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Nate,
Delay should be +1.
Some profits fall from +3000% to +30%.!!!
I will take a look, no previous experience with TRIX
DT
--- In amibroker@xxxx, "Dr. S. Nathan Berger" <snberger@xxxx> wrote:
> Al- 'sHappenen?
>
> Sorry, Monday morning brain fog.
>
> Reference is to using the TRIX formula posted last week to the
group:
>
> pds=Optimize("pds",12,5,23,3);
> pds2=Optimize("pds2",3,3,15,1);
>
> Buy=Trix(pds) > EMA(Trix(pds),pds2);
> Sell=Trix(pds) < EMA(Trix(pds),pds2);
> Short=Trix(pds) < EMA(Trix(pds),pds2);
> Cover=Trix(pds) > EMA(Trix(pds),pds2);
>
> Filter=1;
> Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); Short=ExRem(Short,Cover);
> Cover=ExRem(Cover,Short);
>
> AddColumn(Buy,"Buy");
> AddColumn(Sell,"sell");
> AddColumn(Short,"short");
> AddColumn(Cover,"cover");
>
> A remark had been made that this formula seemed workable, but that
the
> selection of stocks to which it was applied made a substantial
difference.
> In search for such stocks, I tested this formula over the stocks
listed in
> the CCT50.tls, (which is used by Steve in his CMO System).
>
> When optimizing individually over each stock in the CCT50.tls, the
results
> consistently come up pds=5 and pds2=3. When these optimized figures
were
> entered into the formula, the backtested results for
> AMTL, BEAS, CEFT, AHIR, CHKP, CMVT, CTX, DYN, KLAC, MERQ,
NVDA,
> SEBL. came back returning a performance of OVER 1500% for each
stock. Of
> these, MERQ is 4800% and NVDA is 4900%
>
> Settings: Init. Eq 10,000 Positions: Long Periodicity: Daily
> Long Trade Buy Price: Open Delay: 0
> Short Trade Buy Price: Open Delay: 0
> Max. Stop Loss, Profit Target, Trailing Stop all are Disabled
> Reporting set to Overall Summary
>
> Hope this is clearer now. Also hope this is reality, and not a
continuation
> of the brain fog. Perhaps a cup of coffee would help...
>
> Nate
>
>
>
>
> At 10:08 AM 6/24/02 -0400, you wrote:
>
> >Hi, Nate. Long time, no hear. I'm not sure your post is about the
CMO5
> >system or the Turtle system. Can you elaborate a little on what
you are
> >talking about? What are you setting to 0? How do you use TRIX to
evaluate
> >preformance of a system? I'm at work right now, so I cannot go
back and
> >review past posts. Thanks.
> >
> >Al Venosa
>
>
>
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