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It is OK.
Try the introductory formula I posted in a previous mail to see the
impact of d1 for sell and, respectively of d2 for buy.
Except the
d1=20;
F2=H-L<=0.001*d1*(H+L);
Sell=F2;
you may also try the
Filter=1;
Addcolumn(H-L/H+L,"");
to see the range of this quantity for the stock you study.
I hope it helps.
DT
--- In amibroker@xxxx, "greg" <greg.bean@xxxx> wrote:
> Dimitris,
>
> I didn't think that I was making a demand of you, sorry if you
thought so or took offence. No offence was intended. I just wanted to
know what was happening in your afl.
>
> Greg
> ----- Original Message -----
> From: dtsokakis
> To: amibroker@xxxx
> Sent: Sunday, June 23, 2002 4:33 PM
> Subject: [amibroker] Re: QQQ Individual Analysis
>
>
> --- In amibroker@xxxx, "greg" <greg.bean@xxxx> wrote:
> > Hi, Dimitris,
> >
> > I was trying to understand your formula and have come up with
the
> following questions, could you fill in what I have missed.
> >
> > d1=14;
> > d2=43;
> > x=H-L;
> > F2=x<=0.001*d1*(H+L);
> > F1=x>=0.001*d2*(H+L);
> > Sell=F2;Buy=F1;
> > Sell=ExRem(Sell,Buy);Buy=ExRem(Buy,Sell);
> > Short=Sell;Cover=Buy;
> > Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);
> >
> > d1 and d2 look to be multipliers, What do they represent?
> > x is today's range, I understand that ok.
> > F2 is the sell condition. It says sell if today's range <= can
you
> fill in this part in plain English
> > F1 is the buy condition. It says buy if today's range >= can
you
> fill in this part in plain English
> >
> > If you can explain how this works to a 10 year old, then maybe
> I'll be able to understand it too :) .
>
> A 10 year old should not trade at all, at least I think so.
> Trading need money and a 10 year old should not work to get money.
> Unfortunately many many children all around the world are working
at
> 10 or even below 5 !!!
> We should try to change it.
> We shall not change it if we teach them trading.
> This is for 10 year children.
> As for the explanations, YES, I can explain to a 10 year child
> special relativity [I did it many times and I have heard VERY
> interesting questions]. It is harder to explain Quantum
> Electrodynamis, except if I am not the proper person. [The great
> Feynmann have expressed the same opinion and he was one of the
> designers of Quantum Electrodynamics]
> As for the QQQ formula, the H/L spread shrinks when high and
widens
> when low.
> Play with the
> d1=20;
> F2=H-L<=0.001*d1*(H+L);
> Sell=F2;
> scan QQQ and see the Sell Arrows.
> Then, step by step decrease d1 from 20 to 10.
> At 20 you will see many red sell arrows. They are left very few
at 10
> and there is only one [since Jan 2000] when d1=5.
> What is your result??
> How can you design trading rules from this "experiment" ?
> Is this something that you want, to explain how I begin designing
> this system last summer?
> Will this explanation help.??
> What should I do if I begin explaining all this to various
persons ?
> Perhaps I did not understand the meaning of your demand [?]
> DT
> > Greg
> >
> >
> >
> >
> > ----- Original Message -----
> > From: Dimitris Tsokakis
> > To: amibroker@xxxx
> > Sent: Sunday, June 23, 2002 12:59 PM
> > 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
> >
> >
> > Yahoo! Groups Sponsor
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> >
> >
> >
> >
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