VECO research – Strategies

1.     Load price data

Load VECO daily from 1995 to end of 2008 (2009, 2010 not included).  Set LBC to end – all price bars.

VECO loaded.gif

2.     Composite:

Make composite using report with the following parameters:

Composit report.PNG


The first composite line includes all the events that have positive correlation on segment A (total 84).




Optimize composite to (1,45,45, sym1,close) on interval A, all bars:



The result:

VECO optimized 1_45_45.gif


Send to strategy.

Make optimizations also for the following and send to strategies.

·        (1,10,10, exp, close)

·        (45,90,90, sym1,close)

·        (90,180,180,sym1,close)


All strategies for Composite:




Update the price data for VECO for 2009+2010 using “data feeding” from file, without changing the LBC so see if those strategies are good 2 year ahead.


VECO composite strategies.gif


Conclusions: all composite projection lines are very similar.

3.     Annual Cycles:

Enable annual cycles, send to strategies.


Compare annual strategy to Composite strategies.


VECO composite and annual strategies.gif 

4.     NN Spectrum model:

Use TS4.ts solution for spectrum,

Use the following targets and send to strategies:

·        (1,10,10, exp, close)

·        (1,45,45,sym1,close)

·        (45,90,90, sym1,close)

·        (90,180,180,sym1,close)


NN Spectrum.PNG



5.     Selected Spectrum cycles to ULE models:

Select the cycles (1 overtone, triangle) and drag to screen with Stock market =7.  Send to strategies.



VECO spectrum ULE 1_10_10.gif


Use the following targets in Spectrum, use ULE and send to strategies:

·        (1,10,10, exp, close)

·        (1,45,45,sym1,close)

·        (45,90,90, sym1,close)

·        (90,180,180,sym1,close)


All Selected-Spectrum-cycles-to-ULE strategies:

Spectrum ULE strategies.PNG



Comparing strategies

Comparing strategies (1,10,10,exp,close)

strategies 1_10_10.gif

Comparing (1,45,45,sym1,close)

strategies 1_45_45.gif

Comparing (45,90,90,sym1,close)

strategies 45_90_90.PNG

Comparing strategies (90,180,180,sym1,close)


strategies 90_180_180.PNG


Best Fit Strategy


SUM of Compsite_90_180_180  and  ULE_90_180_180


Best fit strategy.PNG