldest written document in human history, dating > > back to about 5,000 years ago. It was recently discovered that the > > original versions of the I Ching used numbers only... which means > it > > was originally based in mathematics. > > > > There is one striking statistical anomaly associated with the I > > Ching. If an individual divines the I Ching over a long period of > > time, the I Ching will demonstrate a well-defined and unique > results > > pattern for that individual (assuming all results have been > > recorded). Such is the case with each individual. > > > > Terrence McKenna (now deceased) used the King Wen sequence of the > I > > Ching's trigrams to produce software named "Timewave Zero." The > end > > results of the software clearly denote Dec 23, 2012... which just > > also happens to be the end date of the Mayan Calendar. The Mayans > > worshipped Time for many centuries. > > > > On his deathbed, Confucious said that he if had 50 more years in > > which to live, he would have used all of them to study the I > Ching. > > The Vietcong claim that consulting the I Ching caused them to win > > the Vietnam War. Many Asians consult the I Ching today, for > business > > matters. > > > > It would be interesting to see an adaptation of the I Ching for > > trading purposes. Whereas astrological prediction is based on the > > theory that future events are predetermined and fixed in time, the > I > > Ching allows for moving parts and human intervention -- it gives > > multiple outcomes based on various specific actions. > > > > Of all the divination systems I've run across, the I Ching is the > > most intuitive and reliable. The results tend to be dead-on every > > time, and very striking compared to any other divination system > > (that's in print and available to the public). > > > > Enjoy! > > > > Brian > > > > > > --- In [email protected], "Terry" <MagicTH@> wrote: > > > > > > I have no interest in checking out lunar, solar, horoscope, > spring, > > > summer, fall, end of month, etc. systems. I have checked out > > several and > > > none have ever worked out. I'm sticking to price movement, which > > > theoretically already includes all known effects. > > > > > > -- > > > > > > Terry > > > > > > -----Original Message----- > > > From: [email protected] > [mailto:[EMAIL PROTECTED] > > On > > > Behalf Of Walt Scudder > > > Sent: Thursday, September 07, 2006 21:46 > > > To: [email protected] > > > Subject: RE: ***[Possible UCE]*** RE: [amibroker] Moon Phase as a > > > profitable predictor > > > > > > > > > > > > Terry & Howard: > > > > > > > > > > > > Not to add more fuel to this fire - but have either of you given > > any > > > thought to look at market activity vs.: the Solunar calendar? > > > (http://www.kingsoutdoorworld.com/hunting- > > guide/deer_activity.htm#WHAT%2 > > > 0IS%20THE%20SOLUNAR%20THEORY) > > > > > > > > > > > > This calendar is used by hunters and fishermen to find best days > > and > > > times to hunt and fish. Maybe the sun and moon have the same > > effect on > > > the market's hunters and fishermen :>) ?? > > > > > > > > > > > > Might just be worth looking at ??? > > > > > > > > > > > > > > > > > > -----Original Message----- > > > From: [email protected] > [mailto:[EMAIL PROTECTED] > > On > > > Behalf Of Terry > > > Sent: Sunday, September 03, 2006 9:23 PM > > > To: [email protected] > > > Subject: ***[Possible UCE]*** RE: [amibroker] Moon Phase as a > > profitable > > > predictor > > > > > > Howard, > > > > > > Comprehensive and well thought out, well written reports like > > yours are > > > always appreciated. > > > -- > > > Terry > > > -----Original Message----- > > > From: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > > ps.com > > > [mailto:[EMAIL PROTECTED] <mailto:amibroker% 40yahoogroups.com> > > ps.com] > > > On > > > Behalf Of Howard Bandy > > > Sent: Sunday, September 03, 2006 11:29 > > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com > > > Subject: [amibroker] Moon Phase as a profitable predictor > > > > > > Thanks to everyone who has contributed code to compute the phase > of > > > the moon, and to the discussion of whether the phase of the moon > is > > > profitably predictive for common stock investing. I have done > some > > > testing and find that the phase of the moon is Not a profitable > > > predictor. > > > > > > I used the code posted by OzFalcon (thanks), removed the > extraneous > > > information, such as distance to the moon, and added code to > > compute > > > two values: the percentage close to close change for the day > ahead > > > and the percentage of the phase of the moon relative to it being > a > > new > > > moon. My in-sample test was performed on daily data using a > period > > > from 1/1/1995 to 1/1/2005 -- ten years. Three indices were > > studied -- > > > the Russell 3000, the S&P 500, and the S&P 600 small cap. The > > > individual backtest results from these AmiBroker runs were > > exported, > > > opened in Excel, and analyzed. It was relatively easy to identify > > > periods where the price change for the day ahead consistently > rose > > for > > > some values of the phase of the moon, and fell for some other > > values. > > > The analysis was carried out using several different levels of > > > granularity for the phase of the moon -- from one percent "bins" > to > > > twenty-five percent bins -- and several different levels of > > > profitability -- from cherry picking the highest long and highest > > > short returns to "always in". Code was added to the afl procedure > > > that bought and sold accordingly, initially holding exactly one > > day. > > > No deduction was made for commission or slippage. > > > > > > To test the in-sample performance, I ran individual backtests > > against > > > the 500 stocks in the S&P 500 and the 100 stocks in the Nasdaq > > 100. > > > No surprise -- the results were spectacular. For example, using > > > granularity that picked the best twenty percent (about fifteen > > percent > > > long and six percent short), so the model is invested twenty > > percent > > > of the time and flat eighty percent of the time, the median RAR > > > statistic for the S&P 500 stocks was about 80%, and the median > RAR > > > statistic for the Nasdaq 100 stocks was about 160%. > > > > > > To test the validity of the model, I chose an out-of-sample > period > > > from 1/1/2005 through 9/1/2006 -- twenty-one months -- and reran > > the > > > individual backtests. As expected, the system is invested about > > > twenty percent of the time. The median RAR statistic for the S&P > > 500 > > > stocks was about -7% (minus seven percent), and the median RAR > > > statistic for the Nasdaq 100 stocks was about 0% (zero). > > > > > > I tried several other combinations of granularity of phase > (various > > > percentages, daily, always in, etc), strength of signal > (strongest > > > only, average of the in-sample tests, etc), length of holding > > period > > > (one day, several day, stop and reverse, etc). The results were > > > almost always profitable for the in-sample period and Never > > profitable > > > for the out-of-sample period, even with zero deduction for > slippage > > > and commission. > > > > > > I may have missed something here, but I do not think so. I would > be > > > happy to hear from forum members who have had success (either > > > profitable trading or profitable performance in out-of-sample > > tests) > > > using moon phase in their trading, and I will be happy to test > and > > > report other reasonable suggestions for using moon phase as a > > trading > > > indicator. > > > > > > Thanks for listening, > > > Howard > > > > > > Please note that this group is for discussion between users only. > > > > > > To get support from AmiBroker please send an e-mail directly to > > > SUPPORT {at} amibroker.com > > > > > > For other support material please check also: > > > http://www.amibroke <http://www.amibroker.com/support.html> > > > r.com/support.html > > > > > > Yahoo! Groups Links > > > > > > Please note that this group is for discussion between users only. 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