Re: [amibroker] Winning Systems

["server not recognized" <winchp@xxxx>]

David,  
 
Why are you delaying your signals so much by using 
<>0? Have a look, its the peak or reversal that is your friend. It 
should put you on high alert.  z<ref(z,-1)>ref(z,-2).  Assuming 
EOD then act using the previous day's (i.e z) low to sell , and its high as 
a stop if declining and vice versa when entering today (which would be 
z+1).  This will get you in at least on avarage a day earlier.
 
The system is an in the market always approach, so 
you may like to add some rules that trim this back for safety.
 
P

<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
David 
Holzgrefe 
To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Friday, October 05, 2001 7:50 
AM
Subject: Re: [amibroker] Winning 
Systems

Thanks Tom 
I was thinking more along the lines of an 
exploration code 
to create buy sell signals for 
backtesting.
 
I tried this thinking it would capture the 
movements but it seem to give false signals that done appear correct compared 
to chart .
 
maybe I have read the signal wrong ?
 

Buy = <FONT face="Courier New" color=#0000ff 
size=2>CCI() > <FONT 
face="Courier New" color=#ff00ff size=2>0<FONT face="Courier New" 
size=2> ;
Sell = <FONT face="Courier New" color=#0000ff 
size=2>CCI() < <FONT 
face="Courier New" color=#ff00ff size=2>0<FONT face="Courier New" 
size=2> ;
Buy = <FONT face="Courier New" color=#0000ff 
size=2>ExRem( Buy, Sell 
);
Sell = <FONT face="Courier New" color=#0000ff 
size=2>ExRem( Sell, Buy 
);
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>
 
 
Thanks DavidYour 
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