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[amibroker] Re: The transcendental use of Data: An application



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I am curious as to what others think about this ?

Yuki ? Dingo ? Herman ? Jayson ? Grahm ? Others ?

--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS <TSOKAKIS@xxxx>" 
<TSOKAKIS@xxxx> wrote:
> 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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