|
PureBytes Links
Trading Reference Links
|
That's clear. However earlier suggestions show away around it (don't
know the date of this message but i repeat below the essence):
//The reason for this caveat is simple: A Peak will be recognized as
A Peak some days later. The backtesting results are very good when we
Buy at Trough AND Sell at Peak, but they are NOT real. Is there
anything we can do ? A Peak from the Peak(Array,10) will be
recognized as A Peak when the Array loose 10% OR more. But this is
realistic AND may be coded Try the following for Ind. builder
-- FORMULA --
//Instead of selling at the [theoretical] Peak P, you may Sell at RP,
the "Realistic Peak", which comes ALWAYS after P. Is it interesting ?
If the system Sell at Peak/Buy at Trough is highly profitable, then
the realistic system Sell at RealisticPeak/Buy at RealisticTrough
will give interesting profits too. Note that you Sell when the
indicator falls by R %, NOT the Price. Carefully selected indicators
may give very interesting trading systems. Small changes R [below 10]
will give Sell signals very Close to the Peak, much better than the
Cross of your indicator with its moving avarage line. Whipsaws are,
in general, NOT important. Zig function is highly protective against
small pullbacks. Since the realistic Peak comes AFTER the
theoretical, you also avoid premature sells.
Willem Jan
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Get a FREE REFINANCE QUOTE - click here!
http://us.click.yahoo.com/2CXtTB/ca0FAA/i5gGAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|