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Steve,
Name calling only starts when bad posts are posted.
I'm also new to this group; judging from your posts, I
think you've done fine. keep up the good work.
--- Steve Karnish <kernish@xxxx> wrote:
> Dimitris,
>
> Thank you for you thoughtful reply. I believe there
> is ample evidence that
> over the years I have documented many of my posts.
> During the time I
> conducted seminars (for MetaStock, E-Signal &
> various others), I even
> distributed 12 months worth of brokerage statements
> at some of these events.
> The fact is: my last two posts did not include the
> documentation that you
> would like to see. Some will, some won't. I'll let
> the overall quality of
> my contributions speak for me ... over a period of
> time. I just thought if
> I was violating the nature of the forum, I would
> refrain from future posts.
> I'm new here (AB forum)and I'm trying to be a good
> citizen. As you know,
> many forums have turned into "name calling",
> degrading experiences. I hope
> this list never has to deal with unpleasant posters.
>
> Take care,
>
> Steve
> www.cedarcreektrading.com
>
>
> ----- Original Message -----
> From: dtsokakis <TSOKAKIS@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, April 25, 2002 4:47 AM
> Subject: [amibroker] Re:"ba-buy"
>
>
> > Hi Steve,
> > The word [or the meaning] "refrain" was not
> included in my message.
> > For the case of misunderstanding, I did not say to
> refrain or not to
> > refrain. It is up to you to do exactly what you
> want.
> > As you write,
> > "I've always used a well-documented approach"
> > In your last two messages, there was a total lack
> of any
> > documentation and I suppose you agree.
> > This is something I do not like. The opinion is
> personal, I speak for
> > myself only. Many friends here have different
> opinion, as you
> > probably read in various messages. We participate
> in a quite
> > democratic list, we pay respect to any opinion and
> we may have our
> > own.
> > I suppose as obvious that there is nothing
> personal. i do not know
> > you, my comments were for your postings and the
> lack of
> > documentation, not for you and the rest of your
> job or experience.
> > How should I comment something that I ignore?
> > AFL is friendly enough to help you express your
> ideas and share them
> > [if you want] with us.
> > Until then, you may ask any kind of AFL learning
> help. Be sure that
> > you will have first quality replies, like we have
> everyday.
> > Thank you for your reply,
> > Dimitris Tsokakis
> > --- In amibroker@xxxx, "Steve Karnish"
> <kernish@xxxx> wrote:
> > > Dimitris,
> > >
> > > Maybe while I'm learning AB, I will refrain from
> posting to this
> > forum. I"ve been an active forum member of both
> Realtraders and
> > MetaStock forums for the last seven years. During
> that time, I've
> > posted an abundance of indicators and system
> approaches. Everyone on
> > those lists are familiar with my momentum
> oscillator approaches. The
> > Guppy site has some of my work (and I believe
> Tomasz has some on the
> > AB site).. Also, I have publicly posted buy and
> sell recommendations,
> > nightly, for the past three years (free for the
> taking).
> > >
> > > When an occurrence takes place that is "out of
> the ordinary" (once
> > every three years), I like to share it with other
> traders. Plain and
> > simple (no other reasons or motives). If I have
> to statistically
> > defend a casual observation...it's not worth the
> my time to post.
> > I've managed money for over twenty five years and
> I've always used a
> > well-documented approach. The other forums
> responded with ohter
> > credible individuals adding other casual
> observations.
> > >
> > > I apologize if I've offended you or others.
> I'll just "chill out"
> > until I convert everything over to AB realtime.
> In the meantime, E-
> > signal delivered their new version today.. And by
> the way, Dimitris,
> > could you "lose" the magenta background...it
> offends my eyes
> > >
> > > Take care,
> > >
> > > Steve
> > > www.cedarcreektrading.com
> > > ----- Original Message -----
> > > From: Dimitris Tsokakis
> > > To: amibroker@xxxx
> > > Sent: Wednesday, April 24, 2002 1:23 PM
> > > Subject: [amibroker] Re:"ba-buy"
> > >
> > >
> > > Steve,
> > > Please make your life [and research] easier
> and help common
> > understanding.
> > > Instead of reporting "haven't seen this many
> buy signals in a
> > year" [wich is not
> > > quantitatively clear and may be repeated many
> times], you could
> > give us a count
> > > of Buy/Sell as a daily function versus time.
> > > Select your group or watch list and run for
> All quotations the
> > simple but basic code
> > >
> > > Buy=Cross(MACD(),0);//your buy condition here
> > >
> > > Sell=Cross(0,MACD());//your sell condition
> here
> > >
> > > Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
> > >
> > > AddToComposite(Buy,"~Buy","v");
> > >
> > > AddToComposite(Sell,"~Sell","v");
> > >
> > > Plot(Foreign("~Buy","V"),"Buy",1,1);
> > >
> > > Plot(Foreign("~Sell","V"),"Sell",4,1);
> > >
> > > In your ind. builder paste the same code and
> see [and show to us
> > perhaps] the respective gif
> > > You will have a more clear picture of massive
> buys/sells and make
> > a first steady step to
> > > investigate some possible reasons
> [seasonality, causality etc]
> > > It does not teaches anything the "Buy MSFT" or
> "Sell MSFT"and, as
> > for myself, I do not like it.
> > > Do not be affraid, the level of this site is
> quite advanced,
> > people here will understand your
> > > theory even if it is complicated of
> sophisticated or [why not]
> > genious.
> > > Counting is the first step of statistics and,
> thanks to
> > Amibroker, we can count anything easily
> > > with the unique and superb AddToComposite()
> function.
> > > It is the primitive step of objectivity, and I
> suppose you agree.
> > > I will appreciate your next "AddToComposite"
> Step.
> > > Dimitris Tsokakis
> > >
> > > Your use of Yahoo! Groups is subject to the
> Yahoo! Terms of
> > Service.
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> >
> >
>
>
=== message truncated ===
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