VantagePoint discussion thread | Page 12 | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

Daily Scalping EA - Discussion Thread 349 replies

genisis data vantagepoint 1 reply

Forward Testing Discussion Thread 241 replies

VantagePoint Sample System 0 replies

VantagePoint Graphics thread 27 replies

Attachments: VantagePoint discussion thread
Exit Attachments

VantagePoint discussion thread

  • #221
  • Feb 12, 2006 6:15am Feb 12, 2006 6:15am
Quoting deecos
All,
The collaborative effort to forward test various trading strategies using VP information is impressive. My limited experience has been that traders who talk the most are the least successful, and those that appear and seem to be successful are extremely unlikely be team players, let alone share any secrets. Hence it is refreshing to see individual traders join together to achieve a common goal. Well Done.<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /><o></o>

I am interested to benefit from your testing efforts, so I am hopeful I will be privy to your summarized conclusions at the end of the forward testing effort. In order to obtain this privilege I am willing to offer my services for future forward testing activities.
<o></o>

The little bit of information offered here is simply a drop in the ocean of possibilities. Although there are many things to be derived from the VP numbers and predictions, the analysis increases in order of magnitudes when you begin to combine the VP numbers with other technical indicators. For example, is the probability increased that predicted lows or highs will be realized during a downward or upward trending market respectively? (of course a trending market must first be defined!)
<o></o>

I hope the result of this posting furthers the effort, and compels those interested to begin thinking even further outside the box.<o></o>
WOW..........deecos, very impressive, thanks for sharing with us and welcome to our 'team'! We will gladly share with you the results of our forward testing and I hope you will join us in future testing............and thanks for the kind words to all of us here at FF. Continued posting here will be greatly appreciated.
  • #222
  • Feb 12, 2006 9:52am Feb 12, 2006 9:52am
Quoting deecos
<o></o>

If your strategy is to place a buy entry order near the predicted low, or sell entry order near the predicted high, then I believe the following conclusions can be derived from the above information:<o></o>

1- Clearly, using the daily neural index improves the likelihood that the predicted lows and highs will be realized.<o></o>

2- It appears as if the probabilities of realizing the predicted lows and highs are slightly reduced when the neural index is identical 2 days in a row<o></o>

3- It appears as if the probabilities of realizing the predicted lows and highs are moderately increased when the neural index is the opposite of the preceding days neural index
<o></o>

The little bit of information offered here is simply a drop in the ocean of possibilities. Although there are many things to be derived from the VP numbers and predictions, the analysis increases in order of magnitudes when you begin to combine the VP numbers with other technical indicators. For example, is the probability increased that predicted lows or highs will be realized during a downward or upward trending market respectively? (of course a trending market must first be defined!)
<o></o>

I hope the result of this posting furthers the effort, and compels those interested to begin thinking even further outside the box.<o></o>

Thats simply awesome ... thanks for sharing those results... Im sure averyone who reads these posts is wide eyed and exited at testing your findings for themselves.

Perhaps BeachBum can set up our "team" to investigate further..?
  • #223
  • Feb 12, 2006 7:06pm Feb 12, 2006 7:06pm
Quoting deecos
All,
The collaborative effort to forward test various trading strategies using VP information is impressive. My limited experience has been that traders who talk the most are the least successful, and those that appear and seem to be successful are extremely unlikely be team players, let alone share any secrets. Hence it is refreshing to see individual traders join together to achieve a common goal. Well Done.<o></o>
<o></o>
Hi Deecos,

Welcome to this VP forum! Your input is very pertinent to what we are doing here. We greatly look forward to your involvement.

thanks,

FT
  • #224
  • Feb 12, 2006 10:22pm Feb 12, 2006 10:22pm
Quoting deecos
<o></o>

Test Sample Pair............... EUR/USD
Test Sampling time frame.... 01/01/2003 to 02/10/2006 (806 trading days)
Test Data used................. Vantage Point (History Data)
Raw data basis: ............... CSI<o></o>

Sample Criteria............................................................... Count PCT
Of the 806 trading days, how many times did the actual
Daily low reach or exceed the VP Predicted Low?..................... 321 40%
<o></o>

Of the 806 trading days, how many times did the actual
Daily high reach or exceed the VP Predicted High?................... 387 48%
<o></o>

How many trading days was the neural index 0 (zero) ............. 337 ---<o></o>

Of the 337 days the neural index was 0 (zero) how many
Times did the actual daily low reach or exceed the
VP Predicted Low?............................................................. 254 75%
<o></o>
<o></o>
I am very intriged by your results and have been able to duplicate the 4 items listed here almost to the number useing 807 records back to Jan 02/03. I have also used the same speadsheet and looked at just the past 4-1/2 months from Oct 03 and the results are consistent

from Oct 03 05
1. low reaches or exceeds pL 37 41%
2. high reaches or exceeds pH 34 37%
3. days neural index 0 43
4. days neural index is 0 AND low reaches or exceeds pL 31 76%


I have a lot more work to finish all your observations but am encouraged as I go. Thanks for posting, great stuff.
  • #225
  • Feb 13, 2006 1:42am Feb 13, 2006 1:42am
Quoting Rocket
I am very intriged by your results and have been able to duplicate the 4 items listed here almost to the number useing 807 records back to Jan 02/03. I have also used the same speadsheet and looked at just the past 4-1/2 months from Oct 03 and the results are consistent.
Rocket,
I couldn’t be more pleased that you have corroborated my findings. I seldom trust one set of eyes, or calculations, on anything. The fact that the numbers and percentages are consistent for the past several months is very telling indeed.
NOTE: I realized after re-reading my post I should have added a disclaimer of some sort, but in my haste to contribute to the forum I failed to do so. Neither my first or last oversight I’m afraid.

You mentioned that you used the same spreadsheet to look at the past 4½ months. I’m curious about the mechanics you are using to establish your counts. Are you using SQL queries, pivot tables, or something else all together? The reason I ask is because I did not use a spreadsheet, rather I am using MS-Access. If you are familiar with MS-Access at all perhaps I can share something I have developed that may save you some time. Feel free to send me an email if you like.

Because back testing can take hours of time, at some point in the near future let’s consider doing a some brainstorming to come up with a set of conditions we would like to evaluate.

Regardless, thanks again for confirming a portion of my numbers it provides me with much needed credibility in this forum.
May the pips be with you.
  • #226
  • Feb 13, 2006 3:00am Feb 13, 2006 3:00am
Quoting deecos
Rocket,
I couldn’t be more pleased that you have corroborated my findings. I seldom trust one set of eyes, or calculations, on anything. The fact that the numbers and percentages are consistent for the past several months is very telling indeed.
Just a quick question. Are you both using the same data provider? If so that is the most likely reason your results will be similar. After looking at CRB and CSI I'm very interested in also comparing Genesis' history to those two. Dr4x when is the Genesis ready?

What I want to alert you to is that both data providers are missing data periods. Therefore the predictions may be skewed. Once I get the three providers in and compare the results I may even try to bring someone from VP in to assist us in getting viable answers to the discrepancies if we cannot sort it out ourselves. Regardless it appears it is necessary to eliminate results represented by missing date periods in order to get the truth.

FT
  • #227
  • Feb 13, 2006 5:00am Feb 13, 2006 5:00am
deecos and Rocket........

