|
PureBytes Links
Trading Reference Links
|
----- Original Message -----
From: <A
href="" title=tsokakis@xxxxxxxxx>Dimitris Tsokakis
To: <A href=""
title=amibroker@xxxxxxxxxxxxxxx>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
<FONT
size=2>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);
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.
Attachment:
1T.gif
Attachment:
Description: "Description: GIF image"
|