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See attached afl file. It does not contain the code for the last theoretical trade. And I haven't debugged it, so there might be errors. You might want to try optimizing the buy and sell days. You need to use Stephane's rembuy.dll plugin at the Amibroker files section of Yahoo. Your buy/short delay should be set to 0, and your sell/cover delay should be set to 1. Your initial equity should be set to 100,000. If you test this on a watchlist of lots of stocks, it won't do well. I'm still trying to find a way to filter theuniverse of stocks down to a reasonable number. Let me know how it works out for you. Maybe you can suggest a way of filtering.
AV
----- Original Message -----
From: greg
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, June 23, 2002 7:42 PM
Subject: [amibroker] Turtle Trading System was QQQ Individual Analysis thread
Hi,
I've tried to construct The Turtle System you talk about here. Could you check my afl and tell me if I've got it right. I'm not getting very good results and I am unable to get rid of multiple arrows. Here's what I have coded so far;
// Turtle Trading //
/*Yes, the time-proven Turtle breakout system. They go long when the Highest High of the last 55 days is exceeded (breakout) OR go Short when the Lowest Low of the last 55 days is exceeded. They exit the long position when the Lowest Low of the last 20 days is exceeded OR the Short position when the Highest High for the last 20 days is exceeded. That's it. No indicators,no moving averages, no stochastics, no oscillators, only the High AND Low.I don't know of any simpler system than that (although, there are other nuances, like NOT taking the Signal if the last theoretical trade was A winner). The thing about that system is that it makes logical sense. It's easy to understand AND picture in the mind. The idea is that if A security (stockOR commodity) breaks out of A trading range, there is likely to be A continuing momentum that will carry it into A long term trend. There are lots ofFalse signals, but when it is NOT False, the profits are really big. Lots of people who follow the Turtle system have made lots of money with it overthe years.*/
EnterLongs=H>=HHV(H,55);
exitLongs=L>=LLV(L,20);
EnterShorts=L<=LLV(L,20);
ExitShorts=H<=HHV(H,20);
Buy=EnterLongs;
Sell=exitLongs;
Short=EnterShorts;
Cover=ExitShorts;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);
Filter=1;
AddColumn(H,"High",1.2);
AddColumn(HHV(H,55),"HHV(H,55)",1.2);
----- Original Message -----
From: Avcinci
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, June 23, 2002 7:06 PM
Subject: Re: [amibroker] Re: QQQ Individual Analysis
Dimitris,
>>When i give EXACTLY individual analysis, you ask "why use it ONLY on the QQQ? ". It is strange, isnt it?>>
In your very first post on this subject, it appeared, at least to me, you were suggesting it for the QQQ. You made no mention of it being used foranything else. So, naturally, I had the impression you had developed this system for QQQ only.
>>[have you seen anything more simple than this ?]>>
Yes, the time-proven Turtle breakout system. They go long when the highest high of the last 55 days is exceeded (breakout) or go short when the lowest low of the last 55 days is exceeded. They exit the long position when the lowest low of the last 20 days is exceeded or the short position when the highest high for the last 20 days is exceeded. That's it. No indicators,no moving averages, no stochastics, no oscillators, only the high and low.I don't know of any simpler system than that (although, there are other nuances, like not taking the signal if the last theoretical trade was a winner). The thing about that system is that it makes logical sense. It's easy to understand and picture in the mind. The idea is that if a security (stockor commodity) breaks out of a trading range, there is likely to be a continuing momentum that will carry it into a long term trend. There are lots offalse signals, but when it is not false, the profits are really big. Lots of people who follow the Turtle system have made lots of money with it overthe years.
When I read your code with no explanatory notes, I was puzzled as to the meaning of the lines, and frankly I still am. The coefficiet 0.001 is likely good only for the QQQ. True? I suppose it has to be different if a $200stock is being used, right? What's the fundamental basis of the 0.001? TheH+L? The other parameter coefficients? If the H/L spread shrinks at the peak in price, then adding the high to the low value and multiplying it by a bigger number compensates for when the H/L spread increases at the trough, where you multiply the sum of the H and L by a lower number. You buy when the range is greater than the product of H+L*0.001*43. It's all completely and totally empirical. Again, as I said for the 0.001 coefficient, I suspecteach stock would have to have its own d1 and d2 parameter values, right? If that's true, it would be too complicated, at least for my feeble mind, tokeep track of all those different parameter values.
