Go to Jeff Salisbury LWGate Home Page.From: "Gene Ricci" <genr@swbell.net>
Subject: Re: [CANSLIM] market bottom
Date: Fri, 2 May 2003 23:02:31 -0500
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This is a multi-part message in MIME format. - ------=_NextPart_000_028E_01C310FE.E8F2A6E0 Content-Type: text/plain; charset="iso-8859-1" Content-Transfer-Encoding: quoted-printable Roger, after reading the email string, I'm not sure what to conclude. Is = the market tester only good for NAS stocks? Thanks, Gene ----- Original Message -----=20 From: Roger Tawa=20 To: canslim@lists.xmission.com=20 Sent: Friday, May 02, 2003 9:06 PM Subject: RE: [CANSLIM] market bottom Hi all, Fyi, here is email thread with Bill: -----Original Message----- From: WmGraLee@aol.com [mailto:WmGraLee@aol.com] Sent: Friday, May 02, 2003 9:02 AM To: Roger Tawa Subject: Re: Market Tester question (fr-ws) =20 I think you could be right -- it might explain why backtesting shows = better results for the NAS. In a message dated 4/30/2003 9:13:39 AM Central Standard Time, Roger = Tawa writes: Subj: RE: Market Tester question (fr-ws)=20 Date: 4/30/2003 9:13:39 AM Central Standard Time From: Roger <mailto:rogerta@softimage.com> Tawa To: WmGraLee@aol.com <mailto:WmGraLee@aol.com>=20 Sent from the Internet=20 Hi Bill, =20 Yes, I have confirmed this with csi. Here is my email conversation = with them. Could this explain why you feel the market tester works best = with the NASDAQ market than other markets? Thanks. -----Original Message----- From: WmGraLee@aol.com [mailto:WmGraLee@aol.com] Sent: Wednesday, April 30, 2003 8:47 AM To: Roger Tawa Subject: Re: Market Tester question (fr-ws) =20 HI Roger -- You raise some good points. Who did you talk to at csi? Also, do you = or csi know of any data services that do report Dow, S&P 500 etc volume? = =20 Bill In a message dated 4/29/2003 8:18:26 PM Central Standard Time, Roger = Tawa writes: Subj: Market Tester question (fr-ws)=20 Date: 4/29/2003 8:18:26 PM Central Standard Time From: Roger <mailto:rogerta@videotron.ca> Tawa To: order@market-tester.com <mailto:order@market-tester.com>=20 File: winmail.dat (3984 bytes) DL Time (26400 bps): <1 minute Sent from the Internet=20 Hi Bill, I found out about your market tester from the = canslim@lists.xmission.com <mailto:canslim@lists.xmission.com> email list. I have a question = about your data source. On your methodology page, you say that the market = tester uses msn, and hence csi data, as a data source. However, are you aware that csi data does not calculate volume for = indices? For example, both the S&P500 and Dow Jones Industrial indices report = the total NYSE volume, not the volume of the indices themselves. I have confirmed this with csi. The NASDAQ composite index however seems to = report the total NASDAQ volume, which is probably ok, but this part I have = not confirmed. What effect do you think this has on your market tester when used with indices besides the NASDAQ composite? This does not seem to be in the spirit of WON's definitions of distribution day or follow through day. Looking forward to your response, thanks. = =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D= =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D Roger Tawa http://tawacentral.net/ [One thing about paradigms: shift happens.] [When you stop, you're done.] = =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D= =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D Roger Tawa http://tawacentral.net/ [One thing about paradigms: shift happens.] [When you stop, you're done.] <snip> - ------=_NextPart_000_028E_01C310FE.E8F2A6E0 Content-Type: text/html; charset="iso-8859-1" Content-Transfer-Encoding: quoted-printable <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN"> <HTML><HEAD> <META http-equiv=3DContent-Type content=3D"text/html; = charset=3Diso-8859-1"> <META content=3D"MSHTML 6.00.2600.0" name=3DGENERATOR> <STYLE></STYLE> </HEAD> <BODY bgColor=3D#ffffff> <DIV><FONT face=3D"Comic Sans MS">Roger, after reading the email string, = I'm not=20 sure what to conclude. Is the market tester only good for NAS=20 stocks?