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[amibroker] The transcendental use of Data: An application



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A. 
I trade BEAS.  
Its performance with the smoothed D-ratio5 is poor. 3/21 
winning combinations when <FONT 
face="Times New Roman">D1=Optimize<FONT 
size=2>("D1",<FONT 
size=2>42,30<FONT 
size=2>,50,<FONT 
size=2>1); and the 
best gives 
some 
+115% in 3 years. Nothing important for 57 dangerous 
trades.
But, 
BEAS may give great results, much better than +1000% with a lot of 
systems.
B.
I do not trade TMPW and I know almost nothing about it. 

For me, TMPW is a 5-D vector [O, H, L, C, V] in the wild 
StockMarket vector space.
TMPW is 
in the top10 list for D-ratio5 trading over the whole N100 market, according to 
my earlier post.
Its 
D-ratio5 curve gives "good" signals for the majority of the 
stocks.
For 
D1=42, for example, it sends BEAS profits to >+1000% and it is not 
coincidental, since the whole market profits are +450% 
with
>75% 
profitable stocks.[It is not a holy grail, it is a real fighter, you should take 
all the risk to trade it, but 75% is a respectable 
percentage]
C. 

<FONT 
face="Times New Roman">I "borrowed" TMPW clear Buy signal on Valentines 
day, Feb14 to Buy BEAS [and CSCO] on the next bar 
Open.
The Open was cool, the day was great, some cables traffic 15 
min before the end [life is not as easy as backtesting] plus my 
broker
advise to sell tomorrow, but the sell order was an order, it 
was a clear take-the-money-and-run session, the system will make its own 
profits,
statistics is an additive science [linear or 
not].
CSCO will pay  the expenses, BEAS will pay the research, 
I should learn something for TMPW, perhaps it is a great company.
D.
I will refill my hot coffee and try to understand what I 
was doing yesterday.
Dimitris Tsokakis
PS. In the case you are interested, optimize your favorite 
stocks or the whole market with
/*The transcendental use of Data for D-ratio5 
indicator
by D. Tsokakis, Feb 2003
Optimize the "current" stock or the whole group/sector/market 
from Jan2000 till now*/
NUM=<FONT 
face="Times New Roman">Optimize("NUM",93,0,100,1);<FONT 
face=Verdana size=2>
D1=Optimize(<FONT 
size=2>"D1",42<FONT 
size=2>,30,<FONT 
size=2>50,1<FONT face=Verdana 
size=2>);
N=
 