>>Do you understand the same question for the indicators you use ? Do you "see" the meaning of StochD()<30 for example?>>
This may come as a surprise to you, Dimitris, but I try to avoid use ofindicators as much as possible, and most especially if I don't understand the indicator. I like ADX as a trigger for the beginning of a trend. I can go into a long explanation as to why, but that would be counterproductive on this board. I use simple trailing stops. I don't use Stochastics, RSI, DEMA, TEMA, etc., etc. All I was saying was when you suggest and post a trading system on the board, it would be nice to have a short explanatory dialogue for its use or in support of its basis. That's all. You said Stoch()<30 is much more complicated than a simple H/L relation. You are right. But, I didn't understand the particular H/L relation you were proposing. Thanks for your contribution.
AV
----- Original Message -----
From: dtsokakis
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, June 23, 2002 4:06 PM
Subject: [amibroker] Re: QQQ Individual Analysis
Well,
I try to respond as fast as possible, as you see.
Different questions from different points of view.
It is not only QQQ, we have had the same discussion with Don today
for MSFT.
QQQ was an example. Just an example.
This excellent forum is strange.
When I give Trade the Market systems, many people ask for individual
analysis. When i give EXACTLY individual analysis, you ask "why use
it ONLY on the QQQ? ".
It is strange, isnt it?
Many people ask for a "copy/paste" formula without explanations.
When I give a SIMPLE, PRE-INDICATOR formula with H and L only,[have
you seen anything more simple than this ?], nobody is satisfied,
because they want to learn something "behind" the formula.
Please, do not make simple things to look as complicated.
When the stock is near the peak the H/L spred shrinks, when it is
near the trough the spread widens and thats all.
It is just an observation and it may be translated to some trading
rules. Is it more complicated than RSI mechanism ?
I think no.
I would like to read what you do not understand, but, before posting
your [interesting] question just think : Do you understand the same
question for the indicators you use ?
Do you "see" the meaning of StochD()<30 for example ?
I think it is much more complicated than a simple H/L relation ?
I would like to have your opinion.
DT
--- In amibroker@xxxx, "Avcinci" <avcinci@xxxx> wrote:
> DT,
>
> Several people have asked you to explain the rationale behind your
latest "system", but you have not responded. I think it would be very
helpful that, whenever someone submits a trading idea to the group,
he/she at least includes a short paragraph with some brief
explanation or support for the rationale behind the system or idea. I
look at the code and it baffles me what it is trying to say. You buy
when the today's range exceeds 0.1% of a fudge factor multiplying the
sum of the high and low, and you sell when today's range is less than
this product. What the heck does that mean? And, why use it ONLY on
the QQQ? Very baffling.
>
> Al V.
> ----- Original Message -----
> From: Nurudin Kaba
> To: amibroker@xxxx
> Sent: Sunday, June 23, 2002 6:18 PM
> Subject: RE: [amibroker] Re: QQQ Individual Analysis
>
>
> 14,43 happen to be the optimum numbers...though it does form an
island using Herman's 3D graphing via excel...
>
> Interesting...but still don't understand the rational behind the
system.
>
> Thanks
> -----Original Message-----
> From: dtsokakis [mailto:TSOKAKIS@x...]
> Sent: Sunday, June 23, 2002 12:10 PM
> To: amibroker@xxxx
> Subject: [amibroker] Re: QQQ Individual Analysis
>
>
> As you see in settings, the final result is for Long & short
trades.
> If you select Long only, or Short only, you get the respective
results
> ///QQQ [14,43]=+177% [LONG]
> ///QQQ [14,43]=+359% [SHORT] AND
> ///QQQ [14,43]=+1175% [LONG & SHORT]
> for parameters values 14, 43
> DT
> --- In amibroker@xxxx, "Nurudin Kaba" <n.kaba@xxxx> wrote:
> > DT, what is the premise behind HL.afl.
> >
> > Thanks
> > -----Original Message-----
> > From: dtsokakis [mailto:TSOKAKIS@x...]
> > Sent: Sunday, June 23, 2002 11:16 AM
> > To: amibroker@xxxx
> > Subject: [amibroker] Re: QQQ Individual Analysis
> >
> >
> > Peter,
> > My data begin on 3/1/2000.
