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Re: [amibroker] Volatile Stocks



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Hi Dimitris,
 
Still, your "most volatile" stock is nicely 
trending and the trends last
for at least one month (usually 2-3 months), 
and that's why you get good results.
 
Best regards,
Tomasz Janeczko
amibroker.com
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
Dimitris 
Tsokakis 
To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: 09 October, 2001 21:45
Subject: [amibroker] Volatile 
Stocks

Dear Tomasz,
I tried one of the most volatile 
stocks.
The results were nearly excellent.
The stock lost th 90% of its value.
The optimum selection was 
X1=17
Dbuy=0
Dsell=9
(Settings Delay 1 day, 1% 
commission)
Total trades 5
Winners 5, Loosers 0
+71.5%, +22.9%, +2.8%, +95.4%, +3.8%
Total net profit +339.21%
If you say to a Greek fellow that you gained 
300%
from KLONK, he will think that you are 
joking.!!
Two important details:
a] Look at various points A how "gently"the 
RSI
avoids a premature buy.
b] At B1, B2, B3, whre the stock had great 
damage,
loosing the 50% of its value, you were totally 
OUT of
the Market.
I agree that there is a delay in reaction, but 
this means
that instead of a +110% you take +72%, which is 
not too
bad for the situation and especially forthe 
certain stock.
For the comparison, with
 
Buy=Cross<FONT color=#000000 
size=2>(RSI<FONT color=#000000 
size=2>(),3<FONT face=Verdana 
color=#000000 size=2><FONT 
color=#0000ff>0);
Sell=<FONT color=#800080 
size=2>Cross<FONT color=#000000 
size=2>(<FONT 
color=#0000ff>70,<FONT color=#800080 
size=2>RSI<FONT face=Arial color=#000000 
size=2>());
you simply loose -56% and 
with
<FONT face=Verdana color=#000000 
size=2> 
Buy=Cross<FONT color=#000000 
size=2>(RSI<FONT color=#000000 
size=2>(),35<FONT face=Verdana 
color=#000000 size=2>);
Sell=<FONT color=#800080 
size=2>Cross<FONT color=#000000 
size=2>(65<FONT color=#000000 
size=2>,RSI<FONT 
face=Arial color=#000000 size=2>());
you loose -67.75% and you have a 
sad open trade loosing
until now 
-43%
 
I think that the profit is 
poor not for choppy stocks but for
the trading ones. I will 
check it out and revert.
Thank you once again for 
trading comments.
Best 
Regards
Dimitris 
Tsokakis
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