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[amibroker] Re: Two Days after the Bullish Inflection



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The main purpose was to show the use of inflection points.
The results are not bad, if you consider it is a TTM [Trade The 
Market] system. All signals are based on ^NDX chart. 
This approach [and the successful behavior of the majority] gives a 
good reason to use ^NDX as a trading platform.
The comparison with B&H is also good to me.
We didn't decide on Jan1 to Buy & Hold, as far as I remember !!
We mainly decided to trade a cloudy market with very sad bearish 
memories. When I was searching, last spring, for prolonged uptrend 
indications, the request was a bit funny, many traders were waiting 
another bearish episode and *nobody* would trust a B&H strategy.The 
other useful result of this study is the transformation of Price 
directly into an oscillation [without the indirect methods like RSI, 
Stochastics etc]. Give me some time, the project is ready, but it 
needs the bloody writing time !!
Thank you for your comments.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx> 
wrote:
> thanks for this Dimitris, it looks very interesting.
> 
> unfortunately, I don't see the performance results as positively as 
you seem
> to. over the past year, the NASDAQ 100 stocks show Annual system % 
return of
> 44.13%, but Annual B&H % return was 65.01%. for 2003, Annual system 
% return
> was 29.73%, but Annual B&H % return was 54.14%. for all quotes 
(QuotesPlus),
> Annual system % return was 19.14%, Annual B&H % return 30.58%.
> 
> there may be other ways we can make use of this principle, which 
seems quite
> right-headed, but for reasons that aren't entirely clear to me, it 
doesn't
> perform that well in its current state.
> 
> dave


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