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----- Original Message -----
From: Dimitris Tsokakis
To: amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, October 05, 2002 9:52 PM
Subject: Bullish movements
Sometimes the Market gives a protracted uptrend [as we all hope to be the next one...].
The question is about the end of this bullish movement.
A general solution with a lot of applications is the common peak of the black and the yellow line.
In extreme cases the yellow line may cross the black and we should be readyto pull the trigger immediately.
An extended bearish period usually follows and may be continued till the end T.
Two interesting Stochastic variations give the solution this time.
Apply it to your favorite stocks and see if it helps.
/*The end of a protracted bullish movement*/
N=80;
Y=sqrt(sqrt(StochD(N)*StochD(2*N)*StochD(3*N/2)*StochD(5*N/2)));
Plot(DEMA(Y,10),"FAST",1,8);
N=30;
Y=StochD(N)*StochD(2*N)*StochD(3*N/2)*StochD(5*N/2)/10^6;
Plot(DEMA(Y,10),"SLOW",7,4);
Dimitris Tsokakis
PS. The method was 50% successful during the last October-December bullish period for N100.
We may calculate the stocks with SLOW[yellow]>FAST[black] as a daily function of N100 market.
The 2END.png speaks better. The rally period was mainly from Oct to Jan anda minor during last Aug .
Run for all N100 stocks, all quotations the
N=80;
Y=sqrt(sqrt(StochD(N)*StochD(2*N)*StochD(3*N/2)*StochD(5*N/2)));
fast=DEMA(Y,10);
N=30;
Y=StochD(N)*StochD(2*N)*StochD(3*N/2)*StochD(5*N/2)/10^6;
slow=DEMA(Y,10);
AddToComposite(slow>fast,"~end","v");
AddToComposite(1,"~count","v");
Buy=0;
and then paste in indicator builder the
Plot(Foreign("~end","v")/Foreign("~count","v","",7,2);
For 50/101 stocks the slow line crossed at least once the fast line.
They belong to the highly profitable group [26 of them could give more than+100%]
The rest 51/101 did not present any cross, but they were not so profitable [only 8 could give more than +100%]
The main goal is to avoid premature exit, enjoy the greater part of the hidden profits and, above all, get out
before your profits fade away [after a sustainable bullish period of two months, we ALL want to stay a bit more...]
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<DIV style="FONT: 10pt arial">----- Original Message -----
<DIV style="BACKGROUND: #e4e4e4; font-color: black"><B>From:</B> <A
href="mailto:tsokakis@xxxx"; title=tsokakis@xxxx>Dimitris Tsokakis</A>
</DIV>
<DIV><B>To:</B> <A href="mailto:amibroker@xxxxxxxxxxxxxxx";
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx</A> </DIV>
<DIV><B>Sent:</B> Saturday, October 05, 2002 9:52 PM</DIV>
<DIV><B>Subject:</B> Bullish movements</DIV></DIV>
<DIV><BR></DIV>
<DIV>Sometimes the Market gives a protracted uptrend [as we all hope to be the
next one...].<BR>The question is about the end of this bullish movement.<BR>A
general solution with a lot of applications is the common peak of the blackand
the yellow line.<BR>In extreme cases the yellow line may cross the black and we
should be ready to pull the trigger immediately.<BR>An extended bearish period
usually follows and may be continued till the end T.<BR>Two interesting
Stochastic variations give the solution this time.<BR>Apply it to your favorite
stocks and see if it helps.</DIV>
<DIV><BR>/*The end of a protracted bullish
movement*/<BR>N=80;<BR>Y=sqrt(sqrt(StochD(N)*StochD(2*N)*StochD(3*N/2)*StochD(5*N/2)));<BR>Plot(DEMA(Y,10),"FAST",1,8);<BR>N=30;<BR>Y=StochD(N)*StochD(2*N)*StochD(3*N/2)*StochD(5*N/2)/10^6;<BR>Plot(DEMA(Y,10),"SLOW",7,4);
