What an effort. Glad you found your way through it. You are a B-C Pro already!
Rik Rasmussen Best Charts Yahoo Group Moderator http://groups.yahoo.com/group/bestcharts/ > -----Original Message----- > From: dssmogur [mailto:[EMAIL PROTECTED] > Sent: Wednesday, October 27, 2004 6:54 PM > To: [EMAIL PROTECTED] > Subject: [bestcharts] Re: EOD files not working for me > > > > > 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 --------------------~--> Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar. Now with Pop-Up Blocker. Get it for free! http://us.click.yahoo.com/L5YrjA/eSIIAA/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/