> > See analytic #
> > http://groups.yahoo.com/group/amibroker/message/20095
> > 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
> > >
> > >
> > > Yahoo! Groups Sponsor
> > > ADVERTISEMENT
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo!
Terms of
> > Service.
> >
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service.
>
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
>
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
------=_NextPart_001_02BA_01C21AF2.6F438920
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charset="iso-8859-1"
Content-Transfer-Encoding: quoted-printable
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD>
<META http-equiv=Content-Type content="text/html; charset=iso-8859-1">
<META content="MSHTML 6.00.2716.2200" name=GENERATOR>
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<BODY bgColor=#ffffff>
<DIV>Greg,</DIV>
<DIV> </DIV>
<DIV>See attached afl file. It does not contain the code for the last
theoretical trade. And I haven't debugged it, so there might be errors. You
might want to try optimizing the buy and sell days. You need to use Stephane's
rembuy.dll plugin at the Amibroker files section of Yahoo. Your buy/short delay
should be set to 0, and your sell/cover delay should be set to 1. Your initial
equity should be set to 100,000. If you test this on a watchlist of lots of
stocks, it won't do well. I'm still trying to find a way to filter the universe
of stocks down to a reasonable number. Let me know how it works out for you.
Maybe you can suggest a way of filtering. </DIV>
<DIV> </DIV>
<DIV>AV</DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
<A title=greg.bean@xxxx
href="mailto:greg.bean@xxxx";>greg</A> </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=amibroker@xxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Sunday, June 23, 2002 7:42 PM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> [amibroker] Turtle Trading
System was QQQ Individual Analysis thread</DIV>
<DIV><BR></DIV>
<DIV><FONT color=#000080>Hi,</FONT></DIV>
<DIV><FONT color=#000080></FONT> </DIV>
<DIV><FONT color=#000080>I've tried to construct The Turtle System you talk
about here. Could you check my afl and tell me if I've got it right. I'm
not getting very good results and I am unable to get rid of multiple arrows.
Here's what I have coded so far;</FONT></DIV>
<DIV><FONT color=#000080></FONT> </DIV>
<DIV><FONT color=#008000 size=1>
<P>// Turtle Trading //</P></FONT><FONT face="Courier New" color=#000000
size=1></FONT><FONT face="Courier New" color=#008000 size=1>
<P>/*Yes, the time-proven Turtle breakout system. They go long when the
Highest High of the last 55 days is exceeded (breakout) OR go Short when the
Lowest Low of the last 55 days is exceeded. They exit the long position when
the Lowest Low of the last 20 days is exceeded OR the Short position whenthe
Highest High for the last 20 days is exceeded. That's it. No indicators, no
moving averages, no stochastics, no oscillators, only the High AND Low. I
don't know of any simpler system than that (although, there are other nuances,
like NOT taking the Signal if the last theoretical trade was A winner). The
thing about that system is that it makes logical sense. It's easy to
understand AND picture in the mind. The idea is that if A security (stockOR
commodity) breaks out of A trading range, there is likely to be A continuing
momentum that will carry it into A long term trend. There are lots of False
signals, but when it is NOT False, the profits are really big. Lots of people
who follow the Turtle system have made lots of money with it over the
years.*/</P></FONT><FONT face="Courier New" color=#000000 size=1>
<P>EnterLongs=<B>H</B>>=</FONT><FONT face="Courier New" color=#0000ff
size=1>HHV</FONT><FONT face="Courier New" color=#000000
size=1>(<B>H</B>,</FONT><FONT face="Courier New" color=#ff00ff
size=1>55</FONT><FONT face="Courier New" color=#000000 size=1>);</P>
<P>exitLongs=<B>L</B>>=</FONT><FONT face="Courier New" color=#0000ff
size=1>LLV</FONT><FONT face="Courier New" color=#000000
size=1>(<B>L</B>,</FONT><FONT face="Courier New" color=#ff00ff
