|
PureBytes Links
Trading Reference Links
|
--- In amibroker@xxxx, "Peter C. Winch" <winchp@xxxx> wrote:
> To add to this may I suggest that several indicators, each in
different time
> frames would be expected to form part of a decision tree and
confirmation
> approach. For stocks the change in volume needs to be in one of the
> indicators.
Unfortunately, for technical reasons, I do not work volumes. In my
data, traded and pre-arranged volumes are added (!) and I read on one
day 180.000 pieces, 3000 traded and 150.000 prearranged.
>The indicators also need to non correlated. Brown in her book
> suggested composite indicators, i.e the using of the output of one
>for the
> input of another.
The only chance to do this is if you have anticipating signals and
confirming ones. It is not the easiest thing.
I work a small project last days and get good results:
Relative Slope(10) negative divergence is anticipating negative
stochastic(14) divergence. I will give datails after examination of
various time frames.
She never said what (except if you paid $800).
In my opinion, knowledge is not for sale. If you really know
something, you can make money from the open market. I pay for tools,
not for ideas. A good idea to use $800 is to make a gift to your
friends. Select randomly ten, and make them registered Amibroker
Users. You will not loose your money. But... you may loose some
friends, if you put them in endless AFL troubles and puzzles.
With the rest(800-10*69) go short as soon as you check a double
negative divergence I´´ ll post in a few days.
Hoever I
> think it was SAR/RSI but not sure.
>
> The other factor to bear in mind is that indicators may help you
get in ,
> others -or perhaps the absense of something (remember Sherlock
Holmes "the
> dog didn't bark") to get out.
In Dr John "Goin´ Back To New Orleans" the 9th title is
"How Come My Dog Don´t Bark (When You Come Arround)" and the Neville
Brothers seem to agree...
> There's a good six months work in what I just wrote.
I am affraid you are right...
> P
Thank you for nice message
Dimitris Tsokakis
> ----- Original Message -----
> From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> To: <amibroker@xxxx>
> Sent: Wednesday, September 05, 2001 4:45 PM
> Subject: [amibroker] Re: Continuation Patterns
>
>
> > Mike,
> > Continuation is hot stuff. I need some time to check real time
facts.
> > As you know, it is easy to "decide" for last February when the
Market
> > is in September.
> > As for O/B and O/S levels, I need to know more things about O/B
and
> > O/S time. The job is somehow extended and every step needs various
> > cross-checks.
> > My target is "moving O/S and O/B levels" as in Keltner Bands we
have
> > moving support and resistance instead if linear ones. I will
revert
> > as soon as I come to conclusions.
> > Thank you for kind words.
> > Dimitris Tsokakis
> > --- In amibroker@xxxx, MLRobb@xxxx wrote:
> > >
> > >
> > > Dimitris,
> > >
> > > Have you continued your work in regard to the refinement of
range
> > > levels in the reading of RSI (Wilder,etc)?
> > >
> > > I thought this would have been a most interesting research;
nothing
> > > like what you proposed modelling had been published.
> > >
> > > Mike
> > >
> > > P.S. There are a few paragraphs in Brown's book, about the
> > Cardwell
> > > approach to bull and bear settings which I will type to you, in
the
> > > event you would have interest this static approach.
> > >
> > > There is even the possible benefit testing such bands on your
very
> > > superior looking Relative Slope. M.R.
> > >
> > >
> > >
> > > --- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx>
wrote:
> > > > The idea:
> > > > We ask for a turning point of Relative Slope in the
> > > > "neutral" area [-0.5,0.5] as a continuation signal
> > > > for an uptrend relatively for a downtrend
> > > >
> > > > /*UPTREND CONTINUATION*/
> > > > K=EMA((H+L+C)/3,10);
> > > > S1=200*(K-REF(K,-1))/(K+REF(K,-1));
> > > > rs=ema(EMA(S1,3),3);
> > > > s3= REF(RS,-1)==LLV(RS,5)
> > > > AND abs(REF(RS,-1))<=0.5 ;
> > > > filter=s3>0;
> > > > buy=filter;
> > > > numcolumns=1;
> > > > column0=c;
> > > >
> > > > /*DOWNTREND CONTINUATION*/
> > > > K=EMA((H+L+C)/3,10);
> > > > S1=200*(K-REF(K,-1))/(K+REF(K,-1));
> > > > rs=ema(EMA(S1,3),3);
> > > > s3= REF(RS,-1)==HHV(RS,5)
> > > > AND abs(REF(RS,-1))<=0.5 ;
> > > > filter=s3>0;
> > > > SELL=filter;
> > > > numcolumns=1;
> > > > column0=c;
> > > >
> > > > You may run the two Explorations in one.
> > > > The green buy arrows indicate for a possible bullish
> > > > continuation. The red sell arrows indicate for a possible
> > > > bearish continuation.
> > > >
> > > >
> > > > /*CONTINUATION*/
> > > > K=EMA((H+L+C)/3,10);
> > > > S1=200*(K-REF(K,-1))/(K+REF(K,-1));
> > > > rs=ema(EMA(S1,3),3);
> > > > s3= REF(RS,-1)==HHV(RS,5)
> > > > AND abs(REF(RS,-1))<=0.5 ;
> > > > s4= REF(RS,-1)==LLV(RS,5)
> > > > AND abs(REF(RS,-1))<=0.5 ;
> > > > filter=s3>0 or s4>0;
> > > > SELL=s3>0;
> > > > BUY=S4>0;
> > > > numcolumns=1;
> > > > column0=c;
> > > >
> > > > Some signals are interesting and are given at proper time.
> > > > Continuation conditions is not an easy work and very few
> > > > references exist, as far as I know.
> > > > If there is any idea (clear and specific, not theories again)
> > > > please contribute, to build up something useful for all.
> > > > An interesting amount of money is hidden behind continuation
> > > > patterns, as you all know.
> > > >
> > > > Dimitris Tsokakis
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
|