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Dimitri,
I have been following your recent IP
coding....great piece of work ( as always ) ....One thing I noticed in the
recent posting for Steve's CMO(5) , you mention the following , which I presume
you arbitrarily select:
" IP points were placed every 75 bars for this
example"
Would it be possible to find the Optimized length of bars for the IP's
during the formula execution ?
Anthony
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dimitris
Tsokakis
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, October 31, 2003 5:03
AM
Subject: [amibroker] Steve CMO5 rules and
the IPs
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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