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<FONT face=Arial color=#0000ff
size=2>Excellent results. I'm delighted that you were able to utilise the
^VLIC in a meaningful way. Thanks too, for sharing your AFL with
us. I'm going to have a very close look at it right
now.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Monday, June 23, 2003 3:48
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
^VLIC [was Re: Weighted Stochastics]Chuck,Here is
the D_sat code for ^VLIC.[For my D_sat, the Saturation Indicator, see
<A
href="">http://www.amibroker.com/library/detail.php?id=238]My
research for N100 database from Apr2000 till now gives excellent
results.The system defines 13 trades for this period and was up to
+650% profitable for the whole market.Buy and Sell signals were very
close to the main market changes and, because of the existing
directionality, only 15% of the stocks have losses.The 85% was
profitable [trades at +1 Open, commission 0.5%, all stops disabled] and 15
of them wrote 4-digit profits up to +8250%.Although the period was
bearish, in general, The Long Only system was one of the best :7
trades, 38% exposure, only 8 loosing stocks from -0.04% down
to -42% and the rest 94 were profitable up to
+1500%The market reached total net profit +166%, quite remarkable for the
tested
period.C=Foreign("^VLIC","C");P=30;CMO30=100*((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P))-(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P)))/((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P)+(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P))));C1=DEMA(CMO30,30);D_sat10=RSIA(C1,10);D_sat5=RSIA(C1,5);Plot(D_sat10,"D_sat10",1,1);Plot(D_sat5,"D_sat5",5,1);Plot(D_sat5-D_sat10,"D_sat
difference",9,2);k=0.1*Optimize("K",18,9,19,1);KK=Optimize("KK",98,97,98,1);si=DateNum()>1000401;Sell=si*(Cross(D_sat10,D_sat5)
AND Ref(D_sat5,-1)>KK);Buy=si*(Cross(D_sat5,D_sat10) AND
Ref(d_sat5,-1)<k);Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);Short=Sell;Cover=Buy;Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);Note
also that the respective systems for C=Foreign("^NDX","C"); slightly
exceed the +60% with almost equal # of winning-loosing trades.You were
right, ^VLIC is smoother than ^NDX and D_sat did not loose the opportunity
to "see" the difference.I will try comparisons with other indicators,
thank you for pointing out this interesting tool.Dimitris
Tsokakis--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:> DT,> > I am
looking forward to hearing about your trials with ^VLIC. I
find it to> be an excellent instrument for timing the market, as it
has fewer whipsaws.> It also has more historical data than many of
the other alternatives.> -----Original
Message-----> From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxx]> Sent: Sunday, June 22, 2003 4:20
PM> To: amibroker@xxxxxxxxxxxxxxx>
Subject: [amibroker] Re: Weighted Stochastics> >
> Bob,> thank you for the
translation.> BTW, Ref is not discovered yet
?> As for the Wstoch, nothing important there, I
think...> ^VLIC is quite interesting, thanks to Chuck
suggestion.> My first D_sat trial gave some astronomical
results.> I am far from my office now, you will enjoy ^VLIC
systems tomorrow.> thanks again>
Dimitris> --- In amibroker@xxxxxxxxxxxxxxx, "Bob Jagow"
<bjagow@xxxx> wrote:> >
Dimitris,> > It's pretty straightforward except
for> > Set Stochastic = 89,21,5;>
> which sets period, %K MA, and %D MA [which isn't
used.> > he then gets the 1st term for the current day [
(0) ]with> > a :=
.43*StochasticPctK(0);> > and goes on to get a total of
5 terms for the current day and, per> the
dumb> > coding, repeats to get the previous
day.> >> > I'm sure you
understand if wstocha > wstochb and wstocha > 12
then> [select> > this
stock].> >> > So all you need to
do is write and call> > function (myStoch(len, maLen)
{ }> > It's probably pertinent, however, that
Landis wrote it in TC2000,> which>
> substitutes C for H & L in the Stoch calc.>
>> > Bob> >>
>> > -----Original Message----->
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxx]> >
Sent: Sunday, June 22, 2003 2:45 AM> > To:
amibroker@xxxxxxxxxxxxxxx> > Subject: [amibroker] Re:
Weighted Stochastics> >>
>> > Anthony,> > I just wanted
to reproduce Landis code and see how it works.> >
Anyway, we shall survive even without it !!> >
DT> > --- In amibroker@xxxxxxxxxxxxxxx, "Anthony
Faragasso" <ajf1111@xxxx>> >
wrote:> > > Dimitri,> >
>> > > I do not know the formula..but , could you
use> > >> > >
Plot(wma(stochk(),10),"WS",colorblue,styleline);> >
>> > >> > >
----- Original Message -----> > > From:
DIMITRIS TSOKAKIS> > > To:
amibroker@xxxxxxxxxxxxxxx> > > Sent:
Saturday, June 21, 2003 11:52 AM> > >
Subject: [amibroker] Weighted Stochastics> >
>> > >> > >
Does anybody knows QP code to translate in AFL the
Weighted> > > Stochastics by Jack Landis
?> > > <A
href="">http://www.geocities.com/WallStreet/Exchange/1216/scansw.html>
> > DT> > >>
> >> >
> Yahoo! Groups
Sponsor> > >> >
>> > >> >
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