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Re: [amibroker] Starting point for a short system...short term



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BTW:

Here is a formula to try this strategy:

pds = 3;
Buy = Sum(H<Ref(H,-1),pds)==pds AND Sum(L<Ref(L,-1),pds)==pds;
Short = Sum(H>Ref(H,-1),pds)==3 AND Sum(L>Ref(L,-1),pds)==3;

-- 
Thomas Zmuck <thomas.zm@xxxxxx>
http://www.tradingbasis.com 



On Wed, 09 Jul 2003 11:46:57 -0000
"Eugene" <johngalt1234@xxxxxxxxx> wrote:

> Three consecutive higher closes and three consecutive higher lows.
> Sometimes this pattern can go for 4 or 5 days... You might want to try
> 5 if the universe of stocks you are scanning is pretty large.
> Some other qualifiers could be added.
> you would short at close on the 5 day in case you are using the 5day
> run pattern. 
> I did an analysis on AAPL and found that with the 3 day pattern you
> could expect a 4% return in about 5 trading days about 60% of the time. 
> 
> 
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