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it is already written in the text
[settings buy/sell/short/cover at +1open, commission 0.5%, stops
disabled]
DT
--- In amibroker@xxxxxxxxxxxxxxx, "nkis22" <nkishor@xxxx> wrote:
> Hi Dimitris,
> what are your trade settings.
> My % profit is not matching yours, so I need to
> know your trade settings.
>
> thanks
> nand
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis"
<TSOKAKIS@xxxx>
> wrote:
> > The basic property of the Powsmooth
> > http://groups.yahoo.com/group/amibroker/message/40077
> > is to filter out fast zigzags, passing through them, without
> introducing important lags.
> > When we use a cross level trading system, many times we loose
money
> because of oscillation of our indicator around the
> > critical cross level.
> > If our cross level is "good", then we should expect [and we shall
> see...] strong ask and bid when we are close to this level.
> > The result is the well known repeated whipsaws, which usually
> annihilate our profits.
> > Unfortunately, the solution is not to smooth our nervous
indicator,
> it will usually loose its charm to catch quickly the market changes.
> > In this case [traders who use fast indicators will understand
very
> well this syndrom...] the PowSmooth may offer great assistance.
> > Its smart curve will gently pass between the accumulated ziggy
> points, avoid cascade entries/exits and substantially increase our
> profits.
> > See a characteristic example in the att. gif.
> > In the first case, the dratio gives 8 trades in two months, with
a
> final +13%, oscillating around the critical level D=35.
> > The PowSmooth, for the same ^NDX period, gives two clear trades
and
> maximizes the profits to +20%.
> > [settings buy/sell/short/cover at +1open, commission 0.5%, stops
> disabled]
> > The level D=35 is critical for the market, the D_ratio frequntly
> oscillates up and down, until the market takes the decision to go
> higher
> > or lower.
> > The usual D_ratio system gives for the whole market nice profits,
> +340% since Jan2000.
> > The PowSmooth D_datio makes the difference : +940% for the same
> period and settings.
> > For ^NDX we could nearly double the profits:
> > Usual D_ratio : +550%, 37trades/28winners/9losers
> > PowSmooth : +1165%, 27trades/23winners/4losers.
> > A +550% is not that bad, a +1165% is much better.
> > For CSCO, the signal generator of this transcendental system
[since
> we "borrow" CSCO data for the basic curve] the situation needs
> > no further comments : the comparison is +370% vs +2000%.
> > If you use fast and ziggy indicators and Cross level systems,
take
> a look at the PowSmooth, it may make you smile.
> > Dimitris Tsokakis
> > I use the trancendental CSCO D_ratio code
> > /*Powsmooth CSCO D_ratio, written and used by D.Tsokakis, Sept
> 2002*/
> > H=Foreign("CSCO","H");L=Foreign("CSCO","L");
> > dratio=DEMA(1000*(H-L)/(H+L),20);
> > EnableScript("jscript");
> > <%
> > dratio = VBArray( AFL( "dratio" ) ).toArray();
> > s=new Array();t=new Array();
> > s[0]=0;t[0]=0;
> > for(i=1;i<dratio.length;i++)
> > {
> > {t[i]=Math.pow((dratio[i]*dratio[i-1]*dratio[i-2]),1/3);}
> > {s[i]=Math.pow((dratio[i]*dratio[i-1]),1/2);}
> > }
> > AFL.Var("s0") =s ;
> > AFL.Var("t0")=t;
> > %>
> > Powsmooth=(s0+t0)/2;
> > RRR=Powsmooth;// Replace this line with RRR=dratio; to see the
> usual Dratioresults
> > D1=35;
> > F1=RRR>=D1;F2=RRR<=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);
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