Your recent posts have my attention because I am interested in compiling similar data about several other currency pairs I trade regularly. However, I am not as skilled in using Excel or Access as you guys are, so I would appreciate a little assistance with this. Either of you can PM me, or if you prefer, answer here. And once FT has sorted out the data feed discrepencies, I suggest we talk about some additional forward testing, perhaps incorporating the type of info deecos has compiled.
  • #228
  • Feb 13, 2006 5:48am Feb 13, 2006 5:48am
Fiji .. I use CRB data.

BB ... I am a dull knife with excel. But I look forward to the challenge. I havent used excel very much in a quite a few years so this is good for me to get thinking. As far as other pairs, it is simple to drop in another data set once the first set is done.

Deecos .. more than happy to trade spreadsheets ... as with excel it has been a long while since I used access. I will PM you. As for future testing I think it will be useful to look at best entry positions useing this "nugget". Find a way to plot the best entry position based on how close to the high while reaching the low type of thing.
  • #229
  • Feb 13, 2006 1:31pm Feb 13, 2006 1:31pm
Quoting fijitrader
Just a quick question. Are you both using the same data provider? ...

What I want to alert you to is that both data providers are missing data periods. Therefore the predictions may be skewed...

FT
FT,
What is the basis for the “missing data periods” statement?
The historical data I used is output from VP, with an originating source of CSI.
I predetermined the number of trading days to be 807, give or take a few. (see table below)

<TABLE class=MsoTableGrid style="BORDER-RIGHT: medium none; BORDER-TOP: medium none; MARGIN: auto auto auto 0.5in; BORDER-LEFT: medium none; BORDER-BOTTOM: medium none; BORDER-COLLAPSE: collapse; mso-border-alt: solid windowtext .5pt; mso-yfti-tbllook: 480; mso-padding-alt: 0in 5.4pt 0in 5.4pt; mso-border-insideh: .5pt solid windowtext; mso-border-insidev: .5pt solid windowtext" cellSpacing=0 cellPadding=0 border=1><TBODY><TR style="mso-yfti-irow: 0; mso-yfti-firstrow: yes"><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: windowtext 1pt solid; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: windowtext 1pt solid; WIDTH: 275.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt" vAlign=top width=367>Number of days from 1/1/2003 through 2/10/2006</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: windowtext 1pt solid; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #d4d0c8; WIDTH: 1.5in; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" vAlign=top width=144>1136</TD></TR><TR style="mso-yfti-irow: 1"><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #d4d0c8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: windowtext 1pt solid; WIDTH: 275.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=367>Ratio of trading days per total days</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #d4d0c8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #d4d0c8; WIDTH: 1.5in; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=144>5/7 or 0.714286</TD></TR><TR style="mso-yfti-irow: 2"><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #d4d0c8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: windowtext 1pt solid; WIDTH: 275.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=367>0.714286 * 1136 = total week days +/- 1</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #d4d0c8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #d4d0c8; WIDTH: 1.5in; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=144>811</TD></TR><TR style="mso-yfti-irow: 3"><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #d4d0c8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: windowtext 1pt solid; WIDTH: 275.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=367>Number of weekdays expected to be missing:Wed-1/1/2003, Thu-12/25/2003, Thu-1/1/2004, Mon-12/26/2005</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #d4d0c8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #d4d0c8; WIDTH: 1.5in; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=144>4</TD></TR><TR style="mso-yfti-irow: 4; mso-yfti-lastrow: yes"><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #d4d0c8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: windowtext 1pt solid; WIDTH: 275.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=367>811 days minus expected missing weekdays</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #d4d0c8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #d4d0c8; WIDTH: 1.5in; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=144>807</TD></TR></TBODY></TABLE>
The VP data for the same date range (1/1/2003 to 2/10/2006) resulted in 806 rows, only one different than my predetermined expectation. Hence I gave it no further attention for obvious reasons. I will be very interested to examine any substantiated information surrounding the alleged missing data. Please keep me/us informed.<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /><o></o>

Your comment: “Therefore the predictions may be skewed.” Compels me to respond with two points:<o></o>

1- As I stated in an earlier posting, I should have added a disclaimer to my published research. I have done so accordingly.<o></o>

2- I do not perceive any portion of my published analysis to be predictive. Rather, the analysis reveals historical facts that may be equated into probabilities that in turn may be exploited for the purpose of forward or back testing.<o></o>

Thanks for the “alert” about the “missing data periods”, I will be more wary as a result.<o></o>

All content presented in this posting is for the purpose of information only. Any reference to past performance is no assurance of future performance. Accordingly no warranties or guarantees in respect of the content are made by the author. All content is provided in good faith and believed to be accurate, however, there are no explicit or implicit warranties of accuracy made by the author. Moreover, the author recommends that before making any investment decisions, the reader should obtain multiple opinions related to the decision and verify the facts from several independent sources.<o></o>
May the pips be with you.
  • #230
  • Feb 14, 2006 5:34am Feb 14, 2006 5:34am
Hello everyone,

Since I joined the VP forum I have been very impressed with the continuing efforts of all the guys and would like to thank you again.

Anyway, I think I may have found the perfect set & forget strategy for trading the currency pairs with VP.

If you put VP's predicted short-term and predicted medium-term trend indicators side by side and move them down to the days data they are predicting for, then only trade when both indicators are either positive or negitive the results are quite good for a set & forget strategy.

So far I have completed analysis of GBP/USD EURO/USD and USD/YEN with a 5357 point gain over 1007 days. I have attached the research for anyone to assess. It is completely open for criticism it maybe a day or two out here or there however I cant really see how this couldn't continue to work, although perhaps the parameters (s/l) can be slightly adjusted for better results. You will find that for some reason the GBP/USD and EUR/USD work better when the indicators are both positive and the USD/YEN works better when they are both negative. The excel sheets are all colour coded and should be quite easy to understand.

I have been excited for the past couple of days after I discovered this strategy however couldn't really belive it so kept checking and checking it before I submitted it, hopefully I am right and everyone can prosper and I don't look stupid.

I have 8 other pairs to assess so hopefully as this type of strategy is what the people at VP call 'cherry picking'. If you have 11 pairs like me hopefully half of them will have the right parameters to trade each day cutting out alot of bad trades and bringing alot of pips your way.

Hope this helps everyone,

Happy trading

FoggyTrader
Attached File(s)
File Type: zip EUR-USD Tests.zip   120 KB | 425 downloads
File Type: zip GBP-USD System Tests.zip   150 KB | 376 downloads
File Type: zip USD-JPY Test Results.zip   30 KB | 408 downloads
  • #231
  • Feb 14, 2006 7:53am Feb 14, 2006 7:53am
I had tried something simlar , and it had not worked for me in the short run, i will have a look at ur files ...
  • #232
  • Feb 14, 2006 8:43am Feb 14, 2006 8:43am
Hello foggy............

thanks for the post, this merits a closer look

please continue to post results for other currency pairs...........I like gbp/jpy


Quoting foggyTrader
Hello everyone,

Since I joined the VP forum I have been very impressed with the continuing efforts of all the guys and would like to thank you again.

Anyway, I think I may have found the perfect set & forget strategy for trading the currency pairs with VP.

If you put VP's predicted short-term and predicted medium-term trend indicators side by side and move them down to the days data they are predicting for, then only trade when both indicators are either positive or negitive the results are quite good for a set & forget strategy.

So far I have completed analysis of GBP/USD EURO/USD and USD/YEN with a 5357 point gain over 1007 days. I have attached the research for anyone to assess. It is completely open for criticism it maybe a day or two out here or there however I cant really see how this couldn't continue to work, although perhaps the parameters (s/l) can be slightly adjusted for better results. You will find that for some reason the GBP/USD and EUR/USD work better when the indicators are both positive and the USD/YEN works better when they are both negative. The excel sheets are all colour coded and should be quite easy to understand.

