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I hope that #5277 gives the outline of analysis suggested.
You may play with event, time and % gain for a whole data base.
If you are interested for a certain formation and you do not know the
AFL syntax, I am sure that someone will help.
This list is No 1 and I think you agree.
Let us enjoy it.
Dimitris Tsokakis
--- In amibroker@xxxx, "server not recognized" <winchp@xxxx> wrote:
> D,
>
> I'd suggest both a best perspective, i.e the best possible of
outcomes always leaving it to the best plus a simple first close
> above/below L/H as a worst case. Its rough but with 3000+
Australian stock, 10,000 US?, XX,000 Greek there should be some
> indicative results. And thats' all we're looking for, the best of
the best.
>
> P
> ----- Original Message -----
> From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> To: <amibroker@xxxx>
> Sent: Saturday, October 06, 2001 7:39 PM
> Subject: [amibroker] Re: Candlestick-Analyzer
>
>
> > See for example the discussion after an interesting question by
David
> > H. in #3742, #3744 until #3835, #3860, #3879 and others related to
> > Bullish Harami.
> > They were posted the ...ancient period of Amibroker 3.68.
> > Replacing the Harami condition with another, you may check
efficiency
> > for any formation.
> > Back testing here is a bit unusual, because each formation is a
> > single "buy" or a single "sell".
> > It is meaningless to BUY at bullish harami and SELL at evening
star,
> > so the only thing you can test is the result of a formation some
days
> > later.
> > If there is any other idea to test a formation efficiency, please
> > contribute.
> > Dimitris Tsokakis
> > --- In amibroker@xxxx, "server not recognized" <winchp@xxxx>
wrote:
> > A good few examples of
> > > what they look like in a chart performing how they are supposed
to
> > work, but no substantial evaluation of success. So is it not
> > > unreasonable to first check the validity? I think in AB it
would
> > be dead simple to access a score for each formation included and
> > > backtest. I know that a commercial group has done exactly this
and
> > discovered that the results are less than great, and re-casting
> > > the formations was necessary and the substance of their
commercial
> > offering.
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
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