OK,

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:
A) AM-HIGHS
B) ND-HIGHS
C) NY-HIGHS

D) AM-LOWS
E) ND-LOWS
F) NY-LOWS

Yahoo Data Used: ^IXIC 6/1/1978 - 7/1/2008

Variable Used: WMA length

Formulas Used:
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.

Tks K