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Dimitris,
The signal actually occurred on June 2, 2000 ... I ran the scan:
Filter=C>0;
AddColumn(H-L,"H-L");
AddColumn(0.001*d1*(H+L),"F2");
AddColumn(0.001*d2*(H+L),"F1");
and got:
QQQ 6/2/2000 2.23 2.60 8.00
QQQ 6/5/2000 3.44 2.62 8.05
Since 6/5/2000 is the next days open that is when the trade is initiated.
QP Data on June 2, 2000:
H=94.109
L=91.875
Yahoo Data on June 2, 2000:
H=93.94
L=82.5
I think this is one of the problems.
Peter
-----Original Message-----
From: dtsokakis [mailto:TSOKAKIS@x...]
Sent: Sunday, June 23, 2002 3:00 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: QQQ Individual Analysis
Peter,
I see a SELL on June 5,2000
According to YHOO data, H=95.31, L=91.88
According to Prophet, H=95.31, L=91.87
In both cases H-L is 3.43 or 3.44 and 0.001*d1*(H+L) is ~2.62 and the
sell condition is not satisfied.
What is your H, L for June 5,2000 ?
Just for the comparison , this is not the main point.
DT
--- In amibroker@xxxx, "bluesinvestor" <investor@xxxx> wrote:
> Dimitris,
>
> Again great performance and yet not the same trades or results ...
does your
> history go back further than Jan 2000?
>
> Peter
> -----Original Message-----
> From: Dimitris Tsokakis [mailto:TSOKAKIS@x...]
> Sent: Sunday, June 23, 2002 11:59 AM
> To: amibroker@xxxx
> Subject: [amibroker] QQQ Individual Analysis
>
>
> If you are fed up from my Composite Analysis, let us make a break
with an
> individual one.
> Simple logic, simple profits, pre-indicator era.[High, Low and
thats all
> !!]
> Dimitris Tsokakis
>
>
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