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Jaco
Suggestion: Add the following code below your code. This will allow
anyone to play with the systems success at anytime in the past.
Example: Select a date such as 3/23/01 and do an exploration. This
will show just how those stocks which were buy on that date followed
up during the immediate following days.
Use the First variable to change the window to "look into the future"
of your experimental date.
If you use the current date it will provide signals for today for a
trading consideration tomorrow but the following column will be
meaningless. This looks at the change of price from the signal to
three later dates based on the quote interval defined in the First
variable. The values shown in the exploration are point value
changes from the signal date.
Steve
Buy = exrem(buy,sell);
Sell = exrem(sell,buy);
Filter = (Buy ==1) ;
first=4;
/* First is the number of days for each ROC interval for reviewing
performance */
numcolumns = 7;
column0 = C;
column0format = 1.2;
column0name = "Close";
column1 = ref(C, 1+first);
column1name = "Close+i ";
column1format = 1.2;
column2 = ref(C,1+first*2);
column2name = "Close+i*2 ";
column2format = 1.2;
column3 = ref(C,1+first*3);
column3name = "Close+i*3 ";
column3format = 1.2;
column4= ref(C,first*1+1) - C;
column4name="ROC+i";
column4format = 1.2;
column5= ref(C,first*2+1) - C;
column5name="ROC+2i";
column5format = 1.2;
column6= ref(C,first*3+1) - C;
column6name="ROC+3i";
column6format = 1.2;
/* End of Exploration Code. */
--- In amibroker@xxxx, "Jaco Jonker" <jjonker@xxxx> wrote:
> Hi,
>
> I have placed an Automatic Analysis system in the library called the
Varex list. The following improvemnets can be done to this system, but
will eventualy have a negative effect on your drawdown and the average
days a stock is held. This is a system which performs its best in a
bullish market (ain't all systems?) and it would be nice to combine
this with a trendline change indicator. Any takers?
>
> Regards.
>
> Jaco Jonker
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