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Dimitris,
What does the letter "D" represent in your system? i copied and
pasted your system and it stops at the "D". Thank you.
Bill
--- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> Here is a trading system
> Buy=Buyrule;
> Buy=Exremspan(Buy,D);
> Sell=Ref(Buy,-D);
> Short=Sell;Cover=Buy;
> applied on N100 database since March 2000.
> There is a clear periodicity of 65 trading days, a
fundamental "frequency" of Nasdaq 100.
> The observation is almost the same for Long only or Long&Short
trades.
> Dimitris Tsokakis
> BTW, the Long profits are interesting for this bearish period.
> Another interesting result : After a main trough do not stay Long
more than 32 to 33 days.
> It is the time for bears to come again.
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