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Hi Pal –
Please post the code you use to determine the
high and low price of the coming day.
Howard
-----Original Message-----
From: palsanand
[mailto:palsanand@xxxxxxxxx]
Sent: Monday, October 20, 2003
2:05 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Objective functions (was
RE: [amibroker] Re: Optimization -- again)
Jitu,
The system
generates additional buy/sell signals when the original
signal with
which you decided to trade is now losing.
You then
have three courses of action: either exit the losing
position
taking a loss and simultaneously initiate new positions or
initiate a
new position and exit the losing position at break-even
price or
continue to hold the losing position which eventually
becomes
profitable and simultaneously add (pyramid/pillar) new
positions at
the better price.
Lately I
found out that I could have avoided the losing position
altogether
if I had optimized my entry points (Market on Open, Low of
Day or High
of Day etc.,) depending on the strength of the signal.
This is
optimizing, but it is ok, not a crime.
<<<< SNIP
>>>>
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