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Steve,
Thanks for your kind words and comments. The system is really so
uncomplicated that I initially could not believe that somebody hasn't tried
it yet. I decided to share this with the group as I probably won't be using
it in the future due to some unforeseen circumstances. There is one
alteration you can still do to minimise your drawdown and please don't laugh
as this is very basic stuff.
Add the following to the buy signal:
and (C > ref(C,-20)*0.9)
This ensures that you don't buy a crashing stock and improves your profit
factor to levels you won't believe.
Hope you guys can use this to improve your wealth.
Regards.
Jaco Jonker
----- Original Message -----
From: "Steve" <slwiserr@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, July 06, 2001 11:25 AM
Subject: [amibroker] Re: Varexlist AFL Library
> 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
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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