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The last Open Short is no more Open.
A clear +31% for the D-ratio funs.
Dimitris Tsokakis
PS. The 98/99 performance is still without any improvement.
And it will be without any improvement.
Because it belongs to the past.
The last Open Short belongs also to the [recent] past
--- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
>
> Formula
>
>
> d1=14;
> d2=43;
> F2=H-L<=0.001*d1*(H+L);
> F1=H-L>=0.001*d2*(H+L);
> Sell=F2;Buy=F1;
> Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
> Short=Sell;Cover=Buy;
> Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);
> //QQQ [14,43]=+177% [LONG]
> //QQQ [14,43]=+359% [SHORT] AND
> //QQQ [14,43]=+1175% [LONG & SHORT]
> Open Short 15/5/2002 21/6/2002 18819.13 127513.95
> ----- Original Message -----
>
> From: Dimitris Tsokakis
> To: amibroker@xxxx
> Sent: Sunday, June 23, 2002 6:59 PM
> Subject: 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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