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Hi again,
Just for reference:
"super winning" system :-))) is:
buy = sell = 1; / * buy sell everyday
*/
Settings: Long only. buy on low, sell on
high
Test on any market to get tremendous
returns.
This is just for showing how important is
to use REALISTIC settings.
Best regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, October 13, 2001 4:20
PM
Subject: Re: [amibroker] The peculiar
System
Dimitris,
The reason why you get so good results is the
one
I mentioned already sometime ago:
you set unrealistic entry/exit settings- buy on
day's low
and sell on day's high.
To prove it: p<FONT face=Tahoma
size=2>lease modify your selling formula to:
sell = buy; /* sell on the same bar as you buy
*/
and your system will be winning no
matter
what is a buy formula with buying day low and
selling day's high!
You can go further buy on low and sell on high
everyday -
This "system" generates 45272.59 % during 281
days on DJIA stocks
without ANY optimization.
Great ? Not really - it is just an effect of
unrealistic settings.
Best regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dimitris
Tsokakis
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, October 13, 2001
1:30 PM
Subject: [amibroker] The peculiar
System
I wrote yesterday that this system is
strange.
One behavior never met before is the
following:
I scan with the exposed buy/sell
conditions
Buy=Cross<FONT
color=#000000>(C2,C1);Sell=Cross<FONT
color=#000000>(C1,C2);
The best % Net profit was +391% andall the
120 combinations
from optimization were profitable.
Then I inverse buy/sell with sell/buy,
ie
Sell=Cross<FONT
color=#000000>(C2,C1);Buy=Cross<FONT
color=#000000>(C1,C2);
The best % net profit was 88.4% (!!) and the
half of the 120 combinations
were profitable, if for a period
of
two years you were making mistakes all the
time (32 trades).
It is not easy to explain this
property.
Dimitris Tsokakis
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