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It is a filter to cancel some wrong entries.
Cancel, not correct.
When you speak about 30 trades, you mean in 2 years ?
If positive, 30 trades in 2 years [for me] is too much.
10 to 15 is better.
DT
--- In amibroker@xxxx, "nenapacwanfr" <nenapacwanfr@xxxx> wrote:
> Hello, Dimitri,
> what is the number of trade with the addition of magic ?
>
> I have tested many system and sometimes I did believe to have found
> the good filter, but the reason was because the number of trades
was
> not significant ( 30 trades at least)
>
> stephane
>
> > Are you disappointed from your trading system ?
> > Apply the magic condition and you will be surprised !!
> > Create first the "~OUT3" artificial ticker.
> > Scan the whole N100 with
> >
> > /*OUT 1, 2, 3*/
> > KUP=EMA((H+L+C)/3,10)+EMA(H-L,10);
> > KDOWN=EMA((H+L+C)/3,10)-EMA(H-L,10);
> > OUT1=C<KDOWN AND Ref(C,-1)>Ref(KDOWN,-1);
> > OUT2=C<KDOWN AND Ref(OUT1,-1);
> > OUT3=C<KDOWN AND Ref(OUT2,-1);
> > AddToComposite(OUT3,"~OUT3","V");
> > Buy=0;
> >
> > The "magic" ticker is Y, defined from the relation
> > Y=Foreign("~OUT3","V");
> > Let us see some applications.
> > a. The MACD() crossover.
> > We all know that MACD crossover fails in bearish markets.
> > Except if we add the magic OUT3 Y==0 or Y==1.
> >
> > The MACD crossover, after March1, 2000 is
> >
> > D=DateNum()>1000301;
> > Buy=D*(Cross(MACD(),Signal()));
> > Sell=D*(Cross(Signal(),MACD()));
> > Short=Sell;Cover=Buy;
> >
> > On QQQ gives a -67%.
> > Magic OUT3 may change it to +9.36% with
> > /*Magic 1*/
> > Y=Foreign("~OUT3","V");
> > D=DateNum()>1000301;
> > Buy=D*(Cross(MACD(),Signal()) AND Y==1);
> > Sell=D*(Cross(Signal(),MACD()));
> > Short=Sell;Cover=Buy;
> >
> > or to +60% with
> >
> > /*Magic 2*/
> > Y=Foreign("~OUT3","V");
> > D=DateNum()>1000301;
> > Buy=D*(Cross(MACD(),Signal()) AND Y==0);
> > Sell=D*(Cross(Signal(),MACD()));
> > Short=Sell;Cover=Buy;
> >
> > For the whole N100, the simple MACD() crossover is "extreme
> game" : -61%
> > with 5 profitable and 96 not profitable stocks !!!
> > With the magic OUT3 may rise to +3% or +9% for the respective
> additions.
> >
> > B. The Stochastics 30/70 system
> > Another nice but suffering system
> > For the whole N100, the "traditional" 30/70
> >
> > D=DateNum()>1000301;
> > Buy=D*(Cross(StochD(),30));
> > Sell=D*(Cross(70,StochD()));
> > Short=Sell;Cover=Buy;
> >
> > gives a -30%.
> > Touch it with the magic OUT3 and you change from -30% to +30% !!
> >
> > Y=Foreign("~OUT3","V");
> > D=DateNum()>1000301;
> > Buy=D*(Cross(StochD(),30) AND Y==1);
> > Sell=D*(Cross(70,StochD()));
> > Short=Sell;Cover=Buy;
> > For example, YHOO changes from +32% to +250%.
> >
> > So, if you still use loosing systems, you may improve their
> performance, adding Y==0 or
> > Y==1 or Y<2 etc to the previous Buy condition.
> >
> > Dimitris Tsokakis
> > PS Are you curious for the respective magic Sell additive ?
> > [to be continued]
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