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Investing/Strategies / Mechanical Investing
|Subject: Re: Blending at a Whole New Level||Date: 7/22/2008 4:39 PM|
|Author: KBGlenn||Number: 211400 of 249380|
What am I doing wrong? I get nowhere anything close to Zee or Jim's work? My results are worse than buy and hold.
Pinnacle Data Elements Used:
Yahoo Data Used: ^IXIC 6/1/1978 - 7/1/2008
Variable Used: WMA length
G = (A+B+C) - (D+E+F)
WMA of G
Buy/Long when WMA of G > 0
Sell/Short when WMA of G < 0
Open/Close position on the next day's open
Any help would be greatly appreciated.
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