__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.

2.
Composite:

Make composite using report with the following parameters:

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:

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.

Conclusions:
all composite projection lines are very similar.

3.
Annual Cycles:

Enable annual cycles, send to strategies.

Compare
annual strategy to Composite strategies.

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)

5.
Selected Spectrum
cycles to ULE models:

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

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:

__Comparing
strategies
__

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

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

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

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

__Best
Fit Strategy
__

SUM of
Compsite_90_180_180 and ULE_90_180_180