size=1>20</FONT><FONT face="Courier New" color=#000000 size=1>);</P>
<P>EnterShorts=<B>L</B><=</FONT><FONT face="Courier New" color=#0000ff
size=1>LLV</FONT><FONT face="Courier New" color=#000000
size=1>(<B>L</B>,</FONT><FONT face="Courier New" color=#ff00ff
size=1>20</FONT><FONT face="Courier New" color=#000000 size=1>);</P>
<P>ExitShorts=<B>H</B><=</FONT><FONT face="Courier New" color=#0000ff
size=1>HHV</FONT><FONT face="Courier New" color=#000000
size=1>(<B>H</B>,</FONT><FONT face="Courier New" color=#ff00ff
size=1>20</FONT><FONT face="Courier New" color=#000000 size=1>); </P><B>
<P>Buy</B>=EnterLongs;</P><B>
<P>Sell</B>=exitLongs;</P><B>
<P>Short</B>=EnterShorts;</P><B>
<P>Cover</B>=ExitShorts;</P><B>
<P>Buy</B>=</FONT><FONT face="Courier New" color=#0000ff
size=1>ExRem</FONT><FONT face="Courier New" color=#000000
size=1>(<B>Buy</B>,<B>Sell</B>);</P><B>
<P>Sell</B>=</FONT><FONT face="Courier New" color=#0000ff
size=1>ExRem</FONT><FONT face="Courier New" color=#000000
size=1>(<B>Sell</B>,<B>Buy</B>);</P><B>
<P>Short</B>=</FONT><FONT face="Courier New" color=#0000ff
size=1>ExRem</FONT><FONT face="Courier New" color=#000000
size=1>(<B>Short</B>,<B>Cover</B>);</P><B>
<P>Cover</B>=</FONT><FONT face="Courier New" color=#0000ff
size=1>ExRem</FONT><FONT face="Courier New" color=#000000
size=1>(<B>Cover</B>,<B>Short</B>);</P><B>
<P>Filter</B>=</FONT><FONT face="Courier New" color=#ff00ff
size=1>1</FONT><FONT face="Courier New" color=#000000 size=1>;</P></FONT><FONT
face="Courier New" color=#0000ff size=1>
<P>AddColumn</FONT><FONT face="Courier New" color=#000000
size=1>(<B>H</B>,</FONT><FONT face="Courier New" color=#ff00ff
size=1>"High"</FONT><FONT face="Courier New" color=#000000
size=1>,</FONT><FONT face="Courier New" color=#ff00ff size=1>1.2</FONT><FONT
face="Courier New" color=#000000 size=1>);</P></FONT><FONT face="Courier New"
color=#0000ff size=1>
<P>AddColumn</FONT><FONT face="Courier New" color=#000000 size=1>(</FONT><FONT
face="Courier New" color=#0000ff size=1>HHV</FONT><FONT face="Courier New"
color=#000000 size=1>(<B>H</B>,</FONT><FONT face="Courier New" color=#ff00ff
size=1>55</FONT><FONT face="Courier New" color=#000000 size=1>),</FONT><FONT
face="Courier New" color=#ff00ff size=1>"HHV(H,55)"</FONT><FONT
face="Courier New" color=#000000 size=1>,</FONT><FONT face="Courier New"
color=#ff00ff size=1>1.2</FONT><FONT face="Courier New" color=#000000
size=1>);</P></FONT></DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000080 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
Avcinci
</DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=amibroker@xxxxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A></DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Sunday, June 23, 2002 7:06
PM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: [amibroker] Re: QQQ
Individual Analysis</DIV>
<DIV><BR></DIV>
<DIV>Dimitris,</DIV>
<DIV> </DIV>
<DIV><FONT face="Courier New">>>When i give EXACTLY individual
analysis, you ask "why use it ONLY on the QQQ? ". It is strange, isnt
it?>></FONT></DIV>
<DIV> </DIV>
<DIV>In your very first post on this subject, it appeared, at least to me,
you were suggesting it for the QQQ. You made no mention of it being used for
anything else. So, naturally, I had the impression you had developed this
system for QQQ only. </DIV>
<DIV> </DIV>
<DIV><FONT face="Courier New">>>[have you seen anything more simple
than this ?]>></FONT></DIV>
<DIV><FONT face="Courier New"></FONT> </DIV>
<DIV>Yes, the time-proven Turtle breakout system. They go long when the
highest high of the last 55 days is exceeded (breakout) or go short when the
lowest low of the last 55 days is exceeded. They exit the long positionwhen
the lowest low of the last 20 days is exceeded or the short position when
the highest high for the last 20 days is exceeded. That's it. No indicators,
no moving averages, no stochastics, no oscillators, only the high and low. I
don't know of any simpler system than that (although, there are other
nuances, like not taking the signal if the last theoretical trade was a
winner). The thing about that system is that it makes logical sense.
