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[amibroker] Profits vs Exposure



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The simple version is the Steve´s StochRsi formula without the trend 
qualifier.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "nurudinkaba" <n.kaba@xxxx> wrote:
> Is the "Simple" version, without the trend qualifier? or is 
> the "Simple" version another SMA(10, 13?)
> 
> Thanks
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Alan Nouray" <alann@xxxx> wrote:
> > Dimitris,
> > 
> > I know TD Sequential formula but I did not know there are 2 
> versions.
> > Can you please clarify.
> > 
> > Alan
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
> <TSOKAKIS@xxxx>
> > wrote:
> > > Steve,
> > > here is some technical data
> > >           %Net profit    Exposure
> > > simple       +1170%       97%
> > > MA21          +496%       60%
> > > TDseq1        +748%       77%
> > > TDseq2        +400%       74%
> > > 
> > > TDseq1 and TDseq2 are two TomDeMark sequential applications 
from 
> my 
> > > recent posts on the subject. They accept Buy signals when 
> > > the "environment" is expecting a buy signal.
> > > I do not think it is easy to choose one of these 4 techniques.
> > > Any opinion ?
> > > Dimitris Tsokakis 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
> <TSOKAKIS@xxxx> 
> > > wrote:
> > > > Steve,
> > > > the question was going to Herman, who uses the AA tools and 
is 
> > > aware 
> > > > of the amibroker report details[exposure etc.].
> > > > As for the "trend qualifier", I don't know if you would like 
to 
> > > > discuss the subject, but we can no way speak for any kind 
> of "one 
> > > bar 
> > > > trend" and I will suppose you agree.
> > > > The two options are
> > > > Buy=Cross(17,StochRsi) ;
> > > > and
> > > > Buy=Cross(17,StochRsi) AND Ref(MA(C,21),-1) < MA(C,21);;
> > > > for the specific day you will decide to Buy or not.
> > > > Of course, this specific day the MA(C,21) may be < or > of 
its 
> > > > previous value. This may equally happen in a bullish/bearish 
> trend.
> > > > Any two-bar relation could never characterise a "trend".
> > > > The only actual result of MA additive is to prevent some 
> crosses to 
> > > > become signals. This makes the system stay out of the market 
> for 
> > > some 
> > > > periods, something like 50/90 exposure ratio.
> > > > Thank you for your prompt reply.
> > > > Dimitris Tsokakis


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