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----- Original Message -----
From: Dimitris Tsokakis
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, August 31, 2003 2:08 PM
Subject: The Sequential signal variations
The system prefers bullish periods.
Even the optimal solution for the bullish 2003 was, in general, worse
than B&H.
The parameters optimal values are not symmetric.
The optimals of the bullish period do not give any profitable
solution for the bearish period[s].
For the whole period Jan2000 till now, the best choice was suggesting
0 trades.
Buy signals are not bad and, I think, the validity of this theory is
to "identify low-risk buy and sell zones", as Tom deMark suggests.
Here is the code for your further research .
// Variations of the sequential method
b=0;s=0;
xb=Optimize("xb",4,2,15,1);
xs=Optimize("xs",9,2,15,1);
for(x=xb;x<20;x++)
{
b1=Sum(C<Ref(C,-3),x)==x;b=(b1==0 AND Ref(b1,-1))+b;
PlotShapes(shapeUpArrow*(b!=0),colorBrightGreen);
}
for(x=xs;x<20;x++)
{
s1=Sum(C>Ref(C,-3),x)==x;s=(s1==0 AND Ref(s1,-1))+s;
PlotShapes(shapeDownArrow*(s!=0),colorRed);
}
Plot(C,"C",IIf(b!=0,colorGreen,IIf(s!=0,colorRed,colorBlack)),64);
GraphXSpace=2;
Buy=b!=0;Sell=s!=0;
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
// Short=Sell;Cover=Buy;Short=ExRem(Short,Cover);Cover=ExRem
(Cover,Short);
Dimitris Tsokakis
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