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Cuck,
thank you, I didnīt know ^VLIC index.
If I translate well your text, you speal for a
C=Foreign("^VLIC","C");
E1=EMA(C,4);E2=EMA(C,11);
Buy=Cross(E1,E2);Sell=Cross(E2,E1);
For the period Dec27,2000 till Feb15, 2001 there is one Long trade
wich gives a flat -2,27% for the N100 market, using your settings.
Winners to losers were ~50/50, 7 stocks exit at max stop loss -40%
before the end of the trade and, in general, it doesnīt look like a
double price trade.
I will take a closer look at the indicator, it looks cute !!
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> VLIC is the Value Line Geometric Index. I only came across it by
accident,
> but it makes an excellent overall market timing vehicle. If you
care to run
> a 4/11 EMA cross on it, you will see the exact turning points that
I used.
> Data for it is commercially available starting in January, 1985. I
have
> created my own values for it back to 1970.
>
> I think that I explained why the system did so well in January,
2001. I
> believe that many stocks were oversold in December, 2000 and this
system
> picked took advantage of that situation. Such spectacular
(unbelievable?)
> performance is only by circumstance. The system was not curve-fit
to take
> advantage of that situation. In fact, I wish that the huge spike
wasn't
> there.
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