I have been excited for the past couple of days after I discovered this strategy however couldn't really belive it so kept checking and checking it before I submitted it, hopefully I am right and everyone can prosper and I don't look stupid.

I have 8 other pairs to assess so hopefully as this type of strategy is what the people at VP call 'cherry picking'. If you have 11 pairs like me hopefully half of them will have the right parameters to trade each day cutting out alot of bad trades and bringing alot of pips your way.

Hope this helps everyone,

Happy trading

FoggyTrader
  • #233
  • Feb 14, 2006 9:20pm Feb 14, 2006 9:20pm
I am not getting restulats anywhere close to what deecos got, I am uploading the excel file so that you can see the calculations etc. and if you want you can adapt the same formula to all the currencies.

Yes our sample size is not exacctly the same i have taken 999 trading days and he has taken 806 trading days , however Since the results are so diffrent I guess one of us is doing the calculations in-correctly.


Pls comment.

This is what I got:
<TABLE style="WIDTH: 218pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width=291 border=0 x:str><COLGROUP><COL style="WIDTH: 170pt; mso-width-source: userset; mso-width-alt: 8301" width=227><COL style="WIDTH: 48pt" width=64><TBODY><TR style="HEIGHT: 12.75pt" height=17><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 12.75pt; BACKGROUND-COLOR: transparent" width=227 height=17># Of days accounted for:</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 48pt; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right width=64 x:num>999</TD></TR><TR style="HEIGHT: 25.5pt" height=34><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 25.5pt; BACKGROUND-COLOR: transparent" width=227 height=34># of Days Phigh has reached or exceeded</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num>471</TD></TR><TR style="HEIGHT: 12.75pt" height=17><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 12.75pt; BACKGROUND-COLOR: transparent" width=227 height=17>Phigh Reached %</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num="47.147147147147145" x:fmla="=(B2/B1*100)">47.14715</TD></TR><TR style="HEIGHT: 25.5pt" height=34><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 25.5pt; BACKGROUND-COLOR: transparent" width=227 height=34># of days Plow was reached or exceeded</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num>388</TD></TR><TR style="HEIGHT: 12.75pt" height=17><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 12.75pt; BACKGROUND-COLOR: transparent" width=227 height=17>Plow Reached %</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num="38.838838838838839" x:fmla="=(B4/B1*100)">38.83884</TD></TR><TR style="HEIGHT: 25.5pt" height=34><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 25.5pt; BACKGROUND-COLOR: transparent" width=227 height=34>Of the Phigh reached or exceeded count # of entries if neural was 1)</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num>298</TD></TR><TR style="HEIGHT: 12.75pt" height=17><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 12.75pt; BACKGROUND-COLOR: transparent" width=227 height=17>Repesented in %</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num="63.269639065817408" x:fmla="=(B6/B2*100)">63.26964</TD></TR><TR style="HEIGHT: 25.5pt" height=34><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 25.5pt; BACKGROUND-COLOR: transparent" width=227 height=34># of days current neural = 1 and previous neural =0</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num>182</TD></TR><TR style="HEIGHT: 38.25pt" height=51><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 38.25pt; BACKGROUND-COLOR: transparent" width=227 height=51>Of the Phigh Exceeded days count # of entries neural for day was 1 and of previous day was 0</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num>80</TD></TR></TBODY></TABLE>

Quote
Sample Criteria.......................................... ..................... Count PCT
Of the 806 trading days, how many times did the actual
Daily low reach or exceed the VP Predicted Low?..................... 321 40%
<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /><o></o>

Of the 806 trading days, how many times did the actual
Daily high reach or exceed the VP Predicted High?................... 387 48%
<o></o>

How many trading days was the neural index 0 (zero) ............. 337 ---<o></o>

Of the 337 days the neural index was 0 (zero) how many
Times did the actual daily low reach or exceed the
VP Predicted Low?.................................................. ........... 254 75%
<o></o>

How many trading days was the neural index 0 (zero),
two days in a row?.............................................. ............... 184 ---<o></o>

Of the 184 days the neural index was 0 (zero) two days
in a row, how many times did the actual daily low reach
or exceed the VP Predicted Low?.......................................... 113 61%<o></o>

How many trading days was the neural index 0 (zero),
with a neural index of 1 (one) the preceding day?.................... 152 ---<o></o>

Of the 152 days the neural index was 0 (zero) with a
neural index of 1 (one) the preceding day, how many
times did the actual daily low reach or exceed the
VP Predicted Low?.................................................. ........... 140 92%<o></o>

How many trading days was the neural index 1 (one) .............. 464 ---<o></o>

Of the 464 days the neural index was 1 (one) how
many times did the actual daily high reach or exceed
the VP Predicted high?.................................................. ..... 322 69%<o></o>

How many trading days was the neural index 1 (one),
Two days in a row?.............................................. .............. 310 ---<o></o>

Of the 310 days the neural index was 1 (one) two days
in a row, how many times did the actual daily high reach
or exceed the VP Predicted high?......................................... 205 66%
<o></o>

How many trading days was the neural index 1 (one),
with a neural index of 0 (zero) the preceding day?................... 150 ---<o></o>

Of the 150 days the neural index was 1 (one) with a
neural index of 0 (zero) the preceding day, how many
times did the actual daily high reach or exceed
the VP Predicted high?.................................................. ..... 113 75%

Attached File(s)
File Type: zip EUR-USD CASH.zip   101 KB | 411 downloads
  • #234
  • Feb 14, 2006 10:09pm Feb 14, 2006 10:09pm
Quoting foggyTrader
Hello everyone,

Since I joined the VP forum I have been very impressed with the continuing efforts of all the guys and would like to thank you again.

Anyway, I think I may have found the perfect set & forget strategy for trading the currency pairs with VP.

If you put VP's predicted short-term and predicted medium-term trend indicators side by side and move them down to the days data they are predicting for, then only trade when both indicators are either positive or negitive the results are quite good for a set & forget strategy.

So far I have completed analysis of GBP/USD EURO/USD and USD/YEN with a 5357 point gain over 1007 days. I have attached the research for anyone to assess. It is completely open for criticism it maybe a day or two out here or there however I cant really see how this couldn't continue to work, although perhaps the parameters (s/l) can be slightly adjusted for better results. You will find that for some reason the GBP/USD and EUR/USD work better when the indicators are both positive and the USD/YEN works better when they are both negative. The excel sheets are all colour coded and should be quite easy to understand.

I have been excited for the past couple of days after I discovered this strategy however couldn't really belive it so kept checking and checking it before I submitted it, hopefully I am right and everyone can prosper and I don't look stupid.

I have 8 other pairs to assess so hopefully as this type of strategy is what the people at VP call 'cherry picking'. If you have 11 pairs like me hopefully half of them will have the right parameters to trade each day cutting out alot of bad trades and bringing alot of pips your way.

Hope this helps everyone,

Happy trading

FoggyTrader

Dear FoggyTrader,

What kind of stop loss or limits are you using in your testing?? Thanks
I think I can I think I can I think I can...
  • #235
  • Feb 14, 2006 11:10pm Feb 14, 2006 11:10pm
foggyTrader

I agree that this is a very useful concept just by eyeballing the VP charts on several pairs, either for a high probablility trade, OR as as a means of ADDING to a position entered earlier. Such use of PTS/PTM is solidly based according to the VP manual and your idea is a good one.

