Bigbusiness
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Do you take the time of the full moon in EST, GMT or BST? Sometimes a full moon will be one day for GMT and another day for EST.
Perhaps a bigger back test might be worthwhile. Why not try it over the past 10 years? All the data is available and it would make the results a bit more significant.
Perhaps a bigger back test might be worthwhile. Why not try it over the past 10 years? All the data is available and it would make the results a bit more significant.
Bigbusiness said:
I base the moon cycles of this site http://www.timeanddate.com/calendar/ what ever they are.
Maybe the forex fans will come out and do some testing on Moon River. I Havant got a lot of time to test, I did some testing a few years back on it, and it worked very well.Remember this is just one method in my tool box, I give some more later on. I am waiting for the testing guys to come on this thread and do the work for me. :cheesy:
G-Man said:
G-MAN
That is an easy question, if the full moon falls on sat or sun, You would wait for confirmation on monday, and if mondays is up, go long, if its down go short. Simple
See the problem with people they try to over complicate matters, where there is no need
badtrader,
I don't think it is a case of overcomplicating things, just a matter of getting the rules right so you know what you are analysing and what you would trade if the analysis was fruitful.
With the simple entry/exit rules here, and trades of up to 600 pips, chosing a different day could easily result in a 1200 pip swing in the results.
I will check the results I have collated so far with this rule in mind, but I think that it would negatively affect the results as set currently.
G-Man
I don't think it is a case of overcomplicating things, just a matter of getting the rules right so you know what you are analysing and what you would trade if the analysis was fruitful.
With the simple entry/exit rules here, and trades of up to 600 pips, chosing a different day could easily result in a 1200 pip swing in the results.
I will check the results I have collated so far with this rule in mind, but I think that it would negatively affect the results as set currently.
G-Man
Last edited:
Base you testing on this site http://www.life-cycles-destiny.com/dw/lunar-calendar-moon-phase-cycle.htm
Bigbusiness
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badtrader said:I base the moon cycles of this site http://www.timeanddate.com/calendar/ what ever they are.
That site uses UTC time, the same as GMT. As the Dow is in the USA, sometimes the day will be one day out.
From that site:-
How accurate are the phases of the moon?
Actually they are not very accurate, and might be one day wrong sometimes. One of the reasons for this, is that phases of the moon are calculated from UTC-time, and since you might be in another time zone than UTC, the moon might be one day wrong if it's a different day in your time zone when it is in a certain phase. Without binoculars you probably would not notice any difference, though. Exact dates and converting to local time zones are planned improvements.
Dow
Update you on my moon river method. :cheesy: You would have gone long on the full moon on Nov. 17 and out on the new moon on dec 2nd for,126 points
Jan +255
Feb. + 60
Mar - 26
Apr +103
May - 29
Jun + 318
July +68
Aug. +108
Sept +22
Oct +126
Update you on my moon river method. :cheesy: You would have gone long on the full moon on Nov. 17 and out on the new moon on dec 2nd for,126 points
Jan +255
Feb. + 60
Mar - 26
Apr +103
May - 29
Jun + 318
July +68
Aug. +108
Sept +22
Oct +126
rols
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Good posts Badtrader. Gann of course was a great moon man, Elliot waves too.
I wonder if the Yen or CHF would yield the same results?
Before anyone mentions LUNARtics have a look at the links below
Interesting Lunar site
http://lunar.arc.nasa.gov/history/mythology.htm
Commodities trading and the moon
http://www.ensignsoftware.com/tips/tradingtips14.htm
I wonder if the Yen or CHF would yield the same results?
Before anyone mentions LUNARtics have a look at the links below
Interesting Lunar site
http://lunar.arc.nasa.gov/history/mythology.htm
Commodities trading and the moon
http://www.ensignsoftware.com/tips/tradingtips14.htm
Badtrader, I 've done some analysis on other markets - over the 10 full moons this year. For the FTSE the gain would have been +369pts making on 7/10 trades, for the DAX +167pts making on 6/10 trades and GBP +12.06cents making on 7/10 trades.
