[amibroker] Re: ^VLIC : The use of the D_ratio

["Steve Almond" <steve2@xxxxxxxxxxxxxxxxxxxx>]

Dimitris,
 
We have visited this area before. The D-Ratio indicator falls apart once 
taken out of the last few years of bearish conditions. See the attached 
chart where D_Ratio for ^VLIC took us out of the ^NDX in mid November 
1998 at ~1460, and kept us on the sidelines as the ^NDX went to ~4700.
 
I know you don't keep data back before 2000, but you should in my opinion - 
unless you are sure that the coming year will be like 2000-2002 and not 
like 1997-1999! Even if you do not backtest on 1997-1999 data, you should be 
prepared to observe the behaviour of your excellent indicators during that 
period.
 
Steve






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