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Rick,
when I searched the MeanD-ratio, for example, I just created 10
composite tickers
Dratio=500*(H-L)/(H+L);
Dratio5=DEMA(Dratio,5);
Dratio10=DEMA(Dratio,10);
Dratio15=DEMA(Dratio,15);
Dratio20=DEMA(Dratio,20);
Dratio25=DEMA(Dratio,25);
Dratio30=DEMA(Dratio,30);
Dratio35=DEMA(Dratio,35);
Dratio40=DEMA(Dratio,40);
AddToComposite(Dratio5,"~Dratio5","C");
AddToComposite(Dratio10,"~Dratio10","C");
AddToComposite(Dratio15,"~Dratio15","C");
AddToComposite(Dratio20,"~Dratio20","C");
AddToComposite(Dratio25,"~Dratio25","C");
AddToComposite(Dratio30,"~Dratio30","C");
AddToComposite(Dratio35,"~Dratio35","C");
AddToComposite(Dratio40,"~Dratio40","C");
Buy=0;
and then watched the trading behavior of the new ~tickers.
>From experience, the smoothing period of the initial D-ratio depends
on the trading system that follows : A one-level MeanD-ratio prefers
faster smoothing, a two-level was better with slower ones.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Rick Parsons" <RickParsons@xxxx>
wrote:
> I have a system similar to Dimitri's Trade the Market where I use
AddToComposite to count the number of stocks above or below the MACD
Signal line.
>
> Question is, what is the best MACD period to use? It is very
cumbersome to change the periods, run the Scan to create an
AddToComposite, then backtest it.
>
> Does anyone have a creative idea on how to "optimize" the periods
used to create the AddToComposite?
>
> Thanks,
> Rick
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