|
PureBytes Links
Trading Reference Links
|
Don't flame my inexperience! <grin>
This looks to produce similar (?) buy's to the AA-Explore code I am
fooling round with.
Perhaps a sell could be somewhat of the reverse?
ie.
S1 = close < ref(close,-1); // Or
whatever is appropriate.
S2 =
(RSI()
>
70)
OR
(RSI() < Ref(RSI(),-1));
S3 = (StochK() > 80) OR (StochD() > 80);
S4 = (StochK() < Ref(StochK(),-1)) OR (StochD() < Ref(StochD(),-1));
S5 = (OBV() < Ref(OBV(),-1));
Sell = S1 AND S2 AND S3 AND S4 AND S5
Original Code
// MA Dip Up Gain Explore
//
// Locate Dip Down 4% then Rise 1%
// or
// Common MA Cross
//
// Eg. Run n(1-5) Quotations on Top 100 Stocks.
// Add Results to Watchlist and Examine.
MAP = Param("MA On/Off",0,0,1,1); //Turn MA Finder ON/OFF (OFF Default)
CStart = Ref(Close,(-6)); //Last 5 Days for dip span.
CEnd = Ref(Close,(-2)); //End of 4% dip (2 days back)
Diff = CEnd-CStart;
Gain1 = (Diff/CStart)*100;
Diff2 = Close-Ref(Close,-1); //Start of 1% CLimb
Gain2 = (Diff2/Close)*100;
AddColumn( CStart, "Close Start", 1.2 );
AddColumn( CEnd, "Close End", 1.2 );
AddColumn( Gain1, "Gain1 %", 1.2 );
AddColumn( Gain2, "Gain2 %", 1.2 );
F1 = (Gain1 < -4) AND (Gain2 > 1);
F2 = MAP AND Cross(MA(C,2),MA(C,24));
F3 = (RSI() < 70) AND (RSI() > Ref(RSI(),-1));
F4 = (StochK() < 80) AND (StochD() < 80);
F5 = (StochK() > Ref(StochK(),-1)) AND (StochD() > Ref(StochD(),-1));
F6 = (OBV() > Ref(OBV(),-1));
Filter = (F1 OR F2) AND (F3 AND F4 AND F5);
AddColumn( F2, "MA Select", 1 );
AddColumn( BarCount, "Total Bars", 1 );
AddColumn( StochK(), "stochK", 1 );
At 09:18 AM 30/08/2003 +0000, you wrote:
You may find more details/techniques/strategies at
http://www.tomdemark.com/indin.htm
TD Sequential [a Tom DeMark trade mark] was the starting point of my
study. The basic rule was good for the ultra bearish period 2000-2002.
The market has changed and the basic signals became rare. [A similar
behavior was detected for my D-ratio. It was very sensitive for more
than two years, but without signals the last year or so...]
The arrangement I posted yesterday seems to work even in the recent
bullish period [without loosing the main signals of the bearish years]
Give me some time to search some more variations [I will not stay in
this C<Ref(C,-3), it may be also generalised] and come back with the
results.
Before this research, let me repeat a question : Do we search for a
mirror Sell condition, something like a C>Ref(C,-3) sequence ?
This would imply similar market behavior when up and when down. I am
not convinced for the truth of the last statement.
Any opinions appreciated.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi Dave & DT,
>
> Friday, August 29, 2003, 10:13:36 PM, you wrote:
>
> DM> seems to catch a lot of nice short-term buys. misses some that
> DM> look "bigger" than ones it catches though. to put it
differently,
> DM> I might want to be long if it was in a buy, but I wouldn't want
> DM> to be short if it wasn't (:-).
>
> Yes, it catches pull backs in rising markets quite well. It appears
> not in any way to suggest shorting, ever, though. But seems to be a
> nice pullback indicator for uptrends.
>
> DM> we need the mathcing exit strategy!
>
> That would be nice, along with both an exit strategy for a bad
> signal, and a re-entry for times when that is applicable. Some of
my
> best trades are trades that I enter 2 or 3 times before I get the
> move I'm looking for. I have little or no tolerance for losers, so
> when it coughs or hiccups, I'm gone. But I've also learned over the
> years to keep a very very close eye on those situations, as they
> often reverse once again only to finally take off in the direction
> first anticipated, right after they've knocked out people like me
who
> have no tolerance for losers. They don't always come back of course,
> and this is why I'm gone right away in the first place. But there
is
> little more frustrating that getting knocked out and then watching
> from the sidelines as the thing reverses and goes in your direction
> -- without you. You've got to get back in, both from a monetary and
> psychological standpoint.
>
> Yuki
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for Your HP, Epson, Canon or Lexmark
Printer at Myinks.com. Free s/h on orders $50 or more to the US & Canada. http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/l.m7sD/LIdGAA/qnsNAA/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/
Yahoo! Groups Sponsor
ADVERTISEMENT
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.
|