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Optimizing with
Slw = optimize("slw",2,2,4,1);
Pds = optimize("pds",5,4,16,1);
A = Ema((Close -LLV(Low,Pds))/(HHV(H,Pds)-LLV(L,Pds)),Slw)*100;
B=Ema((A-LLV(A,pds))/(HHV(A,Pds)-LLV(A,Pds)),Slw)*100;
Graph0 = B;
BUY=CROSS(B,30);
SELL=CROSS(70,B);
BUY=EXREM(BUY,SELL);
SELL=EXREM(SELL,BUY);
the most profitable combination was slw=2, pds=4 or in other groups
slw=2, pds=5, with settings:buy at low, sell at high, delay 1 day.
(You detect the cross today and you act tomorrow).
Too many trades, but interesting profits in a 20 months bearish
Market.
Dimitris Tsokakis
--- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> As o/b o/s indicator, at A was sharp, at C, D excellent
> (only +1 day lag in both buy-sell, ~30% net profit in 14 days,
> ...take the money and run), but at B and AA it is
> confused. It is very quick, to give a premature buy signal
> at B, but the worst is that at AA the indication is extra o/b,
> although neither the stock nor stochd or RS showed something
> similar.
> Interesting but needs a variable delay. (The difficult thing with
> delays through simple smoothing is that, probably, the indicator
> will loose his charm at the "good" moments).
> Dimitris Tsokakis
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