I've slightly altered your methodology opening the trade at the open on the day after the full moon, closing at the close of the 1st day of zero moon.
For interest on the DOW if you'd just bought for the day of full moon (close to close, 1d trade) you would be up 254.77 points and made 7/10 trades. Using you're strategy my figures are +938.86pts making 8/10 trades.
very interesting . . . . . .roll on the 16th . . .. .
I've slightly altered your methodology opening the trade at the open on the day after the full moon, closing at the close of the 1st day of zero moon.
For interest on the DOW if you'd just bought for the day of full moon (close to close, 1d trade) you would be up 254.77 points and made 7/10 trades. Using you're strategy my figures are +938.86pts making 8/10 trades.
very interesting . . . . . .roll on the 16th . . .. .
Before getting carried away with this system I suggest everyone have a good read of
"Fooled By Randomness" by Nassim Nicholas Taleb.
(I suggest keeping a dictionary handy as almost every page had at least one word that I had to look up to make sure that I was not reading it out of context.)
A lot of these "random" systems - "like buy on Tuesday and sell next day on Close if profitable" - are merely exploiting the general uptrend of the market, for example. You are often better off just using a trend following system.
FWIW
"Fooled By Randomness" by Nassim Nicholas Taleb.
(I suggest keeping a dictionary handy as almost every page had at least one word that I had to look up to make sure that I was not reading it out of context.)
A lot of these "random" systems - "like buy on Tuesday and sell next day on Close if profitable" - are merely exploiting the general uptrend of the market, for example. You are often better off just using a trend following system.
FWIW
pchivers said:
That may be the case, I'm sceptical myself, but any slight benefit will help the assiduous.
Trending market? . . . . . .. .. thats not what I'd have called the DOW this year . .. .but hey, thats what makes a market! For interest the first position in January would have been opened at 10509.8 and the last position closed in November at 10472.73, so buy/hold would have been down on the year, whereas the 'Moon following' has shown +940pts.
sandpiper
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apples,
If you are really in to this stuff you should have a look at Chris Carokan's spiral calendar. However, it's worth noting that this stuff (buying on the new moon) has been well tested by numerous people from Arthur Merril to ISBA going back as far as 1915 and they've all found that it's outperformed by buy and hold with only just over 50% of trades being profitable.
However, I grant you that more recent results would seem to go against that. However, I for one, would not want to be on board when the returns on "Moon River" (hmmmm some credit to the original researchers warranted methinks) revert to mean.
Good luck with it anyway.
If you are really in to this stuff you should have a look at Chris Carokan's spiral calendar. However, it's worth noting that this stuff (buying on the new moon) has been well tested by numerous people from Arthur Merril to ISBA going back as far as 1915 and they've all found that it's outperformed by buy and hold with only just over 50% of trades being profitable.
However, I grant you that more recent results would seem to go against that. However, I for one, would not want to be on board when the returns on "Moon River" (hmmmm some credit to the original researchers warranted methinks) revert to mean.
Good luck with it anyway.
sandpiper said:
Sandpiper
This is my work. see if you can find it on the web,(full moon holding till the new moon) I know you wont, I have based this with work done by gann and my own work. buying on the full moon if the market is up on that day and holding till the new moon around 14 days.
I have also done work on 3 and half day cycle and how to play these, on a intraday time frame.but that's for later
bt
sandpiper
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bad,
Sincere apologies. I mis-read your method. I had incorrectly thought that you were simply going long on the new moon and holding till the full moon. I now see that your method is based on full -> new. You're right, i.e. I haven't seen a method that goes long/short on the full moon. People (including Carolan) seem to focus exclusively on shorts on/around the full moon.
May all your gibbouses be as profitable as these seem to be.
Sincere apologies. I mis-read your method. I had incorrectly thought that you were simply going long on the new moon and holding till the full moon. I now see that your method is based on full -> new. You're right, i.e. I haven't seen a method that goes long/short on the full moon. People (including Carolan) seem to focus exclusively on shorts on/around the full moon.
May all your gibbouses be as profitable as these seem to be.
