[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Calculating Stats



PureBytes Links

Trading Reference Links

nthony U DA MAN!!  You have the patience of a saint.

We are almost there.  I did some manual calculations for added examples.
I'll just stick with the 1day up following the pattern for simplicity.
Enclosed is the chart of ERES with each pattern indicated.

Stock: ERES
Total bars 252
Total patterns 18 which is 7.14% of total bars.
Out of 18 patterns 14 were up the next day and 4 down.
Probability of next day being up after pattern = (18/14)= 77.78%
summing of all 1day ups %profit= 62.2%
Average profit % = (62.2 / 14) = 4.44%.
Highest profit % = 9%
Lowest profit % = 0.1%

Probabiltiy of next day being down after pattern = (4/18)= 22.2%
sum of losses = (-4.57%)
Average loss % = (-4.57/4)= (-1.14%)
Highest loss % = (-3.3%)
Lowest loss % = (-.03%)

Average reward/risk ratio =3.89:1   (4.44/1.14) (avg win/avg loss)

The above are the most important stats.  It looks like 16 columns are 
required from ticker to average reward/risk ratio just for the 1dayup 
after the pattern.  After that it looks like 12 additional columns for 
each added day.   That's a bunch of columns.  It wouldn't bother me 
because I'm using (4) 19" monitors. :))

I'm a short term trader so I would like to see the stats for at least 2 
or 3 days added but what are your thoughts?

TIA,

Dominick



------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Coral Calcium for Greater Health. 1 month supply - $23.95
(1 bottle, 90 tablets, 400mg each with Magnesium & Vitamin D)
http://www.challengerone.com/t/l.asp?cid=2805&lp=calcium2.asp
http://us.click.yahoo.com/mcIe3D/v9VGAA/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/