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Andy, What I am confused about is the following (using your example): 11 -> signal initiated 157 -> signal initiated (157 - 11 > 65) 158 -> Buy Signal (158 - 157 < 65) 230 -> signal ignored (inside 120 day holding period 230 - 158 < 120) 235 -> signal ignored (inside 120 day holding period 235 -...

Andy, I am looking at your data and have a couple of observations: Line 291 should have initiated the start of a signal and line 314 should be a buy signal, while line 319 is the initiation of the start of another signal. Attached are my results. Total number of Buy signals: 44 Daily...

To clarify, the effectiveness of 9:1 Up Down Volume Rule is by comparing the average daily return from the holding period and the non holding period. That said, in the case of a holding period of 80 days, the average daily return is 0.0754 vs an average daily return of 0.0797 for the...

Sample result of 9:1 Up/Down volume analysis Attached is a sample result for a holding period of 80 days (file is in CSV format but renamed to txt) Note that the Non Holding period gain is 1042.95 vs a Holding Period gain of 297.02 Since I am unfamiliar with VB, I wrote a PERL script to do the...