Trinity
  • #236
  • Feb 14, 2006 11:34pm Feb 14, 2006 11:34pm
Quoting piotruslalka
Dear FoggyTrader,

What kind of stop loss or limits are you using in your testing?? Thanks
If you look at the table with the results it shows a stop/loss of 35. Sorry, I said they were all colour coded and easy to understand but I just looked at them again and it seems for some reason the colour is not in the USD/YEN or the GBP/USD however, just follow the colour code on the EUR/USD to understand the results.

Happy Trading

FoggyTrader
  • #237
  • Feb 19, 2006 1:29pm Feb 19, 2006 1:29pm
Quoting huskins
I am not getting restulats anywhere close to what deecos got, I am uploading the excel file so that you can see the calculations etc. and if you want you can adapt the same formula to all the currencies.

Yes our sample size is not exacctly the same i have taken 999 trading days and he has taken 806 trading days , however Since the results are so diffrent I guess one of us is doing the calculations in-correctly.


Pls comment.

This is what I got:
<TABLE style="WIDTH: 218pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width=291 border=0 x:str><COLGROUP><COL style="WIDTH: 170pt; mso-width-source: userset; mso-width-alt: 8301" width=227><COL style="WIDTH: 48pt" width=64><TBODY><TR style="HEIGHT: 12.75pt" height=17><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 12.75pt; BACKGROUND-COLOR: transparent" width=227 height=17># Of days accounted for:</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 48pt; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right width=64 x:num>999</TD></TR><TR style="HEIGHT: 25.5pt" height=34><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 25.5pt; BACKGROUND-COLOR: transparent" width=227 height=34># of Days Phigh has reached or exceeded</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num>471</TD></TR><TR style="HEIGHT: 12.75pt" height=17><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 12.75pt; BACKGROUND-COLOR: transparent" width=227 height=17>Phigh Reached %</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num="47.147147147147145" x:fmla="=(B2/B1*100)">47.14715</TD></TR><TR style="HEIGHT: 25.5pt" height=34><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 25.5pt; BACKGROUND-COLOR: transparent" width=227 height=34># of days Plow was reached or exceeded</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num>388</TD></TR><TR style="HEIGHT: 12.75pt" height=17><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 12.75pt; BACKGROUND-COLOR: transparent" width=227 height=17>Plow Reached %</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num="38.838838838838839" x:fmla="=(B4/B1*100)">38.83884</TD></TR><TR style="HEIGHT: 25.5pt" height=34><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 25.5pt; BACKGROUND-COLOR: transparent" width=227 height=34>Of the Phigh reached or exceeded count # of entries if neural was 1)</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num>298</TD></TR><TR style="HEIGHT: 12.75pt" height=17><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 12.75pt; BACKGROUND-COLOR: transparent" width=227 height=17>Repesented in %</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num="63.269639065817408" x:fmla="=(B6/B2*100)">63.26964</TD></TR><TR style="HEIGHT: 25.5pt" height=34><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 25.5pt; BACKGROUND-COLOR: transparent" width=227 height=34># of days current neural = 1 and previous neural =0</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num>182</TD></TR><TR style="HEIGHT: 38.25pt" height=51><TD class=xl22 style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; WIDTH: 170pt; BORDER-BOTTOM: #e0dfe3; HEIGHT: 38.25pt; BACKGROUND-COLOR: transparent" width=227 height=51>Of the Phigh Exceeded days count # of entries neural for day was 1 and of previous day was 0</TD><TD style="BORDER-RIGHT: #e0dfe3; BORDER-TOP: #e0dfe3; BORDER-LEFT: #e0dfe3; BORDER-BOTTOM: #e0dfe3; BACKGROUND-COLOR: transparent" align=right x:num>80</TD></TR></TBODY></TABLE>
Huskins,
After examining your spreadsheet I can tell you that the reason the numbers are different is because your criteria is entirely different.<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /><o></o>

In order to provide you with a meaningful comparison I eliminated the extra data from your spreadsheet. (All 2002 data and the 2/13/2006 record at the bottom of the spreadsheet) so that I could compare identical date ranges. I changed nothing else on the spreadsheet.<o></o>

The first few calculations on your spreadsheet are very similar to my original numbers as follows:
<TABLE class=MsoTableGrid style="BORDER-RIGHT: medium none; BORDER-TOP: medium none; BORDER-LEFT: medium none; BORDER-BOTTOM: medium none; BORDER-COLLAPSE: collapse; mso-border-alt: solid windowtext .5pt; mso-yfti-tbllook: 480; mso-padding-alt: 0in 5.4pt 0in 5.4pt; mso-border-insideh: .5pt solid windowtext; mso-border-insidev: .5pt solid windowtext" cellSpacing=0 cellPadding=0 border=1><TBODY><TR style="mso-yfti-irow: 0; mso-yfti-firstrow: yes"><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: windowtext 1pt solid; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: windowtext 1pt solid; WIDTH: 233.5pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt" vAlign=top width=311>Criteria</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: windowtext 1pt solid; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 67.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" vAlign=top width=90>Huskins</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: windowtext 1pt solid; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 70.3pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" vAlign=top width=94>Deecos</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: windowtext 1pt solid; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 71.6pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" vAlign=top width=95>Discrepancy</TD></TR><TR style="mso-yfti-irow: 1"><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: windowtext 1pt solid; WIDTH: 233.5pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=311>Total Count</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 67.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=90>806</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 70.3pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=94>806</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 71.6pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=95>0</TD></TR><TR style="mso-yfti-irow: 2"><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: windowtext 1pt solid; WIDTH: 233.5pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=311># days Phigh reached or exceeded</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 67.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=90>392</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 70.3pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=94>387</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 71.6pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=95>5</TD></TR><TR style="mso-yfti-irow: 3"><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: windowtext 1pt solid; WIDTH: 233.5pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=311>% days Phigh reached or exceeded</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 67.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=90>48.6%</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 70.3pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=94>48%</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 71.6pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=95>0.6%</TD></TR><TR style="mso-yfti-irow: 4"><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: windowtext 1pt solid; WIDTH: 233.5pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=311># days PLow reached or exceeded</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 67.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=90>324</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 70.3pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=94>321</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 71.6pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=95>3</TD></TR><TR style="mso-yfti-irow: 5; mso-yfti-lastrow: yes"><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: windowtext 1pt solid; WIDTH: 233.5pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=311>% days PLow reached or exceeded</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 67.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=90>40.2%</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 70.3pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=94>39.8%</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 71.6pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=95>0.4%</TD></TR></TBODY></TABLE>
This is where the similarity ends however, because your spreadsheet uses different criteria for your remaining calculations. <o></o>

Here’s one example so you can see exactly what I am talking about.
<TABLE class=MsoTableGrid style="BORDER-RIGHT: medium none; BORDER-TOP: medium none; BORDER-LEFT: medium none; BORDER-BOTTOM: medium none; BORDER-COLLAPSE: collapse; mso-border-alt: solid windowtext .5pt; mso-yfti-tbllook: 480; mso-padding-alt: 0in 5.4pt 0in 5.4pt; mso-border-insideh: .5pt solid windowtext; mso-border-insidev: .5pt solid windowtext" cellSpacing=0 cellPadding=0 border=1><TBODY><TR style="mso-yfti-irow: 0; mso-yfti-firstrow: yes"><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: windowtext 1pt solid; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: windowtext 1pt solid; WIDTH: 221.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt" vAlign=top width=295>Deecos Criteria</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: windowtext 1pt solid; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 221.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" vAlign=top width=295>Huskins Criteria</TD></TR><TR style="mso-yfti-irow: 1; mso-yfti-lastrow: yes"><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: windowtext 1pt solid; WIDTH: 221.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=295>How many days was the neural index 1? (464) Of the 464 days how many reached the predicted High? 322 (69%)</TD><TD style="BORDER-RIGHT: windowtext 1pt solid; PADDING-RIGHT: 5.4pt; BORDER-TOP: #ece9d8; PADDING-LEFT: 5.4pt; PADDING-BOTTOM: 0in; BORDER-LEFT: #ece9d8; WIDTH: 221.4pt; PADDING-TOP: 0in; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent; mso-border-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt; mso-border-top-alt: solid windowtext .5pt" vAlign=top width=295>How many days were the predicted High reached or achieved? 392. Of the 392 days how many had a neural index of 1? 236 (60.2%)</TD></TR></TBODY></TABLE>
Clearly the criteria are completely different and thereby producing different results.<o></o>

