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[amibroker] Re: re:OUT/UNDERperformance



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Steve,
Your QQQ graph is correct.
If we speak for the same method to calculate individual AND composite 
Dratio,for example
Dratio=500*(H-L)/(H+L);
Dratio40=DEMA(Dratio,40);
AddToComposite(Dratio40,"~Dratio40","C");
AddToComposite(1,"~count","V");
Buy=0;
and then plot
Plot(Foreign("~Dratio40","C")/Foreign("~count","v"),"MEANDRATIO",1,8);
Dratio=500*(H-L)/(H+L);
Dratio40=DEMA(Dratio,40);
Plot(Dratio40,"Dratio40",4,8);
then some stocks may  UNDERperform or OUTperform the market for a 
long time
[like ^NDX, QQQ, MSFT for UNDERperformance or RFMD long-term 
OUTperformance.]
If you select, in advance, OUTPERFORMANCE property for Dratio40 and 
try to apply it to QQQ, you will simply have no trades at all [the 
last 3 years].
The first result is that Dratio OUTperformance is not for ANY stock.
Think about, is it good or bad ? It is interesting, I will revert...
Thank you for creative T/A comments.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Almond" <steve2@xxxx> wrote:
> Dimitris,
> 
> You are bringing together an interesting group of curves here. I've 
plotted the three graphs with a pair of curves on each. 
> The RSI() and StochD() seem fine, but the new Dratio40 seems to 
give strange results. Dratio40 is almost always below MeanDratio40 
and never crosses above.
> Have I made some error?
> 
> Steve


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