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> Ps : To avoid all this, I shorted on June 18 second peak. The whole
> H/L spread was less than 1$ and I did not like it...
>percdiff = 5; /* peak detection threshold */
>fwdcheck = 5; /* forward validity check */
>mindistance = 10;
>validdiff = percdiff/400;
>PK= Peak( H, percdiff, 1 ) == High;
>x = Cum( 1 );
>XPK1 = ValueWhen( PK, x, 1 );
>XPK2 = ValueWhen( PK, x, 2 );
>peakdiff = ValueWhen( PK, H, 1 )/ValueWhen( PK, H, 2 );
>doubletop = PK AND abs( peakdiff - 1 ) < validdiff AND (XPK1 -
>XPK2)>mindistance
>AND High > HHV( Ref( H, fwdcheck ), fwdcheck - 1 );
>Buy = doubletop;
>Sell = H-L < 1.00 ;
>if condition 1 is "doubletop", and condition 2 is "H-L < 1.00".
>for the AFL impaired, what is the AFL formula for the short.
> tks Don
>ps: MSFT / Sell = H-L < 1.00;, going back over 2 years. interesting.
Don,
Although it was a local decision [that s why I wrote "I did not like it..."], MSFT has this
habit to shrink the spread when it is near the peak.
To make this condition better [it is crazy to Buy = doubletop; !!!!!, please don t do it ]
run the exploration
Filter=H-L<0.0085*(H+L);
AddColumn(C,"");
Sell=Filter;
and double click on the results.
The best Short is the last Sell, but we do not know it.
I use to Short=Sell and re-Short +5% or +10% higher. [If I am wrong, I will stop when +20% higher,
but There was no need the last two years...]
[I was lucky enough last November, Shorting at 64.5 on 8/11 and re-shorted at 70
between 8 to 11/1/2002]
Cover according to various criteria. Buy from time to time, it is the only way to sell.
If you don t buy, you may go short/cover, the environment is bearish [and it will not
change to rocket-bullish next week...] with some intension to congestive.
You may keep in mind that the wide optimization
Filter=H-L<0.0085*(H+L);
AddColumn(C,"");
Short=Filter;
d=Optimize("d",36,2,40,1);
Short=ExRemSpan(Short,d);
Cover=Ref(Short,-d);
is profitable from 2 to 50 [or more] days and , I think, you don t need anything more
from MSFT. Just some easy profits from time to time.
Of course, if you dream huge profits for the company, if you remember the 99 rally
and all this romantic stuff, you may join the ~100M buyers of Jan 16-17, 2002.
These days ~100M shares were bought at ~$70.
What was the buyers target ? $100 or $ 140 for the next two months?????
I don t know and never will. They know better.
This is just for a Synday discussion, systematic MSFT trading may stand fora +500%
for the last two years, if you like and if you trust this Stock.
Good luck and, please, don t buy when doubletop. It is VERY dangerous.
Dimitris Tsokakis
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<DIV><FONT size=2>--- In <A
href="http://groups.yahoo.com/group/amibroker/post?protectID=243232020254127190213038109248100208071048";>amibroker@xxxx</A>,
"dtsokakis" <<A
href="http://groups.yahoo.com/group/amibroker/post?protectID=101107038138031244083143203100129208071";>TSOKAKIS@xxxx</A>>
wrote:<BR><BR><BR>> Ps : To avoid all this, I shorted on June 18 second peak.
The whole <BR>> H/L spread was less than 1$ and I did not like
it...<BR><BR><BR>>percdiff = 5; /* peak detection threshold
*/<BR>>fwdcheck = 5; /* forward validity check */<BR>>mindistance =
10;<BR>>validdiff = percdiff/400;<BR>>PK= Peak( H, percdiff, 1 ) ==
High;<BR>>x = Cum( 1 );<BR>>XPK1 = ValueWhen( PK, x, 1 );
<BR>></FONT><FONT size=2>XPK2 = ValueWhen( PK, x, 2 ); <BR>>peakdiff =
ValueWhen( PK, H, 1 )/ValueWhen( PK, H, 2 );<BR>>doubletop = PK AND abs(
peakdiff - 1 ) < validdiff AND (XPK1 -
<BR>>XPK2)>mindistance<BR>>AND High > HHV( Ref( H, fwdcheck ),
fwdcheck - 1 );<BR>>Buy = doubletop;<BR>>Sell = H-L < 1.00 ;<BR>>if
condition 1 is "doubletop", and condition 2 is "H-L < 1.00".<BR>>for the
AFL impaired, what is the AFL formula for the short.<BR>> tks Don <BR>>ps:
MSFT / Sell = H-L < 1.00;, going back over 2 years. interesting.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Don,</FONT></DIV>
<DIV><FONT size=2>Although it was a local decision [that s why I wrote "Idid
not like it..."], MSFT has this</FONT></DIV>
<DIV><FONT size=2>habit to shrink the spread when it is near the
peak.</FONT></DIV>
<DIV><FONT size=2>To make this condition better [it is crazy to Buy = doubletop;
!!!!!, please don t do it ]</FONT></DIV>
<DIV><FONT size=2>run the exploration</FONT></DIV>
<DIV><FONT color=#000000 face=Verdana size=2> </DIV><FONT
face="Times New Roman"><FONT color=#0000ff>
<DIV>Filter=H-L<</FONT><FONT size=2>0.0085</FONT><FONT face=Verdana
size=2></FONT></FONT><FONT color=#0000ff
face="Times New Roman">*(H+L);</FONT></DIV></FONT><FONT face=Verdana
