Well, I thought it would take at least a few days first to understand the Livermore Market Key script and then attempt modifications to improve the design. Livermore and his trading methods are often highly viewed. However, based on the performance results presented in the prior post, one should have reasonable doubts as to the efficacy of Livermore’s trading methods.

It took less than an hour to modify this script to outperform the Buy & Hold. And a mere 20 minutes more to greatly exceed it performance wise. I find the output of the test to be very erratic, but then, my first modifications to this script were not intended to be cute or with finest. I usually bulldoze over an existing script, looking for its strengths which I hope to improve upon and at the same time reduce its negative behavior. It’s like some design their scripts with the intent to profit as much as possible while at the same time trying very hard to shoot themselves in the foot.

So here is my first draft (Model 0.03 Level 0) of the modified Livermore script:

 Livermore Challenge Response

I think that this raises the bar so high that I don’t think anyone on this board can exceed these results. Personally, I will continue to improve this script as its trend definition may have some merit after all.

As a direct consequence to the above table, I think this will probably end the challenge.

 


AAPL 31/5/2011 :: Livermore Challenge Response ADM  31/5/2011 :: Livermore Challenge Response AGQ  31/5/2011 :: Livermore Challenge Response AMZN  31/5/2011 :: Livermore Challenge Response

 

BHH  31/5/2011 :: Livermore Challenge Response BIDU  31/5/2011 :: Livermore Challenge Response CCK  31/5/2011 :: Livermore Challenge Response CF  31/5/2011 :: Livermore Challenge Response

 

CMG  31/5/2011 :: Livermore Challenge Response CRDN  31/5/2011 :: Livermore Challenge Response CSX  31/5/2011 :: Livermore Challenge Response DBS  31/5/2011 :: Livermore Challenge Response

 

DDS  31/5/2011 :: Livermore Challenge Response DIT  31/5/2011 :: Livermore Challenge Response ERX  31/5/2011 :: Livermore Challenge Response GLD  31/5/2011 :: Livermore Challenge Response

 

GTLS  31/5/2011 :: Livermore Challenge Response IBM  31/5/2011 :: Livermore Challenge Response IMAX  31/5/2011 :: Livermore Challenge Response IPGP  31/5/2011 :: Livermore Challenge Response

 

JNPR  31/5/2011 :: Livermore Challenge Response NFLX  31/5/2011 :: Livermore Challenge Response NTES  31/5/2011 :: Livermore Challenge Response PAAS  31/5/2011 :: Livermore Challenge Response

 

PANL  31/5/2011 :: Livermore Challenge Response PCLN  31/5/2011 :: Livermore Challenge Response SCCO  31/5/2011 :: Livermore Challenge Response SINA  31/5/2011 :: Livermore Challenge Response

 

SLV  31/5/2011 :: Livermore Challenge Response SLW  31/5/2011 :: Livermore Challenge Response SOHU  31/5/2011 :: Livermore Challenge Response SRZ  31/5/2011 :: Livermore Challenge Response

 

TBL  31/5/2011 :: Livermore Challenge Response TDSC  31/5/2011 :: Livermore Challenge Response TRMB  31/5/2011 :: Livermore Challenge Response TRN  31/5/2011 :: Livermore Challenge Response

 

TSCO  31/5/2011 :: Livermore Challenge Response TZOO  31/5/2011 :: Livermore Challenge Response ULTA  31/5/2011 :: Livermore Challenge Response URI  31/5/2011 :: Livermore Challenge Response

 

WLK  31/5/2011 :: Livermore Challenge Response WTW  31/5/2011 :: Livermore Challenge Response XOP  31/5/2011 :: Livermore Challenge Response

 


Created on ... June 2, 2011 © Guy R. Fleury. All rights reserved. 

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