Thanks, David, I did not have any problems with the historical files. They seem to not be very picky about the date format or the existence of a header line.
Thanks, Rik, I finally struggled to a solution with a hint from your reference. I first noticed your EOD date format differed from the B-C manual's format, so I changed a dozen files to match your date format. No go. I then re-downloaded EOD files for an entire exchange and removed the 'Period' column and they worked fine. I noticed they didn't have any header, just like your example files (as opposed to the manual's format). So I removed my headers and still no go. I was about to give up when I finally noticed that all my symbols were in lowercase letters. When I used a macro in Excel to change the case, the darn files finally worked. I went ahead meanwhile with creating over 1000 historical files (26 days of 40 different stocks). Spreadsheeting the portfolio analyses over that 26 day period gave me some very interesting data. I optimized parameters for each stock for 8, 16, 32, 64, and 128 quote intervals for swing type trading, and saved each of them to a different optimized file. For ease of swapping out the optimized files within the program, just use any unused 'optimized parameter files' from the menu. I discovered that the 16 quote interval gave almost identical results to various weightings of all the intervals. So to simplify the process, I just used the natural hierarchy of the B-C analysis at a 16 day interval. The parameters were optimized for each stock (within the testing period), but were kept constant, that is, not re-optimized every day of the testing period. I should should also note that these stocks were selected for their high returns on short period trades. This test included four senarios- 1. Twenty highest traded long, twenty lowest traded short. 2. Ten highest traded long, ten lowest shorted. 3. Five highest traded long, five lowest shorted. 4. Two highest traded long, two lowest shorted. The results- 1. .8% average gain per trading day 2. 1.2% 3. 1.7% 4. 2.8% Assuming a $7 per trade overhead, the first senario averages about $168 in trading costs, second about $133, third about $90, and fourth about $56. Okay, we can all tweak the numbers until we think we have stumbled onto a winning gambit, but I thought I would share my insanity for what it is worth. That is, for what you paid for it. <grin> ------------------------ Yahoo! Groups Sponsor --------------------~--> $9.95 domain names from Yahoo!. Register anything. http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM --------------------------------------------------------------------~-> Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/bestcharts/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