It's easy to understand and picture in the mind. The idea is that if a
security (stock or commodity) breaks out of a trading range, there is likely
to be a continuing momentum that will carry it into a long term trend. There
are lots of false signals, but when it is not false, the profits are really
big. Lots of people who follow the Turtle system have made lots of money
with it over the years. </DIV>
<DIV> </DIV>
<DIV>When I read your code with no explanatory notes, I was puzzled as to
the meaning of the lines, and frankly I still am. The coefficiet 0.001 is
likely good only for the QQQ. True? I suppose it has to be different ifa
$200 stock is being used, right? What's the fundamental basis of the 0.001?
The H+L? The other parameter coefficients? If the H/L spread shrinks atthe
peak in price, then adding the high to the low value and multiplying itby a
bigger number compensates for when the H/L spread increases at the trough,
where you multiply the sum of the H and L by a lower number. You buy when
the range is greater than the product of H+L*0.001*43. It's all completely
and totally empirical. Again, as I said for the 0.001 coefficient, I suspect
each stock would have to have its own d1 and d2 parameter values, right? If
that's true, it would be too complicated, at least for my feeble mind, to
keep track of all those different parameter values. </DIV>
<DIV> </DIV>
<DIV><FONT face="Courier New">>>Do you understand the same question
for the indicators you use ? Do you "see" the meaning of StochD()<30for
example?>></FONT></DIV>
<DIV><FONT face="Courier New"></FONT> </DIV>
<DIV>This may come as a surprise to you, Dimitris, but I try to avoid use of
indicators as much as possible, and most especially if I don't understand
the indicator. I like ADX as a trigger for the beginning of a trend. I can
go into a long explanation as to why, but that would be counterproductive on
this board. I use simple trailing stops. I don't use Stochastics, RSI, DEMA,
TEMA, etc., etc. All I was saying was when you suggest and post a
trading system on the board, it would be nice to have a short explanatory
dialogue for its use or in support of its basis. That's all. You said
Stoch()<30 is much more complicated than a simple H/L relation. You are
right. But, I didn't understand the particular H/L relation you were
proposing. Thanks for your contribution. </DIV>
<DIV> </DIV>
<DIV>AV</DIV>
<DIV><BR></DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
dtsokakis
</DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A
title=amibroker@xxxxxxxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A>
</DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Sunday, June 23, 2002 4:06
PM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> [amibroker] Re: QQQ
Individual Analysis</DIV>
<DIV><BR></DIV><TT>Well,<BR>I try to respond as fast as possible, as you
see.<BR>Different questions from different points of view.<BR>It is not
only QQQ, we have had the same discussion with Don today <BR>for
MSFT.<BR>QQQ was an example. Just an example.<BR>This excellent forumis
strange.<BR>When I give Trade the Market systems, many people ask for
individual <BR>analysis. When i give EXACTLY individual analysis, youask
"why use <BR>it ONLY on the QQQ? ".<BR>It is strange, isnt it?<BR>Many
people ask for a "copy/paste" formula without explanations.<BR>When Igive
a SIMPLE, PRE-INDICATOR formula with H and L only,[have <BR>you seen
anything more simple than this ?], nobody is satisfied, <BR>because they
want to learn something "behind" the formula.<BR>Please, do not make
simple things to look as complicated.<BR>When the stock is near the peak
the H/L spred shrinks, when it is <BR>near the trough the spread widens
and thats all.<BR>It is just an observation and it may be translated to