Attached is my version of your original spreadsheet (extra data removed) so you can see the numbers for yourself.<o></o>
Attached File(s)
File Type: zip Huskins_modified_EUR-USD CASH.zip   83 KB | 315 downloads
May the pips be with you.
  • #238
  • Feb 19, 2006 3:22pm Feb 19, 2006 3:22pm
Quoting huskins
I am not getting restulats anywhere close to what deecos got, I am uploading the excel file so that you can see the calculations etc. and if you want you can adapt the same formula to all the currencies.

Yes our sample size is not exacctly the same i have taken 999 trading days and he has taken 806 trading days , however Since the results are so diffrent I guess one of us is doing the calculations in-correctly.


Pls comment.

This is what I got:
<table style="width: 218pt; border-collapse: collapse;" x:str="" border="0" cellpadding="0" cellspacing="0" width="291"><colgroup><col style="width: 170pt;" width="227"><col style="width: 48pt;" width="64"></colgroup><tbody><tr style="height: 12.75pt;" height="17"><td class="xl22" style="border: medium none rgb(224, 223, 227); width: 170pt; height: 12.75pt; background-color: transparent;" height="17" width="227"># Of days accounted for:</td><td style="border: medium none rgb(224, 223, 227); width: 48pt; background-color: transparent;" x:num="" align="right" width="64">999</td></tr><tr style="height: 25.5pt;" height="34"><td class="xl22" style="border: medium none rgb(224, 223, 227); width: 170pt; height: 25.5pt; background-color: transparent;" height="34" width="227"># of Days Phigh has reached or exceeded</td><td style="border: medium none rgb(224, 223, 227); background-color: transparent;" x:num="" align="right">471</td></tr><tr style="height: 12.75pt;" height="17"><td class="xl22" style="border: medium none rgb(224, 223, 227); width: 170pt; height: 12.75pt; background-color: transparent;" height="17" width="227">Phigh Reached %</td><td style="border: medium none rgb(224, 223, 227); background-color: transparent;" x:num="47.147147147147145" x:fmla="=(B2/B1*100)" align="right">47.14715</td></tr><tr style="height: 25.5pt;" height="34"><td class="xl22" style="border: medium none rgb(224, 223, 227); width: 170pt; height: 25.5pt; background-color: transparent;" height="34" width="227"># of days Plow was reached or exceeded</td><td style="border: medium none rgb(224, 223, 227); background-color: transparent;" x:num="" align="right">388</td></tr><tr style="height: 12.75pt;" height="17"><td class="xl22" style="border: medium none rgb(224, 223, 227); width: 170pt; height: 12.75pt; background-color: transparent;" height="17" width="227">Plow Reached %</td><td style="border: medium none rgb(224, 223, 227); background-color: transparent;" x:num="38.838838838838839" x:fmla="=(B4/B1*100)" align="right">38.83884</td></tr><tr style="height: 25.5pt;" height="34"><td class="xl22" style="border: medium none rgb(224, 223, 227); width: 170pt; height: 25.5pt; background-color: transparent;" height="34" width="227">Of the Phigh reached or exceeded count # of entries if neural was 1)</td><td style="border: medium none rgb(224, 223, 227); background-color: transparent;" x:num="" align="right">298</td></tr><tr style="height: 12.75pt;" height="17"><td class="xl22" style="border: medium none rgb(224, 223, 227); width: 170pt; height: 12.75pt; background-color: transparent;" height="17" width="227">Repesented in %</td><td style="border: medium none rgb(224, 223, 227); background-color: transparent;" x:num="63.269639065817408" x:fmla="=(B6/B2*100)" align="right">63.26964</td></tr><tr style="height: 25.5pt;" height="34"><td class="xl22" style="border: medium none rgb(224, 223, 227); width: 170pt; height: 25.5pt; background-color: transparent;" height="34" width="227"># of days current neural = 1 and previous neural =0</td><td style="border: medium none rgb(224, 223, 227); background-color: transparent;" x:num="" align="right">182</td></tr><tr style="height: 38.25pt;" height="51"><td class="xl22" style="border: medium none rgb(224, 223, 227); width: 170pt; height: 38.25pt; background-color: transparent;" height="51" width="227">Of the Phigh Exceeded days count # of entries neural for day was 1 and of previous day was 0</td><td style="border: medium none rgb(224, 223, 227); background-color: transparent;" x:num="" align="right">80</td></tr></tbody></table>
I have done an independat verification of Deecos results and I agree with his results.

I post my spreadsheet so that you can compare your formula/logic.
Pls verify my results with Deecos as we both used different formula to obtain the same result,

My spreasheet only addresses the first half of Deecos resulta, the second half will be similar formula just based on the high, where the first half is based on the low. Not time yet to do the second half, but the method and the results of the first halfs are significant.

regards Rocket
Attached File(s)
File Type: zip EUR-USD 1000.zip   87 KB | 360 downloads
  • #239
  • Edited Feb 21, 2006 8:06pm Feb 19, 2006 3:58pm | Edited Feb 21, 2006 8:06pm
NOTE: THE NUMBERS POSTED BELOW FOR ALL CALCULATIONS INVOLVING THE TWO PRECEDING DAY NEURAL INDEXES ARE IN ERROR! SEE POSTING ON PAGE 17 OF THIS THREAD. http://www.forexfactory.com/forexfor...3729#post43729

Quoting BeachBum
Your recent posts have my attention because I am interested in compiling similar data about several other currency pairs I trade regularly.
BeachBum,
I have compiled the results of my initial set of criteria for all 13 pairs VP offers. Presumably your favorites will be included.

I am having difficulty posting all the results (timeouts) so I have included 3 result sets that can be viewed in this posting. If you want to see the remaining results for all criteria please open the attached html file (zipped of course).

