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<DIV><FONT size=2>The D-ratio optimal solution for my favorite CSCO was 20-34-37
from Jan 2000 till Jan 2002.</FONT></DIV>
<DIV><FONT size=2>I lost an entry signal four times for what we call "a
little".</FONT></DIV>
<DIV><FONT size=2>Sometimes this can make you to insist, especially when you are
out of the market and you risk nothing.</FONT></DIV>
<DIV><FONT size=2>The first signal came on Aug2 for the next day open.
</FONT></DIV>
<DIV><FONT size=2>When you give the order in advance and CSCO opens at -3%, you
know perhaps the feelings !!!</FONT></DIV>
<DIV><FONT size=2>I was happy to take +14% 6 days later and, full of enthusiasm,
I sorted the stock.</FONT></DIV>
<DIV><FONT size=2>The next 7 days were miserable. CSCO was going up almost
everyday from $13 to $15</FONT> <FONT size=2>.</FONT></DIV>
<DIV><FONT size=2>I could take a +30% instead of the poor +14% and, the worse, I
was already with a loosing open short.</FONT></DIV>
<DIV><FONT size=2>This is the moment you are wrathful to yourself and
your systems and the bloody discipline you always hate.</FONT></DIV>
<DIV><FONT size=2>I decided to stay untill a -50% loss of the initial capital,
to see the moovie.</FONT></DIV>
<DIV><FONT size=2>Then CSCO began a severe 30-day collapse, breaking any known
support trendline, confirming easily the H&S bearish
formation </FONT></DIV>
<DIV><FONT size=2>and then falling without parachute [and without apparent
reason] untill the ultra-volume fight of Oct 8.</FONT></DIV>
<DIV><FONT size=2>I was not looking my system at all, I was focused to golong
between $8.35 and $8.40 because of this </FONT></DIV>
<DIV><FONT size=2>Volume ultimate support I posted in the middle of this
session at <A
href="http://groups.yahoo.com/group/amibroker/message/25865";>http://groups.yahoo.com/group/amibroker/message/25865</A> .</FONT></DIV>
<DIV><FONT size=2>After the end of the day I noticed that a signal was generated
to cover my D-ratio system short the next day open and go for another new
Long.</FONT></DIV>
<DIV><FONT size=2>This is the time you are rewarded for the discipline I still
hate.</FONT></DIV>
<DIV><FONT size=2>I stopped the volume Long at +10%, to see what is this new
thing and what I was doing.</FONT></DIV>
<DIV><FONT size=2>I did not like the Friday´s last two hours, I was thinking all
the time that Tuesday is so far, I wanted to check through my composites the
</FONT></DIV>
<DIV><FONT size=2>correlations with the past and I sold the system CSCO at
$10.20.</FONT></DIV>
<DIV><FONT size=2>Now I do not have a single CSCO share. To see the moovie again
and reconsider my opinion for discipline.</FONT></DIV>
<DIV><FONT size=2>Who knows, someday I may code this uncertainty. </FONT></DIV>
<DIV><FONT size=2>N100 is not an easy game and I hope you agree.</FONT></DIV>
<DIV><FONT size=2>Dimitris Tsokakis</FONT></DIV>
<DIV><FONT size=2>PS1. The simple code for D-ratio trading is</FONT></DIV>
<DIV><FONT
size=2> R=1000*(H-L)/(H+L);<BR>Z=Optimize("Z",20,5,30,5);<BR>RRR=DEMA(R,Z);<BR>D1=Optimize("D1",34,20,40,1);D2=Optimize("D2",37,20,40,1);<BR>F1=RRR>=D2;F2=RRR<=D1;<BR>Sell=F2;Buy=F1;<BR>Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);<BR>Short=Sell;Cover=Buy;<BR>Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);<BR>20-34-37
works well for CSCO all this year. INTC has also interesting profits with Z=5
for quick trading and Z=25 for slow </FONT></DIV>
<DIV><FONT size=2>[13 trades/13 winners/0 losers] trading.</FONT></DIV>
<DIV><FONT size=2>PS2. Try also for the whole N100 group since Jan 2000 the
combination 30-40-20, ie</FONT></DIV>
<DIV><FONT size=2>/*The perfect mistake*/</FONT></DIV>
<DIV><FONT
size=2>R=1000*(H-L)/(H+L);<BR>Z=Optimize("Z",30,5,30,5);<BR>RRR=DEMA(R,Z);<BR>D1=Optimize("D1",40,20,40,1);D2=Optimize("D2",20,20,40,1);<BR>F1=RRR>=D2;F2=RRR<=D1;<BR>Sell=F2;Buy=F1;<BR>Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);<BR>Short=Sell;Cover=Buy;<BR>Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);</FONT></DIV>
<DIV><FONT size=2>It is the perfect looser. Stocks loose from -99.28% to
-100%.[commission 0.5% included]</FONT></DIV>
<DIV><FONT size=2>But, this is another interesting
subject. </FONT></DIV></BODY></HTML>
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