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I tried to make the scan more "serious" to buy with stochd()<30
and sell with stochd()>70 (believing that I will avoid some useless
trades).
The result was ...exactly the opposite.
The simple formula had net profit +340%.
The "serious" had net loss -39%.
Conclusion:
a) The Yuki indicator is a trend follower and makes profits buying
out of the "usual" buy region.
b)What looks "serious" is not always profitable.
Dimitris Tsokakis
/*The "serious" formula*/
Slw =2;
Pds = 4;
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) and stochd()<30;
SELL=CROSS(70,B) and stochd()>70;
BUY=EXREM(BUY,SELL);
SELL=EXREM(SELL,BUY);
--- In amibroker@xxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> wrote:
> 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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