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Dimitris,
I'm following your excellent system/indicator development with
great interest.
Keep up the good work - the grail is just around the
corner......
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
DIMITRIS
TSOKAKIS
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, September 30, 2003
15:21
Subject: [amibroker] Re: Two Days after
the Bullish Inflection
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.> > daveSend
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