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Fred,
thank you for the interesting question.
As I have already replied, the market will not change by an overnight
switch.
And, there is a more important question : Is there ANY reason for the
market to change ?
99 period was there, it is a dream [or a nightmare...] and almost
impossible to be repeated.
I try with various methods to immitate the market behavior and apply
it for the near future.
If the market profile would change, MANY Breath Indicators will give
CLEAR warnings and I will check very carefully to confirm them.
The most recent example was last October, when my RSIt reacted at
relatively high levels [this is the way the market will leave behind
its bearish mood]
The last month, instead of a confirmation, I have to dissappoint you,
nothing hapened, may be the next time !!
So, instead of being affraid of an [unrealistic, for me] bullish
expansion, I prefer to FOLLOW the market without prejudice.
The market is bearish and will remain bearish for a long time. We
will have some good bullish trends two or three per year [and it it
good to be there !!!] and then back to basics [or lower].
Frankly speaking, the pre-2000 period does not exist for me and any
research of mine.
Of course, this is nothing but a personal opinion.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "Fred <fctonetti@xxxx>"
<fctonetti@xxxx> wrote:
> DT,
>
> I keep asking the same question with regards to your posts like
this,
> but I don't think they're reaching your mailbox.
>
> Why have you picked 1/2000 as the date to optimize forward from ?
> Don't you think this is somewhat dangerous to optimize since
slightly
> before the beginning of the current bear market as many traders
would
> have after the fact found it dangerous in the very late 90's to
> optimize over the last several years of the bull at that time ? To
> me this is an accident waiting to happen. I don't understand how
it
> could be otherwise.
>
> Please explain your thinking in this regard.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis"
<TSOKAKIS@xxxx>
> wrote:
> > A.
> > I trade BEAS.
> > Its performance with the smoothed D-ratio5 is poor. 3/21 winning
> combinations when D1=Optimize("D1",42,30,50,1); 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.
> > 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=Optimize("NUM",93,0,100,1);
> > D1=Optimize("D1",42,30,50,1);
> > N=
> >
> > WriteIf(NUM==0,"^NDX",
> >
> > WriteIf(NUM==1,"AAPL",
> >
> > WriteIf(NUM==2,"ADBE",
> >
> > WriteIf(NUM==3,"ADCT",
> >
> > WriteIf(NUM==4,"ALTR",
> >
> > WriteIf(NUM==5,"AMAT",
> >
> > WriteIf(NUM==6,"AMGN",
> >
> > WriteIf(NUM==7,"AMZN",
> >
> > WriteIf(NUM==8,"APCC",
> >
> > WriteIf(NUM==9,"APOL",
> >
> > WriteIf(NUM==10,"BBBY",
> >
> > WriteIf(NUM==11,"BEAS",
> >
> > WriteIf(NUM==12,"BGEN",
> >
> > WriteIf(NUM==13,"BMET",
> >
> > WriteIf(NUM==14,"BRCD",
> >
> > WriteIf(NUM==15,"BRCM",
> >
> > WriteIf(NUM==16,"CDWC",
> >
> > WriteIf(NUM==17,"CEPH",
> >
> > WriteIf(NUM==18,"CHIR",
> >
> > WriteIf(NUM==19,"CHKP",
> >
