Contents of TR-INI56.ZIP

This file includes:

idxisee.ini (update) - Terry Steffen , 07/08/2008, Here's an updated version with the new ISEE incorporated. It looks better when we let the IdxPC be the dominant signal. The way you would trade this is to trade Isee.ini only when IdxPC is on a Sell.

idx-roy.ini (updated some more) - Terry Steffen , 07/07/2008, It turns out IDXX is the symbol for Idexx Lab so it cannot be used for a signal. Here's the fix for anyone with the stocks data. Here's one with a 1 day delay on buys but a zero delay on sells. The sell trigger is simply the first day that the S&P500 closes down after a buy. If you prefer to change to a next day for sells also, see my notes on lines 103 and 119. Added instructions. Now let's combine that with Roy-Ash. The cool thing here is this is 100% non-price signaling.Should be self contained.

nynh2_test.ini - Dave Howarter , 07/08/2008, Dave has added a little math to calculate what $nynh / ($nynh + $nynl) ratio would need to be on the next day to trigger a buy level.

vleg.ini - Lynn Grubb , 07/09/2008, Vle-G will always underperform Vle-I. The only question is by how much and what is normal. Just by adjusting Vle-G and eyeballing the comparison to Vle-I, it looks like "normal" is about 7%. You can just chart Vle-I versus Vle-G, and see the tech bubble divergence. The current one is more subtle and not as long- standing, this ampifies the difference from 7% if there is one.

famosc.ini - Terry Steffen , 07/19/2008, This creates the McClellan Oscillators (39,19) of a particular family.

sob5mac.ini - Terry Steffen , 07/19/2008, Here's a version of Dave Serbin's SOB5 with the addition of NS McClellan Summation from MKT.ini. It helps the performance but not sure about the ANDs and the ORs and the potential for lockup signals.

bio.ini - Terry Steffen , 07/26/2008, Here's a next day signal for BioTech. Sometimes it trades a lot...sometimes it doesn't. It uses the reversal concept from DAB..

bio2.ini - Terry Steffen , 07/26/2008, Here's a long/short version of the above.

basic.ini - Terry Steffen , 07/26/2008, Here's a really weird signal for turbocharged Basic Materials. Not much history here so if you lose more than 6%, head for the hills! If you look at the equity chart for the result (basic.fnu), it's a grab and go type thing. UYM is a hot potato and this thing doesn't hold if for long.

dxcombo.ini - Terry Steffen , 07/26/2008, Here's Latino sig and a Basic combined with Latino.

bigupv.ini - Steven Seligman , 08/06/2008, Steve has modified Don Bell's Bigup.ini to include a vix filter.

gusher.ini - Terry Steffen , 08/25/2008, Here's a tweek for DXO & DTO, both 2 beta oil ETF's.

gdxglx.ini - Rich Schiebel , 09/05/2008, This trades GLD based on reversals in GDX. GDX has sharper reversals than GLD so it is better at producing a signal. Yet trading GDX gives higher MDD (w/o commensurate Ann) so GLD is traded instead. This system trades a lot but does a good job of capturing GLD's gains while minimizing drawdown - Ann 25.4, MDD 4.6 for the last two years. There's an increase in MDD as the buy % reversal is decreased to 2.7%, so it may be safer to use 2.9 instead of 2.8%.

oilcomb.ini - Terry Steffen , 09/07/2008, This runs Don's oilco and snpix

oilcomb2.ini (updated) - Terry Steffen , 09/07/2008, This one has some added parameters so the long signal backtests to 6/00 without getting murdered. This one is designed for ENPIX which is a levered fund. Terry just removed Don's second Sell condition in Oilco which Don had added to lower MDD.For the record, prior to 1/04 this thing is in cash. So if you start the long signal with 1/04, it is 33CAR/11MDD.

ruthlo2.ini - Alan Cohen , 09/10/2008, This puts Don Bell's rruthlo.ini and ruthlo.ini in the same file so they don't have to be run separately.

hilojn.ini (revised from Don Bell's work of the same name) - Dale Dann , 09/13/2008, The last files Don posted for ruthilo.ini and rruthlo.ini were for trading slpix and shipx. Dale has only jeffnat funds available so he made an attempt at trading them. You used AccuPairTrade, long and short vs fdrxx for trading. Dale came up with 12 long funds and 5 short funds with 1 day hold that can be used. He used AccuFamilyTrade to select the funds and SignalPairTrade to tell the results.

lrema.ini - Terry Steffen , 09/13/2008, This is Linear Regression from Bruce combined with Don's EMA crossover signal.

bbmc23.ini - Terry Steffen , 09/13/2008, This one needs to be run thru the Geezerator to get the MDD down below 10 but here's a start. It's a twist on the beloved BBMC combined with Don's EMA crossover

hilojna.ini (revised), hilojnc.ini (revised) - Dale Dann , 09/16/2008, Don made some improvements to the hilojn.ini. Rydex Leisure (rylix), Rydex Health (ryhix), and Rydex Technology (rytix) was added to the long funds and AccuFilter values were changes slightly. There is an agressive and a conservative version. The difference is HoldMinDays in SignalPairTrade that shows when to use the Long and the Short AccuFamilyTrade. The conservative version uses 21 days and yields Ann=91.8 with Mdd=3.5. The agressive version uses 4 days and yields Ann=135.2 with Mdd=5.8. Take your pick.

bbmc23.ini (fixed) - Terry Steffen , 09/23/2008, Now fixed.This one needs to be run thru the Geezerator to get the MDD down below 10 but here's a start. It's a twist on the beloved BBMC combined with Don's EMA crossover

faber_dh.ini - Dave Howarter, 10/02/2008, This is from the work of Mebane Faber. Dave describes the strategy of diversity in the comments within the script itself. Since 11/1/99, Dave is getting Ann = 15.4, Mdd = 5.6. Since 1/1/93 he is getting Ann = 13.3, Mdd = 5.6.

