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Re: QQQ Individual Analysis



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Trading Reference Links

You may also plot

R=1000*(H-L)/(H+L);
Plot(R,"",1,1);
Plot(DEMA(R,20),"",4,1);
to see the "waveform" of R.
Run also in AA the Exploration

R=1000*(H-L)/(H+L);
Filter=1;
AddColumn(R,"D-ratio");
AddColumn(LastValue(Highest(R)),"HIGHEST D-ratio");
AddColumn(LastValue(Lowest(R)),"LOWEST D-ratio");

to see the limits of this D-ratio, if we call it so.
the waveform is very interesting and gives the beginning of this 
observation.
For more details tomorrow.
[It is before midnight here]
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
> > 
> > 
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> > 
> > 
> > 
> > 
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> Service.
> 
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