20DMF History

[pdp-brugge]

For my records I note every day the MF Strength, the MF value, the OB/OS value and the TEV Extension of the four inversed ETFs in an excel sheet.
I have done this since a became a member of this community (beginning of October 2011).
I would like to do some back testing and need these values over a longer period.
I understand that the EV data goes back to somewhere in 2007.
Is it possible to post an excel sheet with these 20DMF values?

Many thanks

[adam ali]

I would like a copy as well.

[Pascal]

Here it is.

I would avoid using the July 07 data because I am not sure that data was stable at that time (not all the sectors had averages).

August 07 is probably a better starting date and the one I am using in the back-tests.


Pascal

20DMF_Historical data.xls

[adam ali]

Thanks, Pascal.

[pdp-brugge]

Thanks for the data!

I’m afraid that to be able to do the back testing I do need an extra column.
There is a rule that states that when the 20DMF True signal crosses below 0% a short signal is given if this signal is confirmed by the Average TEV Extension of the four inversed ETFs.
In the excel file you posted yesterday, this value is missing.
Can you add the Average TEV Extension of the four inversed ETFs?
Is it also possible to add the daily value of the MF Strength?

[Pascal]

Thanks for the data!

I’m afraid that to be able to do the back testing I do need an extra column.
There is a rule that states that when the 20DMF True signal crosses below 0% a short signal is given if this signal is confirmed by the Average TEV Extension of the four inversed ETFs.
In the excel file you posted yesterday, this value is missing.
Can you add the Average TEV Extension of the four inversed ETFs?
Is it also possible to add the daily value of the MF Strength?

Here it is. I do not have the MF Strength available, because this is not used for trading decision.
You can however calculate it yourself, as it is the MF difference between today and the previous day compared to the 50 previous days (Abs value).

The code is here:

trueMF = 0
For K = 1 To 50
trueMF = trueMF + Abs(Cells(posi - K, 12))
Next
trueMF = trueMF / 50
dayMF = Cells(Position - 1, 6) - Cells(Position - 2, 6)
MF_ST = Int(dayMF / trueMF * 1000) / 10


Pascal

Inversed_ETFs.xls

[pdp-brugge]

Thanks very much!!!

In the excel file that you posted yesterday, there is a column with “20-D Money Flow Average”.
Can I find this number on a daily base in one of the repository files?
Or is it noted on one of the graphs?
I would like to keep this number in my daily files

[Wei]

I believe that's calculated 20D EMA on the MF number, which you can calculate in Excel.

Thanks very much!!!

In the excel file that you posted yesterday, there is a column with “20-D Money Flow Average”.
Can I find this number on a daily base in one of the repository files?
Or is it noted on one of the graphs?
I would like to keep this number in my daily files

[Harry]

Today I have been studying the 20DMF rules and manually reading the tables Pascal kindly provided to get a better understanding of the signals.

Does anyone know why the long trade started on 8/20/2007 was not closed with a short on 11/1/2007? On 11/1/2007, the 20DMF went negative and the extension was 8% (greater than 4%)? Yet the document shows the trade stays long until 11/7/2007? Are my eyes playing tricks or am I missing a rule somewhere?

[Pascal]

Today I have been studying the 20DMF rules and manually reading the tables Pascal kindly provided to get a better understanding of the signals.

Does anyone know why the long trade started on 8/20/2007 was not closed with a short on 11/1/2007? On 11/1/2007, the 20DMF went negative and the extension was 8% (greater than 4%)? Yet the document shows the trade stays long until 11/7/2007? Are my eyes playing tricks or am I missing a rule somewhere?

Simply a matter of proprietray porosity factor to avoid unnecessary whipsaw: the indicator must clear the threshold by a amount greater than the porosity factor.


Pascal