WriteIf(NUM==0<FONT 
size=2>,"^NDX"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==1<FONT 
size=2>,"AAPL"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==2<FONT 
size=2>,"ADBE"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==3<FONT 
size=2>,"ADCT"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==4<FONT 
size=2>,"ALTR"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==5<FONT 
size=2>,"AMAT"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==6<FONT 
size=2>,"AMGN"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==7<FONT 
size=2>,"AMZN"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==8<FONT 
size=2>,"APCC"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==9<FONT 
size=2>,"APOL"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==10<FONT 
size=2>,"BBBY"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==11<FONT 
size=2>,"BEAS"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==12<FONT 
size=2>,"BGEN"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==13<FONT 
size=2>,"BMET"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==14<FONT 
size=2>,"BRCD"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==15<FONT 
size=2>,"BRCM"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==16<FONT 
size=2>,"CDWC"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==17<FONT 
size=2>,"CEPH"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==18<FONT 
size=2>,"CHIR"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==19<FONT 
size=2>,"CHKP"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==20<FONT 
size=2>,"CHRW"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==21<FONT 
size=2>,"CIEN"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==22<FONT 
size=2>,"CMCSA"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==23<FONT 
size=2>,"CMVT"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==24<FONT 
size=2>,"COST"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==25<FONT 
size=2>,"CPWR"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==26<FONT 
size=2>,"CSCO"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==27<FONT 
size=2>,"CTAS"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==28<FONT 
size=2>,"CTXS"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==29<FONT 
size=2>,"DELL"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==30<FONT 
size=2>,"DISH"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==31<FONT 
size=2>,"DLTR"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==32<FONT 
size=2>,"EBAY"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==33<FONT 
size=2>,"ERICY"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==34<FONT 
size=2>,"ERTS"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==35<FONT 
size=2>,"ESRX"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==36<FONT 
size=2>,"EXPD"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==37<FONT 
size=2>,"FAST"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==38<FONT 
size=2>,"FHCC"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==39<FONT 
size=2>,"FISV"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==40<FONT 
size=2>,"FLEX"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==41<FONT 
size=2>,"GENZ"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==42<FONT 
size=2>,"GILD"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==43<FONT 
size=2>,"GNTX"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==44<FONT 
size=2>,"HGSI"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==45<FONT 
size=2>,"HSIC"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==46<FONT 
size=2>,"ICOS"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==47<FONT 
size=2>,"IDPH"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==48<FONT 
size=2>,"INTC"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==49<FONT 
size=2>,"INTU"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==50<FONT 
size=2>,"IVGN"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==51<FONT 
size=2>,"JDSU"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==52<FONT 
size=2>,"JNPR"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==53<FONT 
size=2>,"KLAC"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==54<FONT 
size=2>,"LAMR"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==55<FONT 
size=2>,"LLTC"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==56<FONT 
size=2>,"LNCR"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==57<FONT 
size=2>,"MCHP"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==58<FONT 
size=2>,"MEDI"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==59<FONT 
size=2>,"MERQ"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==60<FONT 
size=2>,"MLNM"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==61<FONT 
size=2>,"MOLX"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==62<FONT 
size=2>,"MSFT"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==63<FONT 
size=2>,"MXIM"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==64<FONT 
size=2>,"NTAP"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==65<FONT 
size=2>,"NVDA"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==66<FONT 
size=2>,"NVLS"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==67<FONT 
size=2>,"NXTL"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==68<FONT 
size=2>,"ORCL"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==69<FONT 
size=2>,"PAYX"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==70<FONT 
size=2>,"PCAR"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==71<FONT 
size=2>,"PDCO"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==72<FONT 
size=2>,"PETM"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==73<FONT 
size=2>,"PIXR"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==74<FONT 
size=2>,"PSFT"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==75<FONT 
size=2>,"PTEN"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==76<FONT 
size=2>,"QCOM"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==77<FONT 
size=2>,"QLGC"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==78<FONT 
size=2>,"RFMD"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==79<FONT 
size=2>,"ROST"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==80<FONT 
size=2>,"RYAAY"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==81<FONT 
size=2>,"SANM"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==82<FONT 
size=2>,"SBUX"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==83<FONT 
size=2>,"SEBL"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==84<FONT 
size=2>,"SIAL"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==85<FONT 
size=2>,"SNPS"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==86<FONT 
size=2>,"SPLS"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==87<FONT 
size=2>,"SPOT"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==88<FONT 
size=2>,"SSCC"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==89<FONT 
size=2>,"SUNW"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==90<FONT 
size=2>,"SYMC"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==91<FONT 
size=2>,"TEVA"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==92<FONT 
size=2>,"TLAB"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==93<FONT 
size=2>,"TMPW"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==94<FONT 
size=2>,"USAI"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==95<FONT 
size=2>,"VRSN"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==96<FONT 
size=2>,"VRTS"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==97<FONT 
size=2>,"WFMI"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==98<FONT 
size=2>,"XLNX"<FONT 
face="Times New Roman">,
 
WriteIf(NUM==99<FONT 
size=2>,"XRAY",<FONT 
size=2>"YHOO"<FONT 
face="Times New Roman">))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))));
 
H=Foreign(N,<FONT 
size=2>"H");L=Foreign<FONT 
size=2>(N,"L"<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>);
D2=D1;
<FONT 
face="Times New Roman">F1=RRRR>=D2;F2=RRRR<=D1;<FONT 
face="Times New Roman">
Sell=F2;Buy=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);
 
I think 
I will repeat the experiment...
 






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