Trading Stuff

Here are a few things I've written or mentioned in various postings.

In Internet Explorer, you can right-click on a link, then chose "Save Target As...", to save the file on your system.

Enjoy!
-- Gary

HeatMap.zip
(170kb) Zipped Excel spreadsheet to display 3-D surface maps of a 2-variable optimization. See the first sheet, "HOW TO USE", for instructions.
NOTE: This spreadsheet contains macros, and Excel will warn you about it every time you open it. If you don't trust me, don't download it.

eqcurve.ela
eqcurve.txt Plot equity curves on a periodic basis: per trade, per month, per week, etc. Very useful in TS4, which doesn't have any way to display the equity curve of an entire test.

t3.ela
t3.txt Tim Tillson's T3 average -- an excellent, smooth, free moving average / filter that was described in the January 1998 issue of TASC. The .txt file has source AND additional comments. (EL translation by Bob Fulks)

trendstddev Dave Chamness' article on "why the (daily) S&P does not trend."

trend.ela
trend.txt A "Trend StdDev" indicator to compute the stddev trend measure, as described in Saitta's article & Chamness' note. Note that this indicator DOES NOT plot anything! It just prints its results, which end up in the Print Log in TS4 or the Debug Log in TS2k and probably TS6.

9697

HeatMap.zip (170kb)	Zipped Excel spreadsheet to display 3-D surface maps of a 2-variable optimization. See the first sheet, "HOW TO USE", for instructions. NOTE: This spreadsheet contains macros, and Excel will warn you about it every time you open it. If you don't trust me, don't download it.
eqcurve.ela eqcurve.txt	Plot equity curves on a periodic basis: per trade, per month, per week, etc. Very useful in TS4, which doesn't have any way to display the equity curve of an entire test.
t3.ela t3.txt	Tim Tillson's T3 average -- an excellent, smooth, free moving average / filter that was described in the January 1998 issue of TASC. The .txt file has source AND additional comments. (EL translation by Bob Fulks)
trendstddev	Dave Chamness' article on "why the (daily) S&P does not trend."
trend.ela trend.txt	A "Trend StdDev" indicator to compute the stddev trend measure, as described in Saitta's article & Chamness' note. Note that this indicator DOES NOT plot anything! It just prints its results, which end up in the Print Log in TS4 or the Debug Log in TS2k and probably TS6.