<TABLE style="BORDER-COLLAPSE: collapse" borderColor=#111111 cellSpacing=0 cellPadding=0 width="63%" border=1><TBODY><TR><TD align=middle width="99%" colSpan=13>

How many trading days was the neural index 0 (zero)

</TD></TR><TR><TD align=middle width="7%">AUD/JPY</TD><TD align=middle width="7%">AUD/USD</TD><TD align=middle width="7%">EUR/CAD</TD><TD align=middle width="7%">EUR/GBP</TD><TD align=middle width="7%">EUR/JPY</TD><TD align=middle width="8%">EUR/USD</TD><TD align=middle width="8%">GBP/CHF</TD><TD align=middle width="8%">GBP/JPY</TD><TD align=middle width="8%">GBP/USD</TD><TD align=middle width="8%">USD/CAD</TD><TD align=middle width="8%">USD/CHF</TD><TD align=middle width="8%">USD/JPY</TD><TD align=middle width="8%">NZD/USD</TD></TR><TR><TD align=middle width=64 height=17 x:num>373</TD><TD align=middle width=64 x:num>304</TD><TD align=middle width=64 x:num>509</TD><TD align=middle width=64 x:num>482</TD><TD align=middle width=64 x:num>327</TD><TD align=middle width=64 x:num>338</TD><TD align=middle width=64 x:num>342</TD><TD align=middle width=64 x:num>364</TD><TD align=middle width=64 x:num>327</TD><TD align=middle width=64 x:num>427</TD><TD align=middle width=64 x:num>438</TD><TD align=middle width=64 x:num>368</TD><TD align=middle width=64 x:num>267</TD></TR><TR><TD align=middle width=832 colSpan=13 height=17 x:num>

The days the neural index was 0 (zero) how many Times did the actual daily low reach or exceed the VP Predicted Low?

</TD></TR><TR><TD align=middle width=64 height=17 x:num>250</TD><TD align=middle width=64 x:num>248</TD><TD align=middle width=64 x:num>330</TD><TD align=middle width=64 x:num>290</TD><TD align=middle width=64 x:num>220</TD><TD align=middle width=64 x:num>254</TD><TD align=middle width=64 x:num>266</TD><TD align=middle width=64 x:num>255</TD><TD align=middle width=64 x:num>269</TD><TD align=middle width=64 x:num>291</TD><TD align=middle width=64 x:num>272</TD><TD align=middle width=64 x:num>278</TD><TD align=middle width=64 x:num>233</TD></TR><TR><TD align=middle width=81 height=17 x:num="67.024128686327074">67%</TD><TD align=middle width=64 x:num="81.578947368421055">82%</TD><TD align=middle width=64 x:num="64.833005893909629">65%</TD><TD align=middle width=64 x:num="60.165975103734439">60%</TD><TD align=middle width=64 x:num="67.278287461773701">67%</TD><TD align=middle width=64 x:num="75.147928994082832">75%</TD><TD align=middle width=64 x:num="77.777777777777786">78%</TD><TD align=middle width=64 x:num="70.054945054945051">70%</TD><TD align=middle width=64 x:num="82.262996941896034">82%</TD><TD align=middle width=64 x:num="68.149882903981265">68%</TD><TD align=middle width=64 x:num="62.100456621004561">62%</TD><TD align=middle width=64 x:num="75.543478260869563">76%</TD><TD align=middle width=64 x:num="87.265917602996254">87%</TD></TR></TBODY></TABLE>
<TABLE style="BORDER-COLLAPSE: collapse" borderColor=#111111 cellSpacing=0 cellPadding=0 width="63%" border=1><TBODY><TR><TD align=middle width="99%" colSpan=13>

How many trading days was the neural index 0 (zero), two days in a row?

</TD></TR><TR><TD align=middle width="7%">AUD/JPY</TD><TD align=middle width="7%">AUD/USD</TD><TD align=middle width="7%">EUR/CAD</TD><TD align=middle width="7%">EUR/GBP</TD><TD align=middle width="7%">EUR/JPY</TD><TD align=middle width="8%">EUR/USD</TD><TD align=middle width="8%">GBP/CHF</TD><TD align=middle width="8%">GBP/JPY</TD><TD align=middle width="8%">GBP/USD</TD><TD align=middle width="8%">USD/CAD</TD><TD align=middle width="8%">USD/CHF</TD><TD align=middle width="8%">USD/JPY</TD><TD align=middle width="8%">NZD/USD</TD></TR><TR><TD align=middle width=81 height=14 x:num>225</TD><TD align=middle width=64 x:num>157</TD><TD align=middle width=64 x:num>374</TD><TD align=middle width=64 x:num>333</TD><TD align=middle width=64 x:num>219</TD><TD align=middle width=64 x:num>185</TD><TD align=middle width=64 x:num>188</TD><TD align=middle width=64 x:num>217</TD><TD align=middle width=64 x:num>185</TD><TD align=middle width=64 x:num>302</TD><TD align=middle width=64 x:num>292</TD><TD align=middle width=64 x:num>214</TD><TD align=middle width=64 x:num>129</TD></TR><TR><TD align=middle width=832 colSpan=13 height=17 x:num>

The days the neural index was 0 (zero) 2 days in a row how many Times did the actual daily low reach or exceed the VP Predicted Low?

</TD></TR><TR><TD align=middle width=81 height=14 x:num>140</TD><TD align=middle width=64 x:num>111</TD><TD align=middle width=64 x:num>228</TD><TD align=middle width=64 x:num>200</TD><TD align=middle width=64 x:num>139</TD><TD align=middle width=64 x:num>113</TD><TD align=middle width=64 x:num>128</TD><TD align=middle width=64 x:num>142</TD><TD align=middle width=64 x:num>142</TD><TD align=middle width=64 x:num>177</TD><TD align=middle width=64 x:num>154</TD><TD align=middle width=64 x:num>143</TD><TD align=middle width=64 x:num>111</TD></TR><TR><TD align=middle width=81 height=14 x:num="62.222222222222221" x:fmla="=A2/A1*100">62%</TD><TD align=middle width=64 x:num="70.70063694267516" x:fmla="=B2/B1*100">71%</TD><TD align=middle width=64 x:num="60.962566844919785" x:fmla="=C2/C1*100">61%</TD><TD align=middle width=64 x:num="60.06006006006006" x:fmla="=D2/D1*100">60%</TD><TD align=middle width=64 x:num="63.470319634703202" x:fmla="=E2/E1*100">63%</TD><TD align=middle width=64 x:num="61.081081081081081" x:fmla="=F2/F1*100">61%</TD><TD align=middle width=64 x:num="68.085106382978722" x:fmla="=G2/G1*100">68%</TD><TD align=middle width=64 x:num="65.437788018433181" x:fmla="=H2/H1*100">65%</TD><TD align=middle width=64 x:num="76.756756756756758" x:fmla="=I2/I1*100">77%</TD><TD align=middle width=64 x:num="58.609271523178805" x:fmla="=J2/J1*100">59%</TD><TD align=middle width=64 x:num="52.739726027397261" x:fmla="=K2/K1*100">53%</TD><TD align=middle width=64 x:num="66.822429906542055" x:fmla="=L2/L1*100">67%</TD><TD align=middle width=64 x:num="86.04651162790698" x:fmla="=M2/M1*100">86%</TD></TR></TBODY></TABLE>
<TABLE style="BORDER-COLLAPSE: collapse" borderColor=#111111 cellSpacing=0 cellPadding=0 width="63%" border=1><TBODY><TR><TD align=middle width="99%" colSpan=13>

How many trading days was the neural index 0 (zero), with a neural index of 1 (one) the preceding day?

</TD></TR><TR><TD align=middle width="7%">AUD/JPY</TD><TD align=middle width="7%">AUD/USD</TD><TD align=middle width="7%">EUR/CAD</TD><TD align=middle width="7%">EUR/GBP</TD><TD align=middle width="7%">EUR/JPY</TD><TD align=middle width="8%">EUR/USD</TD><TD align=middle width="8%">GBP/CHF</TD><TD align=middle width="8%">GBP/JPY</TD><TD align=middle width="8%">GBP/USD</TD><TD align=middle width="8%">USD/CAD</TD><TD align=middle width="8%">USD/CHF</TD><TD align=middle width="8%">USD/JPY</TD><TD align=middle width="8%">NZD/USD</TD></TR><TR><TD align=middle width=81 height=14>143</TD><TD align=middle width=64>147</TD><TD align=middle width=64>123</TD><TD align=middle width=64>148</TD><TD align=middle width=64>107</TD><TD align=middle width=64>152</TD><TD align=middle width=64>152</TD><TD align=middle width=64>145</TD><TD align=middle width=64>142</TD><TD align=middle width=64>113</TD><TD align=middle width=64>146</TD><TD align=middle width=64>146</TD><TD align=middle width=64>138</TD></TR><TR><TD align=middle width=832 colSpan=13 height=17 x:num>

The days the neural index was 0 (zero) with a neural index of 1 (one) the preceding day, how many times did the actual daily low reach or exceed the VP Predicted Low?

