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Re: [amibroker] Steve CMO5 rules and the IPs



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DT,
 
You're amazing.  Any and all improvements are 
welcomed.  
 
Take care,
 
Steve
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Dimitris 
  Tsokakis 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Friday, October 31, 2003 3:03 
  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 
TsokakisSend 
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