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Yes Darvas box is one of his fav's,
mechanical backtesting seem to yieldless the
satisfactory results around 5%
I think Daryl also apply's some subjectivity
to his trading that I haven't been able capture in a system
:(
I guess it comes from his years of trading, I
don't ever recall him mentioning backtesting or printing test reports
but a guy who make 60 % + year in year outis worth
listening to :)
The search goes on :)
Regards David
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Bruce Hearder
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, April 23, 2002 1:51
PM
Subject: RE: [amibroker] Help -- Simple
Question
Thanks David, The formula does just as I
wanted..Darryl reckons, now lets hope I get this right, that he had
tested theDarvas Box concept quite extensively and was happy with the
results.He mentioned that he got his best results with stocks making 6
or 12month hights, and then apply the Darvas method to them.He did
say that they worked quite well on all stocks (Blue chips,mid-caps and
specs).He did make the comment, however, that he had foundthe technique to
not as successful when applied to US stocks. He gave noreal reason why
this is so.He did allocate a large chunk of time to them, so he must
think they areof some worth..And as you say, if we could get the
same returns as he getting, thenI'll be happy to use this technique as
well.Once again, thanks for the formula..CheersBruce
Perth Australia-----Original Message-----From: David
Holzgrefe [mailto:dtholz@xxxx] Sent: Tuesday, 23 April 2002
11:33 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Help --
Simple QuestionHi bruce this what i use just set the range days to
5 in AA settings ..I wanted to see Guppy when he was in Melb but had
to work .. did hemention if the backtested any of his works ? ... i think
not , but idstill love the returns from his example portfolio
:)Regards David/* high for xn periods David
Holzgrefe14.01.2002 */Buy =H== HHV( H, 130) AND StrLen(Name() )
== 3 AND V > 10000;Sell = 0;Filter =
Buy;NumColumns=5;Column0 = ROC(C,260);Column0Name="annual % Return
";Column1 = ROC(C,5);Column1Name="Weekly % ";Column2 =
ROC(C,20);Column2Name="monthly % ";Column4 =
FullName();Column4Name="Name";Column3 = ROC(C,130);Column3Name="
Bi annual % ";----- Original Message ----- From: Bruce Hearder To:
amibroker@xxxxxxxxxxxxxxx Sent: Tuesday, April 23, 2002 12:46
PMSubject: [amibroker] Help -- Simple QuestionHi
all,I'm new to AB query language and still coming to grips with its
syntaxand the help files.I'm trying to find an easy way to find
all stocks that have reached a 6month high, where the high has occurred in
the last 5 days.Can anyone help??Hoping someone
canBrucePerth, AustraliaYour use of Yahoo!
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