</FONT></DIV> <DIV><FONT face=3D"Comic Sans MS"></FONT> </DIV> <DIV><FONT face=3D"Comic Sans MS">Thanks,</FONT></DIV> <DIV><FONT face=3D"Comic Sans MS">Gene</FONT></DIV> <BLOCKQUOTE=20 style=3D"PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; = BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px"> <DIV style=3D"FONT: 10pt arial">----- Original Message ----- </DIV> <DIV=20 style=3D"BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: = black"><B>From:</B>=20 <A title=3Drogerta@videotron.ca = href=3D"mailto:rogerta@videotron.ca">Roger=20 Tawa</A> </DIV> <DIV style=3D"FONT: 10pt arial"><B>To:</B> <A = title=3Dcanslim@lists.xmission.com=20 = href=3D"mailto:canslim@lists.xmission.com">canslim@lists.xmission.com</A>= </DIV> <DIV style=3D"FONT: 10pt arial"><B>Sent:</B> Friday, May 02, 2003 9:06 = PM</DIV> <DIV style=3D"FONT: 10pt arial"><B>Subject:</B> RE: [CANSLIM] market=20 bottom</DIV> <DIV><BR></DIV>Hi all,<BR><BR>Fyi, here is email thread with=20 Bill:<BR><BR>-----Original Message-----<BR>From: <A=20 href=3D"mailto:WmGraLee@aol.com">WmGraLee@aol.com</A>=20 [mailto:WmGraLee@aol.com]<BR>Sent: Friday, May 02, 2003 9:02 AM<BR>To: = Roger=20 Tawa<BR>Subject: Re: Market Tester question (fr-ws)<BR> <BR>I = think you=20 could be right -- it might explain why backtesting shows = better<BR>results for=20 the NAS.<BR><BR>In a message dated 4/30/2003 9:13:39 AM Central = Standard Time,=20 Roger Tawa<BR>writes:<BR><BR><BR><BR>Subj: RE: Market Tester question = (fr-ws)=20 <BR>Date: 4/30/2003 9:13:39 AM Central Standard Time<BR>From: Roger = <<A=20 = href=3D"mailto:rogerta@softimage.com">mailto:rogerta@softimage.com</A>>= ; =20 Tawa<BR>To: <A href=3D"mailto:WmGraLee@aol.com">WmGraLee@aol.com</A> = <<A=20 href=3D"mailto:WmGraLee@aol.com">mailto:WmGraLee@aol.com</A>> = <BR>Sent from=20 the Internet <BR><BR><BR><BR>Hi Bill,<BR><BR> <BR><BR>Yes, I = have=20 confirmed this with csi. Here is my email conversation=20 with<BR>them. Could this explain why you feel the market tester = works=20 best with the<BR>NASDAQ market than other markets? =20 Thanks.<BR><BR><BR>-----Original Message-----<BR>From: <A=20 href=3D"mailto:WmGraLee@aol.com">WmGraLee@aol.com</A>=20 [mailto:WmGraLee@aol.com]<BR>Sent: Wednesday, April 30, 2003 8:47 = AM<BR>To:=20 Roger Tawa<BR>Subject: Re: Market Tester question = (fr-ws)<BR><BR> =20 <BR><BR>HI Roger --<BR><BR>You raise some good points. Who did = you talk=20 to at csi? Also, do you or<BR>csi know of any data services that = do=20 report Dow, S&P 500 etc volume? <BR><BR>Bill<BR><BR>In = a=20 message dated 4/29/2003 8:18:26 PM Central Standard Time, Roger=20 Tawa<BR>writes:<BR><BR><BR><BR><BR>Subj: Market Tester question = (fr-ws)=20 <BR>Date: 4/29/2003 8:18:26 PM Central Standard Time<BR>From: Roger = <<A=20 = href=3D"mailto:rogerta@videotron.ca">mailto:rogerta@videotron.ca</A>>&= nbsp;=20 Tawa<BR>To: <A=20 href=3D"mailto:order@market-tester.com">order@market-tester.com</A> = <<A=20 = href=3D"mailto:order@market-tester.com">mailto:order@market-tester.com</A= >>=20 <BR>File: winmail.dat (3984 bytes) DL Time (26400 bps): <1 = minute<BR>Sent=20 from the Internet <BR><BR><BR><BR>Hi Bill,<BR><BR>I found out about = your=20 market tester from the <A=20 = href=3D"mailto:canslim@lists.xmission.com">canslim@lists.xmission.com</A>= <BR><<A=20 = href=3D"mailto:canslim@lists.xmission.com">mailto:canslim@lists.xmission.= com</A>> =20 email list. I have a question about<BR>your data source. = On your=20 methodology page, you say that the market tester<BR>uses msn, and = hence csi=20 data, as a data source.<BR><BR>However, are you aware that csi data = does not=20 calculate volume for indices?<BR>For example, both the S&P500 and = Dow=20 Jones Industrial indices report the<BR>total NYSE volume, not the = volume of=20 the indices themselves. I have<BR>confirmed this with csi. = The=20 NASDAQ composite index however seems to report<BR>the total NASDAQ = volume,=20 which is probably ok, but this part I have = not<BR>confirmed.<BR><BR>What=20 effect do you think this has on your market tester when used = with<BR>indices=20 besides the NASDAQ composite? This does not seem to be in = the<BR>spirit=20 of WON's definitions of distribution day or follow through = day.<BR><BR>Looking=20 forward to your response,=20 = thanks.<BR><BR>=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D= =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D= =3D=3D=3D=3D<BR>Roger=20 Tawa<BR><A = href=3D"http://tawacentral.net/">http://tawacentral.net/</A><BR>[One=20 thing about paradigms: shift happens.]<BR>[When you stop, you're=20 = done.]<BR><BR><BR><BR><BR><BR><BR>=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D= =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D= =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D<BR>Roger=20 Tawa<BR><A = href=3D"http://tawacentral.net/">http://tawacentral.net/</A><BR>[One=20 thing about paradigms: shift happens.]<BR>[When you stop, you're=20 done.]<BR><BR><snip><BR></BLOCKQUOTE></BODY></HTML> - ------=_NextPart_000_028E_01C310FE.E8F2A6E0-- - - - -To subscribe/unsubscribe, email "majordomo@xmission.com" - -In the email body, write "subscribe canslim" or - -"unsubscribe canslim". 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