Brian. The problem is that while the forum is prepared to be fair-minded on the subject, no champion of Astrological trading has come forward. I don't say this to criticise but only to extend an equitable invitation.
Referring to Howard; '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.' All we have so far is some second-hand references. Your own posts, while interesting, don't actually have much to say about trading as such. I am sure the forum would appreciate some definite leads. Of course no one is obliged to cast their pearls. If you or your friend have anything to say to me you are welcome to mail privately. (That is not an invitation for every Lunar trader under the Sun to send me an email). [EMAIL PROTECTED] BrianB2. --- In [email protected], "brpnw1" <[EMAIL PROTECTED]> wrote: > > B2, > > The key to a good divination system is not in it's scientifically- > measured accuracy. The key is in its ability to convert disbelief > into belief, which gives the mind free access to knowledge it > already has access to. The only thing that will ever prevent you > from seeing the future through a given predictive/divination system, > is your own failure to realize that the essential ingredient in > making that system work is your own belief in the system. > > Keep in mind that all knowledge was at one time part of the unknown. > Read your history books and you will begin to see the pattern. > > Men develop faith in a system by devoting time to it, becoming > intimate with it, and using tools such as science to convert the > unknown into the realm of the known. When it is agreed upon that > such tools will be the methods by which the unknown will be > initiated into the known, you have thereby created a bridge that > closes the gap between previously inaccessible knowledge and readily > accessible knowledge. Science does not serve to destroy faith. It > serves to bridge faith. > > So, support the effort of men to develop faith in a new system. > Eventually, given time and effort, the system will be shown to work. > Do not get hung up on the look and feel of the system itself. That's > merely the discriminatory mind at work. We already have many of > those. No need to add more to the pile. > > The best predictive systems are and will always be the oldest ones > known to man. The I Ching and astrology outdate the history of our > current civilization (for lack of a better word) by quite a few > thousand years. It does not seem far-fetched at all to me that these > would be the very first predictive models a person would reach for. > > You use Fibonnacci numbers for support and resistance? These are > based in the Golden Ratio. Guess what the I Ching is based on as > well -- the Golden Ratio. The I Ching was the first human document > to ever make use of the Golden Ratio (and not in paintings, nor in > mathematics -- but for a prediction system of all things!!!). This > should be a trader's bible, then. > > I just had dinner with the very man who is perhaps the world's > foremost authority on using astrology within technical analysis. I'm > sure he would like to have a word with you, too. > > Just my two cents. > > ~Brian > > > > > > --- In [email protected], "brian.z123" <brian.z123@> > wrote: > > > > 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" <tradermail@> 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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