</DIV>
<DIV> </DIV>
<DIV>Dimitris Tsokakis</DIV>
<DIV>PS. The method was 50% successful during the last October-December bullish
period for N100.</DIV>
<DIV>We may calculate the stocks with SLOW[yellow]>FAST[black] as a daily
function of N100 market.</DIV>
<DIV>The 2END.png speaks better. The rally period was mainly from Oct to
Jan and a minor during last Aug .</DIV>
<DIV>Run for all N100 stocks, all quotations the</DIV>
<DIV> <FONT color=#000000 face=Verdana size=2></DIV><FONT
color=#ff0000><FONT size=3><FONT face="Times New Roman">
<DIV>N=</FONT>80</FONT><FONT face=Verdana></FONT></FONT><FONT color=#ff0000
face="Times New Roman">;</FONT></DIV><FONT face="Times New Roman"><FONT
color=#ff0000>
<DIV>Y=</FONT>sqrt</FONT>(sqrt(StochD(N)*StochD(2*N)*StochD(3*N/2)*StochD(5*N/2<FONT
face=Verdana></FONT><FONT color=#ff0000
face="Times New Roman">)));</FONT></DIV><FONT face="Times New Roman"><FONT
color=#ff0000>
<DIV>fast=</FONT>DEMA</FONT>(Y,10<FONT face=Verdana></FONT><FONT color=#ff0000
face="Times New Roman">);</FONT></DIV><FONT color=#ff0000><FONT
face="Times New Roman">
<DIV>N=</FONT>30</FONT><FONT face=Verdana></FONT><FONT color=#ff0000
face="Times New Roman">;</FONT></DIV><FONT face="Times New Roman"><FONT
color=#ff0000>
<DIV>Y=</FONT>StochD</FONT>(N)*StochD(2*N)*StochD(3*N/2)*StochD(5*N/2)/10^6<FONT
face=Verdana></FONT><FONT color=#ff0000
face="Times New Roman">;</FONT></DIV><FONT face="Times New Roman"><FONT
color=#ff0000>
<DIV>slow=</FONT>DEMA</FONT>(Y,10<FONT face=Verdana></FONT><FONT color=#ff0000
face="Times New Roman">); </FONT></DIV></FONT><FONT face=Verdana><FONT
color=#ff0000><FONT face="Times New Roman">
<DIV>AddToComposite</FONT>(slow>fast,"~end","v"</FONT><FONT
face=Verdana></FONT><FONT color=#ff0000
face="Times New Roman">);</FONT></FONT></DIV>
<DIV><FONT color=#ff0000>AddToComposite(1,"~count","v");</FONT></DIV><FONT
face="Times New Roman"><FONT color=#ff0000>
<DIV>Buy=0<FONT face=Verdana></FONT></FONT><FONT color=#ff0000
face="Times New Roman">;</FONT></FONT></DIV>
<DIV><FONT face=Verdana></FONT> </DIV>
<DIV><FONT face=Verdana><FONT face="Times New Roman">and then paste in indicator
builder the</FONT></FONT></DIV>
<DIV><FONT face=Verdana><FONT color=#800080 face=Verdana
size=2> </DIV><FONT face="Times New Roman"><FONT size=3><FONT
color=#000000>
<DIV>Plot</FONT>(Foreign("~end","v")/Foreign("~count","v","",7,2<FONT
face=Verdana></FONT></FONT></FONT><FONT
face="Times New Roman">);</FONT></FONT></DIV>
<DIV><FONT face=Verdana></FONT> </DIV>
<DIV><FONT face=Verdana><FONT face="Times New Roman">For 50/101 stocks the slow
line crossed at least once the fast line. </FONT></FONT></DIV>
<DIV><FONT face="Times New Roman">They belong to the highly profitable group [26
of them could give more than +100%]</FONT></DIV>
<DIV><FONT face="Times New Roman">The rest 51/101 did not present any cross, but
they were not so profitable [only 8 could give more than +100%] </FONT></DIV>
<DIV><FONT face=Verdana><FONT face="Times New Roman">The main goal is to avoid
premature exit, enjoy the greater part of the hidden profits and, above
all, get out</FONT></FONT></DIV>
<DIV><FONT face=Verdana><FONT face="Times New Roman">before your profits fade
away [after a sustainable bullish period of two months, we ALL want to staya
bit more...] </FONT></DIV>
<DIV></FONT> </DIV>
<DIV></FONT> </DIV></BODY></HTML>
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