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Thank You Trader for you valued input and I must thank DT again for his
efforts in doing the code..
The original idea behind the search was in fact to use it to verify / test
entry techniques without the complication of the exits ..or vice versa
Now we can I think just delete lines cond1 / 2 /3 and add our new search as
a cond3= cross( ema (close, 15 ), ema ( close, 45 ) );
and see how successfully the ema cross is over 10 days or 30 all that's
needed is the change to d1=10 condition.
I must say your headings make it a little easier to understand but I think
DT native language is Greece, so all thing considered his English is up
there with his coding both excellent ..
Regards David ..
ps looks like we will be off to Hawaii for a week or so towards the end of
November, can anyone recommend activities place that may keep a 6 and 9 year
old active ?
----- Original Message -----
From: <traders10@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, August 15, 2001 5:48 AM
Subject: [amibroker] Re: Once again
> DT and David,
>
> --- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> > Dear trader (3870,3871,3872,
> > Once again
> >
> > FIRST HARAMI
> > BEGIN AT A(CLOSE=3.32)
> > 10 DAYS AT AA.
> > HIGHEST CLOSE AT H (CLOSE=3.66)
> > MAX GAIN=100*(3.66/3.32 -1)=100*(1.1024-1)=100*0.1024=10.24
> > ie the stock gained 10.24%, calculated on CLOSE basis
> >
> > SECOND HARAMI
> > BEGIN AT B
> > END AT BB
> > HIGHEST CLOSE AT BB (COINCIDENCE)
> >
> > what do you see wrong?
> > Dimitris Tsokakis
>
> Nothing....I found the column headings rather confusing and until I
> went through the code line by line I thought column 6 was implying a
> gain; which it does not....
>
> I redid the exploration with some comments and column name changes
> which I think may improve the terminology.
> +++++++++++++++++++++++++++++++++++++++++++++++++++
> /* BULLISH HARAMI BUY CONDITION
> GAIN 10 DAYS LATER
> PERCENTAGE SUCCESS */
>
> u=5; /* PERCENTAGE DROP THE FIRST DAY */
> d1=10; /* DAYS TO WATCH */
> cond1=close<=(1-u/100)*open;
> cond2=close>open and close<ref(open,-1) and open>ref(close,-1);
> cond3=cond2 and ref(cond1,-1);
> h1=hhv(close,d1);
> filter=ref(COND3,-d1);
> BUY=cond3;
> sell=filter;
> numcolumns=7;
> column0=ref(open,-d1+1); //realistic buy, next open
> column1=h1;
> column2=100*(column1/column0-1); //potential gain, not achievable
> column0name="Harami Buy";
> column1name="Max Close";
> column2name="Max Gain";
> COLUMN3=LASTVALUE(CUM(BUY));
> COLUMN4=LASTVALUE(CUM(COLUMN2>0 AND SELL));
> COLUMN5=100*COLUMN4/COLUMN3;
> COLUMN3NAME="Trades";
> COLUMN4NAME="Gainers";
> COLUMN5NAME="% Success";
>
> COLUMN3FORMAT=1.0;
> COLUMN4FORMAT=1.0;
> COLUMN5FORMAT=1.0;
>
> +++++++++++++++++++++++++++++++++++++++++
> This exploration is more effective than I would have guessed before
> running it. Nice Job. By itself all it does is validate an entry
> technique, but that is enough. At least two courses of action are
> now available.
>
> Other entry ideas can be substituted into the exploration to test
> their validity.
>
> This inside day technique used here could be augmented with an
> additional filter or two. I have one in mind that I will try later
> today. Also a realistic exit technique needs to be added to make the
> Harami system a reality.
>
> More later,
> Trader
>
> I think it could be even more effective with the addition of a simple
> filter or two and applying a realistic exit.
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
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