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Using Amibroker with TC2000 data the VLIC is called VGY
Rik Rasmussen
Stock Analyzer mailing list moderator
http://groups.yahoo.com/group/stockanalyzer/
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
> Sent: Friday, June 20, 2003 7:05 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Longterm equity chart (for DT)
>
>
> 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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