> > WriteIf(NUM==20,"CHRW",
> >
> > WriteIf(NUM==21,"CIEN",
> >
> > WriteIf(NUM==22,"CMCSA",
> >
> > WriteIf(NUM==23,"CMVT",
> >
> > WriteIf(NUM==24,"COST",
> >
> > WriteIf(NUM==25,"CPWR",
> >
> > WriteIf(NUM==26,"CSCO",
> >
> > WriteIf(NUM==27,"CTAS",
> >
> > WriteIf(NUM==28,"CTXS",
> >
> > WriteIf(NUM==29,"DELL",
> >
> > WriteIf(NUM==30,"DISH",
> >
> > WriteIf(NUM==31,"DLTR",
> >
> > WriteIf(NUM==32,"EBAY",
> >
> > WriteIf(NUM==33,"ERICY",
> >
> > WriteIf(NUM==34,"ERTS",
> >
> > WriteIf(NUM==35,"ESRX",
> >
> > WriteIf(NUM==36,"EXPD",
> >
> > WriteIf(NUM==37,"FAST",
> >
> > WriteIf(NUM==38,"FHCC",
> >
> > WriteIf(NUM==39,"FISV",
> >
> > WriteIf(NUM==40,"FLEX",
> >
> > WriteIf(NUM==41,"GENZ",
> >
> > WriteIf(NUM==42,"GILD",
> >
> > WriteIf(NUM==43,"GNTX",
> >
> > WriteIf(NUM==44,"HGSI",
> >
> > WriteIf(NUM==45,"HSIC",
> >
> > WriteIf(NUM==46,"ICOS",
> >
> > WriteIf(NUM==47,"IDPH",
> >
> > WriteIf(NUM==48,"INTC",
> >
> > WriteIf(NUM==49,"INTU",
> >
> > WriteIf(NUM==50,"IVGN",
> >
> > WriteIf(NUM==51,"JDSU",
> >
> > WriteIf(NUM==52,"JNPR",
> >
> > WriteIf(NUM==53,"KLAC",
> >
> > WriteIf(NUM==54,"LAMR",
> >
> > WriteIf(NUM==55,"LLTC",
> >
> > WriteIf(NUM==56,"LNCR",
> >
> > WriteIf(NUM==57,"MCHP",
> >
> > WriteIf(NUM==58,"MEDI",
> >
> > WriteIf(NUM==59,"MERQ",
> >
> > WriteIf(NUM==60,"MLNM",
> >
> > WriteIf(NUM==61,"MOLX",
> >
> > WriteIf(NUM==62,"MSFT",
> >
> > WriteIf(NUM==63,"MXIM",
> >
> > WriteIf(NUM==64,"NTAP",
> >
> > WriteIf(NUM==65,"NVDA",
> >
> > WriteIf(NUM==66,"NVLS",
> >
> > WriteIf(NUM==67,"NXTL",
> >
> > WriteIf(NUM==68,"ORCL",
> >
> > WriteIf(NUM==69,"PAYX",
> >
> > WriteIf(NUM==70,"PCAR",
> >
> > WriteIf(NUM==71,"PDCO",
> >
> > WriteIf(NUM==72,"PETM",
> >
> > WriteIf(NUM==73,"PIXR",
> >
> > WriteIf(NUM==74,"PSFT",
> >
> > WriteIf(NUM==75,"PTEN",
> >
> > WriteIf(NUM==76,"QCOM",
> >
> > WriteIf(NUM==77,"QLGC",
> >
> > WriteIf(NUM==78,"RFMD",
> >
> > WriteIf(NUM==79,"ROST",
> >
> > WriteIf(NUM==80,"RYAAY",
> >
> > WriteIf(NUM==81,"SANM",
> >
> > WriteIf(NUM==82,"SBUX",
> >
> > WriteIf(NUM==83,"SEBL",
> >
> > WriteIf(NUM==84,"SIAL",
> >
> > WriteIf(NUM==85,"SNPS",
> >
> > WriteIf(NUM==86,"SPLS",
> >
> > WriteIf(NUM==87,"SPOT",
> >
> > WriteIf(NUM==88,"SSCC",
> >
> > WriteIf(NUM==89,"SUNW",
> >
> > WriteIf(NUM==90,"SYMC",
> >
> > WriteIf(NUM==91,"TEVA",
> >
> > WriteIf(NUM==92,"TLAB",
> >
> > WriteIf(NUM==93,"TMPW",
> >
> > WriteIf(NUM==94,"USAI",
> >
> > WriteIf(NUM==95,"VRSN",
> >
> > WriteIf(NUM==96,"VRTS",
> >
> > WriteIf(NUM==97,"WFMI",
> >
> > WriteIf(NUM==98,"XLNX",
> >
> > WriteIf
>
(NUM==99,"XRAY","YHOO"))))))))))))))))))))))))))))))))))))))))))))))))
> ))))))))))))))))))))))))))))))))))))))))))))))))))));
> >
> > H=Foreign(N,"H");L=Foreign(N,"L");
> > Dratio=1000*(H-L)/(H+L);RRR=DEMA(Dratio,5);RRRR=DEMA(RRR,10);
> > D2=D1;
> > F1=RRRR>=D2;F2=RRRR<=D1;
> > Sell=F2;Buy=F1;Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
> > Short=Sell;Cover=Buy;Short=ExRem(Short,Cover);Cover=ExRem
> (Cover,Short);
> >
> > I think I will repeat the experiment...
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