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Dom,
Yes, this can be done.....
Questions:
How are you getting your gain figures
if next day is up following the
pattern....
Average gain is from what to what...close yesterday
to close today ( up day )
or Open to close on the Up day....Same question for
the others...
average gain: $1.50Highest gain:
$2.75Lowest gain: $0.50
Thanks
Anthony
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dom1_1998
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, June 23, 2003 8:19 AM
Subject: [amibroker] Price
Persistency
Hi Anthony:Here is an example of isolating a 3daydn
pattern:Day3Dn=C > Ref(C,-1) AND Ref(C,-1) < Ref(C,-2) AND
Ref(C,-2)<Ref(C,-3)AND Ref(C,-3)<Ref(C,-4)AND
Ref(C,-4)>Ref(C,-5);Which states today is up, last 3 days down and the
4th was up.Here's what I was trying to achieve and I believe Eugene is
seekingthe same:Years ago I bought a pattern recognition
program. It was in Dos,expensive, clumsy and very
restrictive. But the stats it producedwere excellent. It
allowed you to pick the pattern from the chart byentering the dates of the
pattern. Here's an example of some of thestats. Remember
this is an isolated pattern that meets the above3daydn
requirement:3daydn pattern, 251 bars loaded, symbol XYZ:24
patternsup next day: 21average gain: $1.50Highest gain:
$2.75Lowest gain: $0.502 days up after pattern: 18average
gain: $3.25Highest gain: $2.75Lowest gain: $1.45ETC
etc.down next day: 3Average Loss on down day: $0.25Highest
loss on down day: 0.75lowest loss: $0.25etc etc.As you can see
that after this particular pattern appears the oddsfavor holding at least
2 days or whatever. You can carry the statsout up to 5 days after
the pattern to determine the average gain orloss following that
pattern.What I would like to see is a template where you enter your
patternand it generates the above stats.Hope this
helps,Dominick
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