</TD></TR><TR><TD align=middle width=81 height=14 x:num>107</TD><TD align=middle width=64 x:num>137</TD><TD align=middle width=64 x:num>93</TD><TD align=middle width=64 x:num>89</TD><TD align=middle width=64 x:num>80</TD><TD align=middle width=64 x:num>140</TD><TD align=middle width=64 x:num>136</TD><TD align=middle width=64 x:num>112</TD><TD align=middle width=64 x:num>127</TD><TD align=middle width=64 x:num>102</TD><TD align=middle width=64 x:num>118</TD><TD align=middle width=64 x:num>127</TD><TD align=middle width=64 x:num>122</TD></TR><TR><TD align=middle width=81 height=14 x:num="74.825174825174827" x:fmla="=A2/A1*100">75%</TD><TD align=middle width=64 x:num="93.197278911564624" x:fmla="=B2/B1*100">93%</TD><TD align=middle width=64 x:num="75.609756097560975" x:fmla="=C2/C1*100">76%</TD><TD align=middle width=64 x:num="60.13513513513513" x:fmla="=D2/D1*100">60%</TD><TD align=middle width=64 x:num="74.766355140186917" x:fmla="=E2/E1*100">75%</TD><TD align=middle width=64 x:num="92.10526315789474" x:fmla="=F2/F1*100">92%</TD><TD align=middle width=64 x:num="89.473684210526315" x:fmla="=G2/G1*100">89%</TD><TD align=middle width=64 x:num="77.241379310344826" x:fmla="=H2/H1*100">77%</TD><TD align=middle width=64 x:num="89.436619718309856" x:fmla="=I2/I1*100">89%</TD><TD align=middle width=64 x:num="90.265486725663706" x:fmla="=J2/J1*100">90%</TD><TD align=middle width=64 x:num="80.821917808219183" x:fmla="=K2/K1*100">81%</TD><TD align=middle width=64 x:num="86.986301369863014" x:fmla="=L2/L1*100">87%</TD><TD align=middle width=64 x:num="88.405797101449281" x:fmla="=M2/M1*100">88%</TD></TR></TBODY></TABLE>
All content presented in this posting is for the purpose of information only. Any reference to past performance is no assurance of future performance. Accordingly no warranties or guarantees in respect of the content are made by the author. All content is provided in good faith and believed to be accurate, however, there are no explicit or implicit warranties of accuracy made by the author. Moreover, the author recommends that before making any investment decisions, the reader should obtain multiple opinions related to the decision and verify the facts from several independent sources.<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /><o></o>
Attached File(s)
File Type: zip 4X_backtest_sample.zip   4 KB | 393 downloads
May the pips be with you.
  • #240
  • Feb 19, 2006 4:30pm Feb 19, 2006 4:30pm
deecos..............thank you very much for taking the time to compile this data. I will download and examine carefully.



Quoting deecos
BeachBum,
I have compiled the results of my initial set of criteria for all 13 pairs VP offers. Presumably your favorites will be included.

I am having difficulty posting all the results (timeouts) so I have included 3 result sets that can be viewed in this posting. If you want to see the remaining results for all criteria please open the attached html file (zipped of course).

<TABLE style="BORDER-COLLAPSE: collapse" borderColor=#111111 cellSpacing=0 cellPadding=0 width="63%" border=1><TBODY><TR><TD align=middle width="99%" colSpan=13>

How many trading days was the neural index 0 (zero)




</TD></TR><TR><TD align=middle width="7%">AUD/JPY</TD><TD align=middle width="7%">AUD/USD</TD><TD align=middle width="7%">EUR/CAD</TD><TD align=middle width="7%">EUR/GBP</TD><TD align=middle width="7%">EUR/JPY</TD><TD align=middle width="8%">EUR/USD</TD><TD align=middle width="8%">GBP/CHF</TD><TD align=middle width="8%">GBP/JPY</TD><TD align=middle width="8%">GBP/USD</TD><TD align=middle width="8%">USD/CAD</TD><TD align=middle width="8%">USD/CHF</TD><TD align=middle width="8%">USD/JPY</TD><TD align=middle width="8%">NZD/USD</TD></TR><TR><TD align=middle width=64 height=17 x:num>373</TD><TD align=middle width=64 x:num>304</TD><TD align=middle width=64 x:num>509</TD><TD align=middle width=64 x:num>482</TD><TD align=middle width=64 x:num>327</TD><TD align=middle width=64 x:num>338</TD><TD align=middle width=64 x:num>342</TD><TD align=middle width=64 x:num>364</TD><TD align=middle width=64 x:num>327</TD><TD align=middle width=64 x:num>427</TD><TD align=middle width=64 x:num>438</TD><TD align=middle width=64 x:num>368</TD><TD align=middle width=64 x:num>267</TD></TR><TR><TD align=middle width=832 colSpan=13 height=17 x:num>

The days the neural index was 0 (zero) how many Times did the actual daily low reach or exceed the VP Predicted Low?




</TD></TR><TR><TD align=middle width=64 height=17 x:num>250</TD><TD align=middle width=64 x:num>248</TD><TD align=middle width=64 x:num>330</TD><TD align=middle width=64 x:num>290</TD><TD align=middle width=64 x:num>220</TD><TD align=middle width=64 x:num>254</TD><TD align=middle width=64 x:num>266</TD><TD align=middle width=64 x:num>255</TD><TD align=middle width=64 x:num>269</TD><TD align=middle width=64 x:num>291</TD><TD align=middle width=64 x:num>272</TD><TD align=middle width=64 x:num>278</TD><TD align=middle width=64 x:num>233</TD></TR><TR><TD align=middle width=81 height=17 x:num="67.024128686327074">67%</TD><TD align=middle width=64 x:num="81.578947368421055">82%</TD><TD align=middle width=64 x:num="64.833005893909629">65%</TD><TD align=middle width=64 x:num="60.165975103734439">60%</TD><TD align=middle width=64 x:num="67.278287461773701">67%</TD><TD align=middle width=64 x:num="75.147928994082832">75%</TD><TD align=middle width=64 x:num="77.777777777777786">78%</TD><TD align=middle width=64 x:num="70.054945054945051">70%</TD><TD align=middle width=64 x:num="82.262996941896034">82%</TD><TD align=middle width=64 x:num="68.149882903981265">68%</TD><TD align=middle width=64 x:num="62.100456621004561">62%</TD><TD align=middle width=64 x:num="75.543478260869563">76%</TD><TD align=middle width=64 x:num="87.265917602996254">87%</TD></TR></TBODY></TABLE>
<TABLE style="BORDER-COLLAPSE: collapse" borderColor=#111111 cellSpacing=0 cellPadding=0 width="63%" border=1><TBODY><TR><TD align=middle width="99%" colSpan=13>

How many trading days was the neural index 0 (zero), two days in a row?




