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Hi David,
Sorry, not this one as it is starting to become my
major source of income and I get paid good money to use it for Fund management
purposes. On filtered backtesting it produces an average return of
253% per year fully invested for the past three years on the South African
market with a profitability hit rate of 91%, so please don't take thisthe
wrong way. I am busy converting this to Metastock format as well, which is
quite more difficult than I thought, but necessary for day-trading.
The thing with any system is that it neverstays on
top for a long period of time and constant changes must be done to keep up with
the changing environment.
This is one of the four corner stones of the bigger
formula - Nothing new about this, but better results than most of
the other AFL's you get for free. Although it is stripped down tothe
bone it should produce a hit rate of around 70%, but highly profitable - 20%
plus average per trade.
prevclose = ref( close, -1);signl = iif( close
> prevclose , 1, 0 );
BUY = CROSS(bbandbot(close, 15, 2),close) AND
RSI(14) < 35 AND signl = 1;
SELL = CROSS(bbandtop(close, 15, 2),close)
AND RSI(14) > 70;
Regards.
Jaco Jonker
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
David
Holzgrefe
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, January 27, 2001 11:21
PM
Subject: Re: [amibroker] Automatic
analysis
Jaco, 400 hrs writing your afl it must be complex
how about sharing it with others it could be a good learning too for us all
..
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jaco
-Mercatos
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>AmiBroker Mail list
Sent: Sunday, January 28, 2001 12:23
AM
Subject: [amibroker] Automatic
analysis
Hi,
First, let me say that Amibroker and Thomasz
are doing a great job.
I have been an avid writer of AFL's for the
Automatic Analysis feature. My main AFL took me about 400 hours to complete
and I am very happy with the results I am getting. I find the reporting
system on this AA feature still lacking, due to the following
constraints:
- Open positions information is very limited
when backtesting is done. Information like Number of open trades and average
profit/loss per open trade, names of instruments still open as well as
average days open will be appreciated. A separate list for these would be
helpful.
- Daily scanning results and the report differ
on a number of occasions i.e.: I get a Buy signal for XYZ, but it doesn't
appear in the Report even after the trade has been closed.
- As I am tracking the scanning results on a
spreadsheet, I find a lot of differences or rather additions to the list
when I do backtesting for the same period.
Regards.
AJ Junker
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