size=2><FONT color=#0000ff><FONT face="Times New Roman">
<DIV>AddColumn</FONT><FONT size=2>(C,</FONT><FONT size=2>""</FONT></FONT><FONT
face=Verdana size=2></FONT><FONT color=#0000ff
face="Times New Roman">);</FONT></DIV>
<DIV><FONT color=#0000ff face="Times New Roman">Sell=Filter;</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face="Times New Roman">and double click on the results.</FONT></DIV>
<DIV><FONT face="Times New Roman">The best Short is the last Sell, but wedo not
know it.</FONT></DIV>
<DIV><FONT face="Times New Roman">I use to Short=Sell and re-Short +5% or +10%
higher. [If I am wrong, I will stop when +20% higher, </FONT></DIV>
<DIV><FONT face="Times New Roman">but There was no need the last two
years...] </FONT></DIV>
<DIV><FONT face="Times New Roman">[I was lucky enough last November, Shorting at
64.5 on 8/11 and re-shorted at 70</FONT></DIV>
<DIV><FONT face="Times New Roman">between 8 to 11/1/2002]</FONT></DIV>
<DIV><FONT face="Times New Roman">Cover according to various criteria. Buy from
time to time, it is the only way to sell.</FONT></DIV>
<DIV><FONT face="Times New Roman">If you don t buy, you may go short/cover, the
environment is bearish [and it will not </FONT></DIV>
<DIV><FONT face="Times New Roman">change to rocket-bullish next week...] with
some intension to congestive.</FONT></DIV>
<DIV><FONT face="Times New Roman">You may keep in mind that the
wide optimization</FONT></DIV>
<DIV> </DIV>
<DIV><FONT color=#000000 face=Verdana size=2> </DIV><FONT
face="Times New Roman"><FONT color=#0000ff>
<DIV>Filter=H-L<</FONT><FONT size=2>0.0085</FONT><FONT face=Verdana
size=2></FONT></FONT><FONT color=#0000ff
face="Times New Roman">*(H+L);</FONT></DIV></FONT><FONT face=Verdana
size=2><FONT color=#0000ff><FONT face="Times New Roman">
<DIV>AddColumn</FONT><FONT size=2>(C,</FONT><FONT size=2>""</FONT></FONT><FONT
face=Verdana size=2></FONT><FONT color=#0000ff
face="Times New Roman">);</FONT></DIV>
<DIV><FONT color=#0000ff face="Times New Roman">Short=Filter;</FONT></DIV><FONT
color=#0000ff><FONT face="Times New Roman">
<DIV>d=</FONT><FONT size=2>Optimize</FONT></FONT></FONT><FONT
color=#0000ff><FONT face="Times New Roman"><FONT size=2>(</FONT><FONT
size=2>"d"</FONT><FONT size=2>,</FONT><FONT size=2>36</FONT><FONT
size=2>,</FONT><FONT size=2>2</FONT><FONT size=2>,</FONT><FONT
size=2>40</FONT><FONT size=2>,</FONT><FONT size=2>1</FONT></FONT><FONT
face=Verdana size=2></FONT><FONT color=#0000ff
face="Times New Roman">);</FONT></DIV><FONT color=#0000ff><FONT
face="Times New Roman">
<DIV>Short=</FONT><FONT size=2>ExRemSpan</FONT></FONT><FONT face=Verdana
size=2></FONT><FONT color=#0000ff
face="Times New Roman">(Short,d);</FONT></DIV><FONT color=#0000ff><FONT
face="Times New Roman">
<DIV>Cover=</FONT><FONT size=2>Ref</FONT></FONT></FONT><FONT face=Verdana
size=2><FONT color=#0000ff
face="Times New Roman">(Short,-d);</FONT></FONT></DIV>
<DIV><FONT face=Verdana size=2></FONT> </DIV>
<DIV><FONT face=Verdana size=2><FONT face="Times New Roman">is profitable from 2
to 50 [or more] days and , I think, you don t need anything
more</FONT></FONT></DIV>
<DIV><FONT face=Verdana size=2><FONT face="Times New Roman">from MSFT. Just some
easy profits from time to time.</FONT></FONT></DIV>
<DIV><FONT face=Verdana size=2><FONT face="Times New Roman">Of course, if you
dream huge profits for the company, if you remember the 99
rally</FONT></FONT></DIV>
<DIV><FONT face=Verdana size=2><FONT face="Times New Roman">and all this
romantic stuff, you may join the ~100M buyers of Jan 16-17,
2002.</FONT></FONT></DIV>
<DIV><FONT face=Verdana size=2><FONT face="Times New Roman">These days ~100M
shares were bought at ~$70.</FONT></FONT></DIV>
<DIV><FONT face=Verdana size=2><FONT face="Times New Roman">What was the buyers
target ? $100 or $ 140 for the next two months?????</FONT></FONT></DIV>
<DIV><FONT face=Verdana size=2><FONT face="Times New Roman">I don t know and
never will. They know better.</FONT></FONT></DIV>
<DIV><FONT face=Verdana size=2><FONT face="Times New Roman">This is just for a
Synday discussion, systematic MSFT trading may stand for a
+500%</FONT></FONT></DIV>
<DIV><FONT face=Verdana size=2><FONT face="Times New Roman">for the last two
years, if you like and if you trust this Stock.</FONT></FONT></DIV>
<DIV><FONT face="Times New Roman">Good luck and, please, don t buy when
doubletop. It is VERY dangerous.</FONT></DIV>
<DIV><FONT face=Verdana size=2><FONT face="Times New Roman">Dimitris
Tsokakis</FONT></DIV>
<DIV></FONT></FONT> </DIV></BODY></HTML>
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