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We have seen the top10 stocks which perform better with
D-ratio5.
AMAT, CPWR, CSCO, JNPR, MXIM, NTAP, PSFT, QCOM, TMPW and
VRTS.
Let us put these stocks to, say, WatchList3 and let us name it
"top 10 D-ratio" .
Let us use, for the simplicity, D1=40.
Apply to : use filter : top 10 D-ratio
Range : from : 3/1/2000 to 16/2/2003
and Optimize with
NUM=Optimize(<FONT
size=2>"NUM",2<FONT
size=2>,0,<FONT
size=2>9,1<FONT face=Verdana
size=2>);
NUM1=Optimize(<FONT
size=2>"NUM1",9<FONT
size=2>,0,<FONT
size=2>9,1<FONT face=Verdana
size=2>);
N=<FONT face=Verdana
size=2>
WriteIf(NUM==0<FONT
size=2>,"AMAT"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM==1<FONT
size=2>,"CPWR"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM==2<FONT
size=2>,"CSCO"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM==3<FONT
size=2>,"JNPR"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM==4<FONT
size=2>,"MXIM"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM==5<FONT
size=2>,"NTAP"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM==6<FONT
size=2>,"PSFT"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM==7<FONT
size=2>,"QCOM"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM==8<FONT
size=2>,"TMPW",<FONT face=Verdana
size=2>"VRTS"<FONT
face=Verdana size=2>
))))))))) ;
N1=<FONT face=Verdana
size=2>
WriteIf(NUM1==0<FONT
size=2>,"AMAT"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM1==1<FONT
size=2>,"CPWR"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM1==2<FONT
size=2>,"CSCO"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM1==3<FONT
size=2>,"JNPR"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM1==4<FONT
size=2>,"MXIM"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM1==5<FONT
size=2>,"NTAP"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM1==6<FONT
size=2>,"PSFT"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM1==7<FONT
size=2>,"QCOM"<FONT
face="Times New Roman">,<FONT
face="Times New Roman">
WriteIf(NUM1==8<FONT
size=2>,"TMPW",<FONT face=Verdana
size=2>"VRTS"<FONT
face=Verdana size=2>
))))))))) ;<FONT
face="Times New Roman">
H=Foreign(N,<FONT
size=2>"H");L=Foreign<FONT
size=2>(N,"L");<FONT face=Verdana
size=2>// The Data used to produce the
signal<FONT
face="Times New Roman">
Dratio=1000<FONT
size=2>*(H-L)/(H+L);RRR=DEMA<FONT
size=2>(Dratio,5);RRRR=<FONT
size=2>DEMA(RRR,10<FONT
face=Verdana size=2>);<FONT
face="Times New Roman">
D1=40;<FONT face=Verdana
size=2><FONT
face="Times New Roman">//Optimize("D1",46,30,50,1);<FONT
face=Verdana size=2>
<FONT
face="Times New Roman">F1=RRRR>=D1;F2=RRRR<=D1;<FONT
face="Times New Roman">
x=Name()==N1;<FONT
face=Verdana size=2>// The stock you
trade
Sell=X*F2;Buy=X*F1;Buy=ExRem<FONT
size=2>(Buy,Sell);Sell=ExRem<FONT face=Verdana
size=2>(Sell,Buy);<FONT
face="Times New Roman">
Short=Sell;Cover=Buy;Short=ExRem<FONT
size=2>(Short,Cover);Cover=ExRem<FONT face=Verdana
size=2>(Cover,Short);
The ideal pair would exist when [NUM, NUM1] is the best among [NUM, X]
and the [NUM1, NUM] is the best among [NUM1, Y]
[8, 6] and [6,8] is an example : [6, 8] is the best among [6, X] and [8, 6]
is one of the best among [8, Y]
PSFT and TMPW act like a pair for D-ratio5 system. Use PSFT data to trade
TMPW and, vice versa, use TMPW data to trade PSFT.
[note that you should multiply by 10 the results of optimization, since the
total % Net Profit is over the whole Watch List]
Results of the type [X, X] present the self-contained stocks, you will get
good results if you trade them with their own data.
We do not see many [X, X] examples in the upper part of the Optimization
result list and this is the main value of the transcendental use of data
!!
It is the human mind that produces this argument : "Trade a stock with its
own data "
The transcendental research PROOVES the opposite : You will always get
better results if you "borrow" some other OHLCV.
A self-contained stock is nothing but an exception !!!
Check it out...
Dimitris Tsokakis
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