I haven't posted for a while on the grail, or done any work on it. A liitle tweak on the EDS "exits" produced really good results, without any exit formula, and without any detriment to the high fliers.The change is to increase the "profit protect" up to 90% above 5% and capital protect 95%. See the next thread for the actual returns(most of them) over the last 4 months.
Martin,
An interesting set of results in this blighted market. I note from reading the back thread that you must at some stage have published the EDS rules. Any chance of a repost please? I note that the results are compared to the S&P. have you done any work comparing to the UKMKT?
An interesting set of results in this blighted market. I note from reading the back thread that you must at some stage have published the EDS rules. Any chance of a repost please? I note that the results are compared to the S&P. have you done any work comparing to the UKMKT?
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Roger:
If you look at the bottom of this page, you can search back for ChartMan's Holy Grail routines on EDS. Set it to go back 100 days, and you will see to the left the pages - they are white, and perhaps not too noticeable unless you are looking for them. Click on the previous pages, and ChartMan's hard work in putting together his famous EDS routine will be revealed!
If you look at the bottom of this page, you can search back for ChartMan's Holy Grail routines on EDS. Set it to go back 100 days, and you will see to the left the pages - they are white, and perhaps not too noticeable unless you are looking for them. Click on the previous pages, and ChartMan's hard work in putting together his famous EDS routine will be revealed!
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Oops sorry Roger, I actually meant look back at the main technical analysis BB (the one which lists all the TA threads), and the search option is at the bottom of that page.
Here is the EDS Routine.Also posted in the EDS section..
! Test the value/range of RSI from yesterday and today
RS32 if val([RSI Wilder],1)<25 and [RSI Wilder]>25 and [rsi wilder]<48.
!RS48 if val([RSI Wilder],1)<48 and [RSI Wilder]>48 and [rsi wilder]<90.
! test for liquidity ( enough volume) today
vol if [volume]>=0 .
! test value of MACD OSC ( not too clever this one)
MAC if val([macd osc],1)>0 and [macd osc]>0.5.
!Test is macd osc today is greater than yesterday
!MAC if val([macd osc],1)< [macd osc].
!test value of ER up for today
erup if [er up]>88.
!Test if close is > than short term moving average
stma if [close]>[st ma].
!Test if OBV Pct and VA pct ( or just VA pct) is positive
!obv if [obv pct]>0 and [va pct]>0.
obv if [va pct]>0.
! selection logic:
select if (rs32) and stma and mac and erup and obv and vol.
!exit rules- test for dropping off of CCI or TCI or SVMA or stochastic
! these exits are very fast and may not provide maximum profits if STRICTLY adhered to....
!But they WILL protect your losses faster!
CCI if val([CCI],1)>[CCI].
TCI if val([TCI],1)>[TCI].
SVMA if val([SVMA],1)>[SVMA].
STCH if val([stochastic],1)>[stochastic].
sell if CCI or TCI or SVMA or stch.
Be warned!! This EDS seems to select illiquid, low value stocks that will have inherently high spreads and risks, thus increasing exposure to the downside.
! Test the value/range of RSI from yesterday and today
RS32 if val([RSI Wilder],1)<25 and [RSI Wilder]>25 and [rsi wilder]<48.
!RS48 if val([RSI Wilder],1)<48 and [RSI Wilder]>48 and [rsi wilder]<90.
! test for liquidity ( enough volume) today
vol if [volume]>=0 .
! test value of MACD OSC ( not too clever this one)
MAC if val([macd osc],1)>0 and [macd osc]>0.5.
!Test is macd osc today is greater than yesterday
!MAC if val([macd osc],1)< [macd osc].
!test value of ER up for today
erup if [er up]>88.
!Test if close is > than short term moving average
stma if [close]>[st ma].
!Test if OBV Pct and VA pct ( or just VA pct) is positive
!obv if [obv pct]>0 and [va pct]>0.
obv if [va pct]>0.
! selection logic:
select if (rs32) and stma and mac and erup and obv and vol.
!exit rules- test for dropping off of CCI or TCI or SVMA or stochastic
! these exits are very fast and may not provide maximum profits if STRICTLY adhered to....
!But they WILL protect your losses faster!
CCI if val([CCI],1)>[CCI].
TCI if val([TCI],1)>[TCI].
SVMA if val([SVMA],1)>[SVMA].
STCH if val([stochastic],1)>[stochastic].
sell if CCI or TCI or SVMA or stch.
Be warned!! This EDS seems to select illiquid, low value stocks that will have inherently high spreads and risks, thus increasing exposure to the downside.
