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Dear Tomasz,
The main subject is the comparison between various methods.
So, when I compare ModifiedRSI with 30/70 buy-sell system, I use the
same settings, else the comparison would be wrong.
My headache is what I posted yesterday.
When we optimize, we optimize the past and this is only a rough
description of the future.
David H. posted some interesting results in -ts list, from his
bullish market.
I hope I find some time next weekend to scan my 1999 bull market
also. The study of single AVRSI also should be finished as for the
first stage, the 5% outside time, etc etc
Unfortunately ...you have designed a powerful tool and at least means
a lot of work to do for the rest of us.
Until then, IS IT POSSIBLE NOW TO SOLVE A PROBLEM FOR US ?
Best regards
Dimitris Tsokakis
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Dimitris,
>
> OK. Still, if you want to have less headache about perfect timing
> the Modified RSI gives nice results also with plain Market orders
> (trading on Open price with 1 bar delay).
> Just wanted to point this out since it may lead to more realistic
> back-testing results.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> ----- Original Message -----
> From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> To: <amibroker@xxxx>
> Sent: 11 October, 2001 12:20
> Subject: [amibroker] Re: Fw: Modified RSI
>
>
> Dear Tomasz,
> This is the target of the day trader.
> On the other side, when I buy and the moment is proper to buy, the
> intraday retracements are few, just to panic some premature sellers.
> If the stock is in a real beginning of an uptrend, we will have one
> or two quick retracements the first hour. My bet with my broker is
> always if I catch the lowest intraday low or not.
> For heavy duty traders there is another way. When the stock drops,
> they put a buy order for 20,000 pieces(for a stock with 100-150,000
> av. day volume) and collect any possible small sell on this order.
> So, if the "big" order is at 5.5 euro, I can buy 1,000 pieces at
5,52
> easily.
> As for sell, if again the timing is correct, during the first hour
we
> have one or two movements over the last close and then the stock
will
> drop. Strong sellers try to sell 30,000 pieces at 8.52 and it is
not
> difficult to sell 1,000 pieces at 8,50.
> Best Regards
> Dimitris Tsokakis
> --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > Dimitris,
> >
> > Just one question regarding settings: you have set buy on low and
> sell on high price with 1 bar delay.
> >
> > How can you buy on low and sell on high in real trading?
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: Dimitris Tsokakis
> > To: amibroker@xxxx
> > Sent: 11 October, 2001 11:35
> > Subject: [amibroker] Fw: Modified RSI
> >
> >
> > Check please from the att. gif, if formula, selection ans
> settings are correct.
> >
> > >From: Yuki Taga <yukitaga@xxxx>
> > >Date: Thu Oct 11, 2001 10:32 am
> > >Subject: Re: [amibroker] Re: Modified RSI
> >
> >
> > >Hi DIMITRIS,
> >
> > >I think I'm making some progress here, but since I absolutely am
> new
> >
> >
> > For the visual part, I plot AVRSI, to see if -Dbuy and +Dsell
are
> symmetrical to AVRSI.
> >
> > >P.S. I guess I asked the wrong question about that white line
> in the
> > >chart. I should have asked you why you plot it, since the buy
> and
> > >sell signals don't seem to relate to it.
> >
> > 1, For the visual part, I plot AVRSI, to see if -Dbuy and
+Dsell
> are symmetrical to AVRSI
> > 2. We shall use this line in the simplified formula, where we
use
> ONLY cross(RSI,AVRSI).
> > ...Coming soon on your screen
> > Dimitris Tsokakis
> >
> >
> > Yahoo! Groups Sponsor
> >
> >
> >
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> Service.
>
>
>
>
>
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