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Re: [amibroker] Re: Price Persistency



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Yes, this helps... I will post a 
solution...
 
Actually...already working on a Generic 
version...
 
Anthony
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  dom1_1998 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, June 23, 2003 10:23 
PM
  Subject: [amibroker] Re: Price 
  Persistency
  Hi Anthony:lets say I want to know the stats 
  following a 3 down day pattern:3daydn = 20next day up following 
  pattern= 18.next down days following pattern   =2So far I 
  now know that there's a 90% chance the next day will be upfollowing 3 down 
  days.  Closing price to closing price.The stats are from the 
  closing price on the last day of the pattern tothe closing price of the 
  next day.  You could also have the option ofbuying at the next days 
  open if you want but I didn't want to makethis too complex.The 
  average gain of the day after the pattern is $2.75. This is justaveraging 
  the gains of those 18 up days.The highest gain out of the 18 was 
  $3.25.(close to close)The lowest gain was $1.25.Now I know there's a 
  90% probability of making atleast $1.25 the dayafter the 
  pattern.   Now you can continue this method up to 5 daysafter 
  the pattern.Or to make it easier, you could  instead just show 
  the averagegain/loss, highest gain, highest loss etc etc  by holding 
  the trade1day, 2days, 3days, 4days and 5 days after the pattern.  
  Measurablefrom close of the 3 day down pattern to close of day1, from the 
  closeof the pattern to the close of day2, close of pattern to close of 
  day3, etc etc.  Hope this 
  helps,DominickDown day following pattern = 
  2average loss out of the 2 = $0.75Highest loss = $1.50Lowest loss 
  = $0.25You would then continue 
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