golda.ini (renamed) - Terry Steffen , 10/11/2008, This is a gold signal that uses the relative strength of GLD to RYWBX as an indicator. It is sensitive to a 15 day hold which normal means forget it but Terry has added a 4% stop loss that overrides the 15 day hold so maybe...just maybe.

gld2gz.ini (fixed) - Terry Steffen , 10/11/2008, Here's a geezer version of gold2.

gld2jn.ini (fixed) - Terry Steffen , 10/13/2008, Now fixed. Here's a version that works with RYMBX, the Rydex commodities fund at J-Nat.

gold2.ini (fixed again) - Terry Steffen , 10/14/2008, Signal name changed to gld1. Double live gonzo section added for members of the Ted Nugent safe hunters club of upper Michigan (DGP/DZZ). Here's another signal for GLD. It's only invested 50% of the time and, compared to golda.ini, there is no HoldMinDays fluke potential and it has far fewer trades. The MDD is 6.3% since 11/06 but the hefty 05 draw down came with a gi-normous return so it's forgivable. (money heals many wounds) EDIT: change the date at the top of these last 2 signals to 10/11/08 (not 9/11/08) EDIT2: this is a next day signal even though it says 0 delay in the SPT section.

idxpc.ini (revised again) - Terry Steffen , 10/21/2008, This is with the addition of "stay out when volatility is too high". It won't buy if the StDev of Rut is over 13 and gets the CAR over 20%. IDXPC is short (long QID) the market now and it looks like it could be party time on the long side. Here's an added stop loss condition that gets out of QID if it loses 3% in one or two days.

rfttest.ini - Terry Steffen , 10/30/2008, Here's an old friend (ruttr) that still looks good. Terry added at the top to allow for trading 1/3 of the funds long/2xshort RUT and holding the other 2/3rds in PENNX.

tlttrsam.ini (revised) - Terry Steffen , 11/01/2008, The problem with this one is you have to do a reading the same day of the trade. If GVPIX is 5% above it's 100 day EMA, don't buy! Since GVPIX only prices after the close we'll have to find a way to simulate it with an index. The 5% over the 100 day Ema only occurred 2 times out of the 23 Buy signals. It should be pretty easy to see this coming. Don't be fooled by the zero delay in the SPT. This is a 1 day delay on Buys and 2 days on Sells.

tecsig2.ini - Terry Steffen , 11/01/2008, This one bought today.

tec2sig.ini - Terry Steffen , 11/01/2008, This one does not have iteration turned on. Tec2 is a fictitious fund for backtesting. It works with USD, ROM, or QQQQ etc. He could only get this to work with zero delay so it's ETF's only unless Don can work some magic. This one backtests to '03.

kx.ini (fixed) - Terry Steffen , 11/02/2008, The $$kx signal Terry posted for trading US dollar funds inadvertently used both a Profund and a Rydex fund. Here's a fixed version that includes both.This is a signal to trade the dollar funds at Profunds. It's a next day Buy signal and a 2 day delay Sell signal.

ma.ini, myma.ini - Lynn Grubb , 11/04/2008, Use TradeFR to create an MA signal & fnu for any fund. Using a filter conforms to the way FT does MA. A 2% filter means you don't sell until price drops 2% below the MA, and don't buy until price reaches 2% above the MA. It is meant to reduce whipsaws in a sideways market.

idxlg.ini (fixed) - Terry Steffen , 11/08/2008, Terry added a stop loss to fix the lockout. The lockup occurs when a new Sell triggers during the 3 day delay for a Buy. Read the verbiage at the bottom to know what to watch for on Sells. The other tricky part is that you are going to have to adjust the stop loss in line 39 if you change funds. Set to equal the MDD+.01. The fund is named in line 35, currently set to SSO. Here's another use for Updater. It's a long version of IDXPC. Whereas, the original IDXPC goes short when the Put/Call ratio is low (bearish), this one goes long with the Put/Call ratio is high (bullish). For folks who trade at JeffNat and like less than 5% MDD, use a 1 beta S&P fund. It's a 3 day delay on Buys and a zero delay on sells. However, the sell triggers on 2 down S&P days >2.8% total,so it should be easy to monitor.

rutsigx.ini (fixed), Terry Steffen , 11/08/2008, Here's a joint venture of Terry and Don. It has been out of sample since January. It struggled in October, but hey, didn't we all? Terry added the "too hot stay out" volatility code at the bottom. If you uncomment that code, it makes October magically disappear.

bigsigtest.ini (revised), Terry Steffen , 11/10/2008, Terry added a switch(swich) in line 7 to bigsig hoping to decrease MDD. It reduced the number of trades and added to performance but did not deal with MDD. Needs one more fix.

bio.ini (fixed), Terry Steffen , 11/15/2008, Here's a fix of Bio.ini which was locked on a buy. This overhauled version cannot lock. It's only in the market about 10% of the time. Works with Ryoax if that fund is at JeffNat.

snpix2.ini, Terry Steffen , 11/15/2008, Delete last SignalPairTrade section with xret signal

jeffnat.ini (latest), Terry Steffen , 11/27/2008, This creates the user defined JeffNat family including the latest additions.

cboe.ini, Terry Steffen , 11/28/2008, Here's an attempt at a CBOE Put/Call signal.

commsig.ini, Joel Williams , 12/06/2008, This is a not terribly long backtest of several different approaches to trading Joel's family of commodity ETFs. If you add GLD and SLV to the family it becomes much more difficult. Joel lifted a bit of code from Dave Serbin.