Contents of TR-INI58.ZIP

Welcome

This file includes:

spyvto.ini (revised again), Terry Steffen , 08/18/2009, This one buys tomorrow (Delay=0) if SPY drops 0.3% or more. This would be the first buy since 11/07. It's a winner 86% of the time since 1994. A plain English explanation is at the top of the file. Stoploss added ala Don Bell. In case oversold becomes falling sky. The original version with Don's addition where he adds an additional Buy to your file that will kick in if Rsi5 goes up to 95%, way overbought. Terry added a stop loss sell if the Rsi falls thru 58. It was never used in the past but if the overbought piece buys it could come in handy. This is a SPY version of the VTO signal. Don't let the low returns fool you. It's in the market less than 15% of the time. 86% of the trades are winners. 72% CAR while invested. It only trades when the 200EMA of the S&P is going up which it now is.

jnk12k.ini, Dennis Kent , 09/16/2009, This is Dennis' favorite Junk Bond System. At 15% with 3.5 DD it might be a little conservative for you. But it would work nicely to smooth out a higher risk system. It's up 35% YTD, Junk has been hot since March.

vto.ini (revised yet again), Terry Steffen , 10/06/2009, Here's a VTO that you don't need to iterate. It has Ed Gilberts NextRsi calculations to calculate automatically what needs to happen tomorrow for the signal to trigger. For example, we are now on a buy and the Rsi5 needs to be 50 to sell. So based on running this today, you will see that NDX needs to be up 13.27 points or 0.79% tomorrow for a VTO sell signal...no delay.

vixsp3.ini, Terry Steffen , 10/13/2009, Here's a version of VixSP that you can experiment with. It says, only buy when SP-CP is up but [your favorite index here] is down. There are 2 examples in the file on lines 16 & 17. One uses SP-MC, the other uses either EFA or SP-MC.

moos.ini (updated), Dave Howarter , 11/02/2009, Here is the updated Moos.ini. He took a 21.87% drawdown during his long bond trade initiated 11/28/08, but the bonds had made a nice gain before they turned down so he only lost 9.21% from his entry point.

printsig.ini, Dave Howarter , 11/12/2009, This print out the status of a bunch of signals that you watch but Dave has added some code at the end to print out a list of signals that changed state on the last day of data. In the first half of the code there is one line of code to print out the status of each signal. In the second half of the code there is a group of four lines of code to print out only signals that have changed status on the last day of data.

isee23a.ini, Terry Steffen , 11/14/2009, Here's another ISEE version that goes long when the short signal sells AND the 5 day Rsi is below 28 (oversold). The bottom section is the combination of the long and short signals.

turtlesoup.ini, Terry Steffen , 11/15/2009, Something Terry heard about on another board is a Turtlesoup sell. Larry Conners came up with this many years ago. The concept is a simple one, if the stock/index exceeds the 20 day high intra-day, but fails to breakout by the close, go short. This file uses the OEX-x as the index and require the daily high price fnu downloaded to c:\ft. It is really quite easy to create this and Terry has put instructions in the ini file for anyone who cares to experiment with other indexes/stocks. It didn't do much in 08, not because of bad signals but because it didn't trigger much. Hitting a 20 day high was not a likely occurrence last year as you may recall.

two7s.ini, Terry Steffen , 12/05/2009, The best test for any signal is real time action. This one has produced 100% winners in real time so far. It underperformed buy & hold this year due to the parabolic run we had, during which time there were no 7 day lows. Terry first posted this one in Dec of last year. It's a very simple system that buys when the SPY closes at the 7 day low and sells when closes at the 7 day high.

bbs2x.ini, Terry Steffen , 12/11/2009, Here's Don Bell's BBS2 with an added stoploss Sell condition. Works well with a 2x MidCap fund. Terry recommends mixing with cash to reduce risk. Because this signal has Sells that are triggered by rallys above the lower BB, it's perfect for leeverage. MDYX is a synthetic 2x sp-mc fund created by this line in the file: WriteFile(Warp(sp-mc,2,-.5),mdyx).

isee23.ini (fixed), Terry Steffen , 12/11/2009, There would have been an ISEE23 short fund Buy today based purely on the ISEE numbers. However the Sell commands can override the Buy which they did today. Terry has made it easy to monitor these Sell overrides at the top of this file. You don't have to download the daily ISEE numbers to trade this. Just monitor the site and the Sell parameters at the top of this file. He's showing a leveraged fund but it works fine with SHPIX, a no leverage short R2k fund.

cci.ini (fixed), Terry Steffen , 12/12/2009, Terry is trying to duplicate the Extreme CCI(4) strategy. The equity line looks nice and smooth.

cci55.ini, Terry Steffen , 12/14/2009, Terry tweaked Don Bell's first CCi5 and added leverage. Mix with cash to taste.

newhi.ini, Terry Steffen , 12/20/2009, This examines when the smart money is selling, or at least not participating in some of the recent gains. One way to identify this is to look for a "buying climax" which is when a 52 week high is achieved but the close is below last weeks close. Playing off this idea, Terry came up with the following signal. It buys a short fund when a new 10 day high is hit but the close is below the 5 day average. It sells after 8 calender days. It doesn't have a stop loss built in so sell if the loss exceeds the 2.9% mdd.

harryrank.ini, harryrank.bak, Harry Larson , 12/23/2009, How many times do you find yourself sorting an ft family just so you can make sense of it? Here is a very simple trade routine that Harry uses all the time. It sorts any ft family by accutrack and saves it with a number 1 added to the end of the family name. To work with your sorted family just load the new family (ie, select1 instead of select). You could use the same idea to sort by mam, rsi, or anything else you can come up with. Download both files. Rename harryrank.bak to harryrank.bat. Edit the bat file by adding the ft families you frequently use. That's it!.

bbs2x.ini (fixed), Terry Steffen , 01/01/2010, Here's yet another example of combining a short signal that is rarely on a buy with a long system for a dramatic bump in performance. The long only version of BBs2x trading a 2x version of sp-mc produces 23% CAR and 11.6% MDD. Add the short signal combination included here and the CAR jumps to 30%+ and the MDD drops to 10.9%.

phiyx.ini (Mel's updated version), Mel Collart , 01/13/2010, Mel also has a revised version of Phiyx.ini for a new version of JNATMIX that is under construction.

drawdownftt.ini, drawdownftt_readme.txt, Michael Wilson , 02/02/2010, For those that care about precise measurement of the performance of your EFT and stock investments, here is drawdownftt.ini and drawdownftt_readme.txt to help with that. You can give drawdownftt.ini precise purchase and sale pricing for accurate calculations.

VixOB.ini (improved), Terry Steffen , 03/05/2010, Here's an improved version of VixOB. Terry added a sell condition if Vix drops by 15% from it's recent high.

Download TR-INI58.ZIP 03/05/2010