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Dimitris,
Over what period did you run the optimisation?
Why did you limit the period of the the variable to 13,6,5 (my suggested
value). Why not a minimum of 3,2,1?
Also, why didn't you just put 13,5,6 in and "look"? There is lesson that a
4000hr Vietnam veteran fighter pilot gave me, keep your eys out of the cock
pit. This means don't fall into the trap of getting sucked into all the
flashing lights and dials. It means look outside and see what is going on.
It could be possible that AB has caught a local optimum, rather than a
global one. It could also be possible that the data time frame was too big
and that lately the stock has changed it characteristic.
Id sugest just ptting in a couple of different small period MACD values in
the AB settings and having a look at the tail end of your data and see
what's been going on.
Good luck.
P
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 04, 2001 1:51 AM
Subject: [amibroker] Re: The Note on Relative Slope
Using the
FAST=optimize(" FA ",12,6,12,1);
SLOW=optimize(" SL ",26,13,28,1);
SIG=OPTIMIZE(" SIG ",9,5,9,1);
buy = cross( MACD(FAST,SLOW),SIGNAL(FAST,SLOW,SIG));
sell = cross(SIGNAL(FAST,SLOW,SIG), MACD(FAST,SLOW));
buy=exrem(buy,sell);
sell=exrem(sell,buy);
the most profitable combination proved to be for the certain stock
FAST=11, SLOW=20, SIG=9
(Settings were buy and sell at Average)
The result was equally funny with MACD 12,26,9.
And I say funny because at the right end I have a buy signal with
a delay of 6 weeks and the whole uptrend was 6 weeks. Anyway,
thank you for hint.
DT
--- In amibroker@xxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> wrote:
> Already sold the stock.(Personal)
> Let you know by the end of this week, when we shall have the next
> "week" point.
> Monday morning sell is "sell at open" for weekly chart.
> If I have this week Relative Slope high pivot, I do not need
further
> confirmation. In the opposite, I cut the rest of the (probable)
> continuation. But...
> I never worked so short MACD. IŽll test and revert.
> Thank you for trading discussion.
> Dimitris Tsokakis
> --- In amibroker@xxxx, "server not recognized" <winchp@xxxx> wrote:
> > Hi,
> >
> > Moving to the far right hand side of your giff, what do you
suggest
> happens next?. IOW how do you propose to trade this?
> >
> > I would suggest going back to MACD and optimising the time
period.
> Try 13,5,6 for example.
> >
> > P
> > ----- Original Message -----
> > From: Dimitris Tsokakis
> > To: amibroker@xxxx
> > Sent: Monday, September 03, 2001 6:47 PM
> > Subject: [amibroker] The Note on Relative Slope
> >
> >
> > --- In amibroker@xxxx, "David Holzgrefe" <dtholz@xxxx> wrote:
> > > hi all yet another excellent indicator from the group
> >
> > > ps im looking for repeatable points that can be applied to
any
> chart !
> > > in other words some technical point not a visual
> > >
> > > thanks David
> >
> > David,
> > In att. gif we have weekly comparative charts of
> > Relative slope, Stochasic %D 14 and MACD.
> > Turning points of RS are whithout delay.
> > Stochastic has a 1 week delay at point A, two
> > weeks delay at B and a very sad whipsaw at
> > the double attempt C1, C2 to catch the turning point C.
> > MACD is a bit funny here, totlly out of competition.
> > At A we have a double attempt 4 and 6 weeks delayed,
> > at B 3 weeks lag and at C the dalay is between 4 and 5
> > weeks.
> > In this example it is more than obvious how important was
> > the note of Hal.
> > Dimitris Tsokakis
> >
> >
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> >
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> > 345678 ft 01234567891011in
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> > Weight:
> > lbs. kg.
> >
> >
> >
> >
> >
> >
> >
> >
> >
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