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Hi Dimitris,
The trading-system,i've posted on the cmo-indicator is not finished.
I want to find reentry-signals.
1)I use cci (45) > 10 to invest only in uptrend (pos.cci (trading-
range).
the cci(45) shows very perfectly the trend. If the cci is > 0, the
luck is on my side. See also the "colored cci", i've posted on the
afl-library.
I've searched for a long time to find a good trend indicator.
I'm very happy with cci, the green bars shows uptrend, the blue bars
shows trading-range and the red bars shows downtrend.
2) sell = barssince (buy) == 3;
The idea is to see, if the timing was good, but it isn't the exit
strategie.
3) column0 = roc (c,1);
That's not what i want to do. I would see the gain% after 3 days
(buy), but thomasz has posted the correct answer.
I've tested this system with 1200 nasdaq stocks on the last 100 days.
the result is:
Total number of trades: 38 Percent profitable: 63.2%
Number winning trades: 24 Number losing trades: 14
I'm very happy, if you post a good reentry strategy.
Have a nice day.
Tom Supera
--- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> Hi Tom,
> Very nice code, especially the color part.
> May I ask some questions:
> 1. Why cci(45)>10 ?
> I am affraid this is the reason we loose the buy signals.
> (In att. T1.gif only once in 20 months and I selected a
> stock with good trading opportunities and interesting
> volumes all the time.)
> You can see also the cci(45) graph.
> 2. "sell = barssince (buy) == 3;"
> If you mean it and it is not an example, I like it.
> Since you found a good opportunity to buy, sell
> 3 days later. A bit risky, but I like it.
> 3. Why is important for you
> column0 = roc (c,1);
> Since filter condition is true when you buy
> roc(c,1) is the rate of change for THAT day,
> i.e you are interested what % gained the stock the
> day you bought it?
> I can not see that.
> Very interesting job. Thank you very much.
> Dimitris Tsokakis
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