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Thanks Dave: too bad I don’t
stay current with all of the new commands….appreciate the reply.
Ken
-----Original Message-----
From: Dave Merrill
[mailto:dmerrill@xxxxxxx]
Sent: Tuesday, September 30, 2003
4:35 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: Two
Days after the Bullish Inflection
<span
>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
>dave
DT: I find this quite interesting after plotting and backtesing
numbers<span
>
of 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 does
in this context. I comment it out and
nothing changes.
Errrrrr.....I just changed "^NDX" to my
index symbol "NDX-X" and the
returns tripled......Errrrrr......Why??
This was attractive when I was using it
incorrectly, and now it is even
better.
How do you come up with these things???????
Thanks for any further explanation.
Ken
-----Original Message-----
From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]
Sent: <font
size=2 face="Courier New">Tuesday, September
30, 2003<span
> <span
>10:22 AM<font size=2
face="Courier New">
To: amibroker@xxxxxxxxxxxxxxx
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.
>
> dave
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