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Dear Hal and Nate,
Thank you for your contribution.
One reason that makes non-universal the
Stochd() Dbuy, Dsell system is the following.
Some stocks fit better to this system and gave
in my database +60% and +80% Net profit, although
their buy&hold result was negative.
Some other had losses more than -30% etc.
When we scan the whole data base, optimization tries
to find the best combination that will absorb losses.
So, the interesting question is :
Can we have a watch list with the top 50 of the stocks
and look further?
Tomasz has some extra idea perhaps...
Dimitris Tsokakis
--- In amibroker@xxxx, "Dr. S. Nathan Berger" <snberger@xxxx> wrote:
> >The detailed approximation improved to -3.3%
> >The conclusion was obvious: There is not a good "universal"
> >combination of X1, Dbuy, Dsell for the whole Market.
> >There are stocks with Net % profit more than 100% and this is
> >the target.
> >I do not know a general method to filter out these stocks, so I
keep
> >on searching.
> >
>
> Dear Hal/Dimitris,
>
> Attempted to do the same thing Hal had in mind, only running
against 656
> mutual funds. Had the same experience as Dimitris reports, that is,
the
> Universal combination simply did not exist. Wish it were
otherwise...
>
> Nate Berger
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