</TD></TR><TR><TD align=middle width="7%">AUD/JPY</TD><TD align=middle width="7%">AUD/USD</TD><TD align=middle width="7%">EUR/CAD</TD><TD align=middle width="7%">EUR/GBP</TD><TD align=middle width="7%">EUR/JPY</TD><TD align=middle width="8%">EUR/USD</TD><TD align=middle width="8%">GBP/CHF</TD><TD align=middle width="8%">GBP/JPY</TD><TD align=middle width="8%">GBP/USD</TD><TD align=middle width="8%">USD/CAD</TD><TD align=middle width="8%">USD/CHF</TD><TD align=middle width="8%">USD/JPY</TD><TD align=middle width="8%">NZD/USD</TD></TR><TR><TD align=middle width=81 height=14 x:num>225</TD><TD align=middle width=64 x:num>157</TD><TD align=middle width=64 x:num>374</TD><TD align=middle width=64 x:num>333</TD><TD align=middle width=64 x:num>219</TD><TD align=middle width=64 x:num>185</TD><TD align=middle width=64 x:num>188</TD><TD align=middle width=64 x:num>217</TD><TD align=middle width=64 x:num>185</TD><TD align=middle width=64 x:num>302</TD><TD align=middle width=64 x:num>292</TD><TD align=middle width=64 x:num>214</TD><TD align=middle width=64 x:num>129</TD></TR><TR><TD align=middle width=832 colSpan=13 height=17 x:num>

The days the neural index was 0 (zero) 2 days in a row how many Times did the actual daily low reach or exceed the VP Predicted Low?




</TD></TR><TR><TD align=middle width=81 height=14 x:num>140</TD><TD align=middle width=64 x:num>111</TD><TD align=middle width=64 x:num>228</TD><TD align=middle width=64 x:num>200</TD><TD align=middle width=64 x:num>139</TD><TD align=middle width=64 x:num>113</TD><TD align=middle width=64 x:num>128</TD><TD align=middle width=64 x:num>142</TD><TD align=middle width=64 x:num>142</TD><TD align=middle width=64 x:num>177</TD><TD align=middle width=64 x:num>154</TD><TD align=middle width=64 x:num>143</TD><TD align=middle width=64 x:num>111</TD></TR><TR><TD align=middle width=81 height=14 x:num="62.222222222222221" x:fmla="=A2/A1*100">62%</TD><TD align=middle width=64 x:num="70.70063694267516" x:fmla="=B2/B1*100">71%</TD><TD align=middle width=64 x:num="60.962566844919785" x:fmla="=C2/C1*100">61%</TD><TD align=middle width=64 x:num="60.06006006006006" x:fmla="=D2/D1*100">60%</TD><TD align=middle width=64 x:num="63.470319634703202" x:fmla="=E2/E1*100">63%</TD><TD align=middle width=64 x:num="61.081081081081081" x:fmla="=F2/F1*100">61%</TD><TD align=middle width=64 x:num="68.085106382978722" x:fmla="=G2/G1*100">68%</TD><TD align=middle width=64 x:num="65.437788018433181" x:fmla="=H2/H1*100">65%</TD><TD align=middle width=64 x:num="76.756756756756758" x:fmla="=I2/I1*100">77%</TD><TD align=middle width=64 x:num="58.609271523178805" x:fmla="=J2/J1*100">59%</TD><TD align=middle width=64 x:num="52.739726027397261" x:fmla="=K2/K1*100">53%</TD><TD align=middle width=64 x:num="66.822429906542055" x:fmla="=L2/L1*100">67%</TD><TD align=middle width=64 x:num="86.04651162790698" x:fmla="=M2/M1*100">86%</TD></TR></TBODY></TABLE>
<TABLE style="BORDER-COLLAPSE: collapse" borderColor=#111111 cellSpacing=0 cellPadding=0 width="63%" border=1><TBODY><TR><TD align=middle width="99%" colSpan=13>

How many trading days was the neural index 0 (zero), with a neural index of 1 (one) the preceding day?





</TD></TR><TR><TD align=middle width="7%">AUD/JPY</TD><TD align=middle width="7%">AUD/USD</TD><TD align=middle width="7%">EUR/CAD</TD><TD align=middle width="7%">EUR/GBP</TD><TD align=middle width="7%">EUR/JPY</TD><TD align=middle width="8%">EUR/USD</TD><TD align=middle width="8%">GBP/CHF</TD><TD align=middle width="8%">GBP/JPY</TD><TD align=middle width="8%">GBP/USD</TD><TD align=middle width="8%">USD/CAD</TD><TD align=middle width="8%">USD/CHF</TD><TD align=middle width="8%">USD/JPY</TD><TD align=middle width="8%">NZD/USD</TD></TR><TR><TD align=middle width=81 height=14>143</TD><TD align=middle width=64>147</TD><TD align=middle width=64>123</TD><TD align=middle width=64>148</TD><TD align=middle width=64>107</TD><TD align=middle width=64>152</TD><TD align=middle width=64>152</TD><TD align=middle width=64>145</TD><TD align=middle width=64>142</TD><TD align=middle width=64>113</TD><TD align=middle width=64>146</TD><TD align=middle width=64>146</TD><TD align=middle width=64>138</TD></TR><TR><TD align=middle width=832 colSpan=13 height=17 x:num>

The days the neural index was 0 (zero) with a neural index of 1 (one) the preceding day, how many times did the actual daily low reach or exceed the VP Predicted Low?




</TD></TR><TR><TD align=middle width=81 height=14 x:num>107</TD><TD align=middle width=64 x:num>137</TD><TD align=middle width=64 x:num>93</TD><TD align=middle width=64 x:num>89</TD><TD align=middle width=64 x:num>80</TD><TD align=middle width=64 x:num>140</TD><TD align=middle width=64 x:num>136</TD><TD align=middle width=64 x:num>112</TD><TD align=middle width=64 x:num>127</TD><TD align=middle width=64 x:num>102</TD><TD align=middle width=64 x:num>118</TD><TD align=middle width=64 x:num>127</TD><TD align=middle width=64 x:num>122</TD></TR><TR><TD align=middle width=81 height=14 x:num="74.825174825174827" x:fmla="=A2/A1*100">75%</TD><TD align=middle width=64 x:num="93.197278911564624" x:fmla="=B2/B1*100">93%</TD><TD align=middle width=64 x:num="75.609756097560975" x:fmla="=C2/C1*100">76%</TD><TD align=middle width=64 x:num="60.13513513513513" x:fmla="=D2/D1*100">60%</TD><TD align=middle width=64 x:num="74.766355140186917" x:fmla="=E2/E1*100">75%</TD><TD align=middle width=64 x:num="92.10526315789474" x:fmla="=F2/F1*100">92%</TD><TD align=middle width=64 x:num="89.473684210526315" x:fmla="=G2/G1*100">89%</TD><TD align=middle width=64 x:num="77.241379310344826" x:fmla="=H2/H1*100">77%</TD><TD align=middle width=64 x:num="89.436619718309856" x:fmla="=I2/I1*100">89%</TD><TD align=middle width=64 x:num="90.265486725663706" x:fmla="=J2/J1*100">90%</TD><TD align=middle width=64 x:num="80.821917808219183" x:fmla="=K2/K1*100">81%</TD><TD align=middle width=64 x:num="86.986301369863014" x:fmla="=L2/L1*100">87%</TD><TD align=middle width=64 x:num="88.405797101449281" x:fmla="=M2/M1*100">88%</TD></TR></TBODY></TABLE>
0 traders viewing now