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Hi Salil,
I never used these divergences in trading systems and I dont have
some backtesting results.
The main use is consulting.
The respective composites
http://www.amibroker.com/library/detail.php?id=180
ie the population of stocks with positive or negative Stoch Div, was
not so descriptive gor ^NDX group. [weak signals, useless
sometimes...]
For Athens SE, it is one of my best tools. The sharp peaks of NDI
occurred EXACTLY the day of the important turning points since Jan
2000 !!!
As you see, some indicators may be excellent for a market and nearly
useless for another.
[Perhaps some details of
http://amibroker.com/library/formula.php?id=48
http://amibroker.com/library/formula.php?id=49
should be re-written and arranged for ^NDX.
For example, I ask a price confirmation the day after the divergence
and may be not neccessary. I did not find the time to do this. May be
later.
Thank you for your interest.
DT
--- In amibroker@xxxx, Salil V Gangal <salil_gangal@xxxx> wrote:
> Hi Dimitris,
>
> I was going thru your Negative and Positive Stoch Divergences
> (http://amibroker.com/library/formula.php?id=49 and
> http://amibroker.com/library/formula.php?id=48).
>
> Was there any previous discussion about this ? (Please do pass me
the link if you
> have it.) What were the results of back-testing these
divergences ? (If there are
> any US stocks/indices you used for back-testing, please do let me
know which ones
> gave 'good' results.)
>
> Regards,
>
> - Salil V Gangal
>
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