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at <A
href="">http://groups.yahoo.com/group/amibroker/message/50917 <SPAN
class=468263723-30102003>Steve wrote, among the
others
"...As I have begged many times: give me something
better...I'll use it instead of this...."
Steve,
The point is how we can make it better, keeping your
basic favorite principle
[not to begin again the symmetric/non-symmetric
discussion]Let us see if automation may replace the trading
experience.Your x=CMO5 is applied to SYMC and the threshold level b is
allowed to vary in the [wide] range [10,80]My IP theory has not your trading
experience but "understood" thatIP0 to IP7 : b=10IP7 : b=29IP8 to
IP11 : b=34[Steve is right !!]IP11: b=36 The black thick line is
the IP equity, your E34 is red, the E10 is white and the recent champion E36 is
green.IP points were placed every 75 bars for the example.
// Inspection Points for Steve Karnish CMO5, SYMC
applicationSTART=DateNum()==1000601
;per=Param("per",75,25,200,25);EVENT=BarsSince(START)%per==0;EXIT=Ref(EVENT,1);Plot(10000,"",Cum(1)%2,1);Plot(0,"",1,styleNoLine);Counter=Cum(EVENT)%10;shape=IIf(Counter==1,shapeDigit0,IIf(Counter==2
,shapeDigit1,IIf(Counter==3 ,shapeDigit2,IIf(Counter==4
,shapeDigit3,IIf(Counter==5 ,shapeDigit4,IIf(Counter==6
,shapeDigit5,IIf(Counter==7 ,shapeDigit6,IIf(Counter==8
,shapeDigit7,IIf(Counter==9
,shapeDigit8,shapeDigit9)))))))));PlotShapes(shape*EVENT,colorIndigo);G=0;SetForeign("SYMC",True,True);for(b=10;b<80;b++){P=5;X5=100*((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P))-(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P)))/((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P)+(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P))));Buy=Cross(-b,x5);Sell=Cross(x5,b);E1=Equity(1,0);E11=ValueWhen(EVENT,E1);G=IIf(G>E11,G,E11);}GraphXSpace=3;
<FONT
size=2>fpass=0;bpass=0;for(b=10;b<80;b++){P=5;X5=100*((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P))-(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P)))/((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P)+(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P))));Buy=Cross(-b,x5);Sell=Cross(x5,b);E1=Equity(1,0);E11=ValueWhen(EVENT,E1);fpass=IIf(e11==g,e1,0)+fpass;bpass=IIf(e11==g,b,0)+bpass;G=IIf(E11==G,0,G);}STEP=IIf(EVENT,fpass-Ref(fpass,-1),0);T=Cum(STEP);FINAL=(fpass-T);Plot(FINAL,WriteIf(event,"*","")+"
[b="+WriteVal(bpass,1.0)+"]",IIf(event,colorRed,colorBlack),8);P=5;X5=100*((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P))-(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P)))/((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P)+(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P))));b=34;Buy=Cross(-b,x5);Sell=Cross(x5,b);E1=Equity(1,0);Plot(e1,"E34",colorRed,1);b=10;Buy=Cross(-b,x5);Sell=Cross(x5,b);E1=Equity(1,0);Plot(e1,"E10",colorWhite,1);b=36;Buy=Cross(-b,x5);Sell=Cross(x5,b);E1=Equity(1,0);Plot(e1,"E36",colorBrightGreen,1);
As time goes by, the old top solution b=10 is not bad at all
[imagine an exit by the end of 2001], but new champions appeared [it is obvious
to me] and promiss more attractive profits.If their value is temporary, do
not worry, some other b=XX will be in the head of this [endless]
marathon.How does it looks like ?Dimitris
Tsokakis
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