|
PureBytes Links
Trading Reference Links
|
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.
>
>
>
>
>
> Yahoo! Groups Sponsor
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges at Myinks.com - Save 80%. Quality inkjet cartridges &
refill kits! FREE s/h on $50 orders to the US & Canada. Fast shipping.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/hwZBYB/zoVGAA/ySSFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|