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[amibroker] Long term D_ratio studies



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I use to study D_ratio properties related to two parallel 
lines D1 and D2.
For a relative short period of two or three years this 
approach is satisfactory.
Ten years ago the same D_ratio could probably be totally out 
of this [D1, D2] range, 
since D_ratio is not a usual [0,100] oscillator.
D1 and D2 are nothing but two levels above and below the local 
D_ratio average, called AvD_ratio.
For k1% below and for k2% above, we may have two variable 
levels
D1=AvD_ratio*(1-<FONT 
size=2>0.01<FONT 
face="Times New Roman">*K1);
D2=AvD_ratio*(1+<FONT 
size=2>0.01<FONT 
face="Times New Roman">*K2);
They will follow the 
slow variations of D_ratio and will give a more realistic approach for trading 
systems design.
For a smaller period 
they will look like the usual parallel D_ratio lines, as you may see in the att. 
gif. of the ^GSPC D_ratio
for 13 years, 27 
months or 50 weeks.
Dimitris 
Tsokakis
[to be 
continued]
 






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