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powerfade
Registered: Apr 2007
Posts: 401 |
07-02-08 10:24 AM
Quote from vikana:
It's a pity that there is more interest in mudslinging that actually figuring out the details of PVT. I'm working on first attempt at codifying the simplest aspects of PVT as put forth at the start of this thread.
This would actually be of interest, even though the charts I've seen on the SCT/JH threads make me shake my head in wonderment that anyone could make heads or tails of them. Please do let us know what you come up with.
Hopefully you can just delete anything that's remotely off-topic here. This T28/schlap person is particularly useless. Can anyone say OCD?
These 'discussions' look a lot like a religious debate between two parties whose views are written in blood and will never ever change, regardless of any proofs that are provided.
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palinuro
Registered: Aug 2006
Posts: 280 |
07-02-08 11:01 AM
Quote from vikana:
It's a pity that there is more interest in mudslinging that actually figuring out the details of PVT. I'm working on first attempt at codifying the simplest aspects of PVT as put forth at the start of this thread.
The details of the basic version of PVT have been spelled out with great clarity since the second post of Spydertrader's first Equities journal. So it's not as if they have suddenly been revealed.
To backtest the system properly, you need weekly Final Universe lists for the period in question (or a way to derive those lists from historical fundamental data). Using the latest list would probably give reasonably accurate results, since they don't change that quickly, but doing so introduces survivorship bias, plus the posiblity of trading stocks that did not at the time meet the criteria.
Then you need to run a scan on daily data to obtain a list of trading candidates for the next day. Spydertrader's WealthLab chartscripts provide the code for this.
Then you need to process intraday data, using the (beginner) entry criteria Spydertrader provides in his Journal. A complete ATS for this, written for Amibroker, was posted in one of the subsequent Equities Journals.
HTH
-palinuro
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Trader666
Registered: Sep 2004
Posts: 8151 |
07-02-08 04:42 PM
And how many times do I have to say that I used YOUR code before you'll stop YOUR nonsense? Maybe you can get someone to read these to you?
The tests were done based on Jack's document (which I've posted several times already) and with Spyder's code from the Wealthlab site.
http://www.elitetrader.com/vb/showt...ode#post1398147
I've said many many times that to do the 0 to 7 scoring, I used Spyder's code from the wealthlab site.
http://www.elitetrader.com/vb/showt...ode#post1380708
As I said in the post you replied to, I used Spyder's code
http://www.elitetrader.com/vb/showt...ode#post1379020
I used Spyder's code to backtest the 0 to 7 turn.
http://www.elitetrader.com/vb/showt...ode#post1377810
I've done backtests of buying the "0 to 7 turn" using Spydertrader's code for the scoring
http://www.elitetrader.com/vb/showt...ode#post1977212
In fact, I used Spydertrader's Wealthlab code to do the scoring (as I've pointed out many times before).
http://www.elitetrader.com/vb/showt...ode#post1951929
as I've said several times, I used Spydertrader's code.
http://www.elitetrader.com/vb/showt...ode#post1868287
My backtest used Spydertrader's chartscript code
http://www.elitetrader.com/vb/showt...ode#post1279558
This thread is to analyze PVT in its entirety, NOT the "0 to 7 turn"... if you want to take that up in great detail, from start to finish, I've also said several times I'm willing to. But in a different thread. I'll even start that thread by posting your code. Would that make you happy?
Quote from Spydertrader:
How many times, Madam, must one ask before you'll simply test and post the code used to test, so everyone can judge for themselves, before you'll stop with this nonesense of who said what, and when did they say it.
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Vienna
Registered: Jan 2001
Posts: 556 |
07-02-08 04:49 PM
Quote from Trader666:
And how many times do I have to say that I used YOUR code before you'll stop YOUR nonsense? Maybe you can get someone to read these to you?
So you did use Spyder's code, but without the universe of stocks, because you were (for whatever reason) mistaken about the method, and therefore you backtest can be considered useless.
Did I get this right?
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