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<SPAN
class=418063120-30092003>using SetForeign means that the trade signals won't
come from the price of the current stock, but from the NDX. you should do what
you've done, replace the symbol in that call with whatever the NASDAQ composite
index is on your system. before you did that, the call had no effect, and
signals were derived from the stocks you tested themselves. not a bad thing to
investigate anyway...
<SPAN
class=418063120-30092003>
<SPAN
class=418063120-30092003>dave
<BLOCKQUOTE
>DT:
I find this quite interesting after plotting and backtesing numbersof
stocks and watchlists.I do not understand .... " All signals are based
on ^NDX chart."I do not understand the use of the SetForeign command
and what it doesin this context. I comment it out and nothing
changes. Errrrrr.....I just changed "^NDX" to my index symbol
"NDX-X" and thereturns tripled......Errrrrr......Why??This was
attractive when I was using it incorrectly, and now it is
evenbetter.How do you come up with these
things???????Thanks for any further
explanation.Ken-----Original Message-----From: DIMITRIS
TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx] Sent: Tuesday, September 30, 2003
10:22 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: Two Days
after the Bullish InflectionThe 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 BUG
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