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Sam, that shows that stocks have their own personalities. I also
found that systems are peculiar to individual stocks. I think this
happens because the professional and daytraders that follow
that stock have adapted to a certain kind of behavior for that
stock.
nand
--- In amibroker@xxxx, "samgrayy" <samgrayy@xxxx> wrote:
> Hi ..
>
> I am trying to experiment with various systems. One of the things I
> was working with is optimizing the parameters of a Stochastics
> crossover. I filter that further by using something like the MACD
rate
> of change.
>
> This seems to work for the Nasdaq ($COMPQ). Works very well for a
> stock like BLDP (very volatile). The same system exhibits a
negative
> return for a Dow stock and behaves poorly for a name like CSCO.
> Although I would imagine that an individual stock like CSCO to be
more
> volatile than the index.
>
> Obviously there something good about this system. It could be the
> volatility or something else. It works well for too many stocks to
> ignore.
>
> Any thoughts ??
> Sam
> (Chasing after the elusive profitable system).
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