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Some little "secrets" of this TMPW-data smoothed D-ratio5
:
The distribution is 33% bullish time, 67% bearish time, from
Jan2000 till now.
Quite similar to the market behavior for this
period.
This is one of the reasons the market profits [+470%] are
equally shared for the Long [+124%] and the Short[+107%] part.
It is quite cautious not to be exposed to extended Long times,
it understands the danger. Just make some [interesting] Long
profits
and run. It stays more time in the Short phase, Short profits
are not easy as we may think...
Another [very important] issue : If we change settings to Sell
at Close, delay=0, the market profits DECREASE from +470% to
+420%.
Consequently, there is no reason to Sell at close [if we
suppose we do it successfully all the time]
If we Sell at Close, delay=0 AND Short at close, delay=0, then
we come down to +380% !!
[The permanent question is who can wait like an
indicator...]
I hope, someday, to apply, in cold blood, my results : Since a
Sell signal was produced yesterday, it would be better to sell at todays
Open,
than 2 bars ago Close. This is the cost of the experiment, I
could not avoid it. But, I am happy [read lucky], BEAS was the most
profitable
stock for this [3-bar] trade. Of course, it was just a
coincidence, nothing more, nothing less.
For your indicator builder window, paste the
NUM=Optimize(<FONT
size=2>"NUM",93<FONT
size=2>,0,<FONT
size=2>100,1<FONT face=Verdana
size=2>);// replace 93 with your favorite stock
No
D1=Optimize(<FONT
size=2>"D1",42<FONT
size=2>,30,<FONT
size=2>50,1<FONT face=Verdana
size=2>);// replace 42 with the proper D1
level
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;
F1=RRRR>=D2;F2=RRRR<=D1;
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);
Plot(RRRR,""<FONT
size=2>,1,<FONT
size=2>8);Plot<FONT
size=2>(D1,"",<FONT
size=2>9,1<FONT
size=2>);Plot(Buy*RRRR,<FONT
size=2>"",5<FONT
size=2>,2);<FONT
size=2>Plot(Sell*RRRR,""<FONT
size=2>,4,<FONT
size=2>2<FONT
face="Times New Roman">);
Plot(RRRR*(RRRR>D2),<FONT
size=2>"",5<FONT
size=2>,2);<FONT
size=2>Plot(RRRR*(RRRR<D2),<FONT
size=2>"",4<FONT
size=2>,2<FONT
face="Times New Roman">);
Title="BULLISH BARS="+<FONT
size=2>WriteVal(100<FONT
size=2>*(Cum(RRRR>=D2)/<FONT
size=2>Cum(1<FONT
size=2>)),1.0)+<FONT
size=2>"%"<FONT
face="Times New Roman">+
" , BEARISH BARS="+<FONT
size=2>WriteVal(100<FONT
size=2>*(Cum(RRRR<=D2)/<FONT
size=2>Cum(1<FONT
size=2>)),1.0)+<FONT
size=2>"%"<FONT
face="Times New Roman">;
A final note : some people wonder about the luck of this system if the
market will change to bullish.
Although this probability is not apparent, not even visible in my [limited]
horizon, it is "simple", if you understand coding basics,
we may change the proportion from 33% bearish-67% bullish to a cool 50%-50%
or a more optimistic 67%-33%.
Coding is easy, search for a serious reason to do it.
For example, if we take D1=36 we have a 49%-51% for bullish-bearish
bars.
As you see, the market is still profitable, although our consideration is
obviously wrong.
And it is wrong for two main reasons :
1. the market [since Jan2000] is NO WAY 50%-50% [please ! dont buy when
high, it will not go higher...]
2. if the market was 50%-50% indeed, this tiny D-ratio5 curve WOULD BE
SUBSTANTIALLY DIFFERENT.
It has some intelligence to read the market properties, at least in a
first, crude approximation.
Now, if any analysis is Greek to you, did you expect anything different
from a Greek citizen ?
Dimitris Tsokakis
----- Original Message -----
From: <A
href="" title=tsokakis@xxxxxxxxx>Dimitris Tsokakis
To: <A href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, February 19, 2003 12:24 PM
Subject: The transcendental use of Data: An application
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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