some trading <BR>rules. Is it more complicated than RSI mechanism ?<BR>I
think no.<BR>I would like to read what you do not understand, but, before
posting <BR>your [interesting] question just think : Do you understand the
same <BR>question for the indicators you use ?<BR>Do you "see" the meaning
of StochD()<30 for example ?<BR>I think it is much more complicated
than a simple H/L relation ?<BR>I would like to have your
opinion.<BR>DT<BR>--- In amibroker@xxxx, "Avcinci" <avcinci@xxxx>
wrote:<BR>> DT,<BR>> <BR>> Several people have asked you to
explain the rationale behind your <BR>latest "system", but you have not
responded. I think it would be very <BR>helpful that, whenever someone
submits a trading idea to the group, <BR>he/she at least includes a short
paragraph with some brief <BR>explanation or support for the rationale
behind the system or idea. I <BR>look at the code and it baffles me what
it is trying to say. You buy <BR>when the today's range exceeds 0.1% of a
fudge factor multiplying the <BR>sum of the high and low, and you sell
when today's range is less than <BR>this product. What the heck does that
mean? And, why use it ONLY on <BR>the QQQ? Very baffling. <BR>>
<BR>> Al V.<BR>> ----- Original Message -----
<BR>> From: Nurudin Kaba <BR>> To:
amibroker@xxxx <BR>> Sent: Sunday, June 23, 2002 6:18
PM<BR>> Subject: RE: [amibroker] Re: QQQ Individual
Analysis<BR>> <BR>> <BR>> 14,43 happen to be the
optimum numbers...though it does form an <BR>island using Herman's 3D
graphing via excel...<BR>> <BR>> Interesting...but still
don't understand the rational behind the <BR>system. <BR>>
<BR>> Thanks<BR>> -----Original
Message-----<BR>> From: dtsokakis
[mailto:TSOKAKIS@x...]<BR>> Sent: Sunday, June
23, 2002 12:10 PM<BR>> To:
amibroker@xxxx<BR>> Subject: [amibroker] Re:
QQQ Individual Analysis<BR>> <BR>> <BR>>
As you see in settings, the final result is for Long & short
<BR>trades.<BR>> If you select Long only, or
Short only, you get the respective
<BR>results<BR>> ///QQQ [14,43]=+177% [LONG]
<BR>> ///QQQ [14,43]=+359% [SHORT] AND
<BR>> ///QQQ [14,43]=+1175% [LONG & SHORT]
<BR>> for parameters values 14,
43<BR>> DT<BR>> ---
In amibroker@xxxx, "Nurudin Kaba" <n.kaba@xxxx>
wrote:<BR>> > DT, what is the premise behind
HL.afl.<BR>> >
<BR>> >
Thanks<BR>> > -----Original
Message-----<BR>> > From:
dtsokakis [mailto:TSOKAKIS@x...]<BR>>
> Sent: Sunday, June 23, 2002 11:16
AM<BR>> > To:
amibroker@xxxx<BR>> > Subject:
[amibroker] Re: QQQ Individual Analysis<BR>>
> <BR>> >
<BR>> >
Peter,<BR>> > My data beginon
3/1/2000.<BR>> > See analytic
#<BR>> > <A
href="http://groups.yahoo.com/group/amibroker/message/20095";>http://groups.yahoo.com/group/amibroker/message/20095</A><BR>>
> DT<BR>> > ---
In amibroker@xxxx, "bluesinvestor" <investor@xxxx>
<BR>wrote:<BR>> > >
Dimitris,<BR>> > >
<BR>> > > Again great
performance and yet not the same trades or
<BR>> results ...
<BR>> > does
your<BR>> > > history goback
further than Jan 2000?<BR>> >
> <BR>> > >
Peter<BR>> > >
-----Original Message-----<BR>>
> > From: Dimitris Tsokakis
[mailto:TSOKAKIS@x...]<BR>> >
> Sent: Sunday, June 23, 2002 11:59
AM<BR>> > > To:
amibroker@xxxx<BR>> >
> Subject: [amibroker] QQQ Individual
Analysis<BR>> > >
<BR>> > >
<BR>> > > Ifyou
are fed up from my Composite Analysis, let us <BR>make a
<BR>> break <BR>>
> with an<BR>> >
> individual one.<BR>> >
> Simple logic, simple profits, pre-indicator era.[High,
<BR>Low <BR>> and
<BR>> > thats
all<BR>> > >
!!]<BR>> > >
Dimitris Tsokakis<BR>> > >
<BR>> > >
<BR>> >
> Yahoo! Groups
Sponsor<BR>> >
>
ADVERTISEMENT<BR>> > >
<BR>> > >
<BR>> > >
<BR>> > >
<BR>> > > Your
use of Yahoo! Groups is subject to the Yahoo! <BR>Terms of
<BR>> >
Service.<BR>> >
<BR>> > <BR>>
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