[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Re: NO WAY [Was]: New Variable Class



PureBytes Links

Trading Reference Links

Dimitris:

Yes Yes Yes!!  Exactly good so far.

I see the previous message and will go study it right away.

I have been playing with your IP (Inspection) codes, and even older,
your "Inflection Point" code.

I go from message to message in my DT folder (how many others on this
list keep a "DT folder" I wonder), finally studying in detail, your code
masterpieces.

I will ask some questions about the Inflection code in a separate new
message.  It is for something different than this "new watchlist" system
I described.

Thanks.

Ken

-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx] 
Sent: Friday, November 07, 2003 1:47 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: NO WAY [Was]: New Variable Class

Ken, 
the first part is ready.
I select a date, the LastValue(Cum(1)-10), I read the MACDs, select 
the top3 and, the most important, create a new on-code WatchList W, 
including these 3 top stocks.
Is it OK up to this point?
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> DT:
> 
> You are right, too much to read.
> 
> My system approach:
> 
> 1.  Pick a date, say 1/2/1999.
> 2.  Rank stocks in "Master List" for some variable, for example 
UPI, but
> it could be something else.
> 3.  "Put" (buy, assign, or ??) the top 10 ranked stocks into 
a "basket"
> (not necessarily another watchlist).
> 4.  Buy and sell the BASKET (10 stocks only) on their own 10dema.  
Sell
> them all when Basket Average crosses below 10dema of Basket Average.
> Buy them all back when Basket Average crosses above 10dema of Basket
> average.
> 5.  Continue forward in time, buying and selling as demanded by ema 
of
> average, until another calendar date, say 6 months (although it 
could be
> 3 months or 9 months), then sell any in the basket if basket stocks 
are
> open long.
> 6.  Rerank Master List on new date (same ranking variable), then 
select
> new top 10 and put back into new basket of stocks.
> 7.  Buy all new 10 stocks if their new 10dema is less than the 
basket
> average.
> Repeat with step 4 and continue to the present.
> 
> I have not studied your IP points code close enough to know if it
> applies in this case.  Someone said it might.
> 
> I have tested this system semi-manually using FastTrack program and
> Excel and it is profitable with low drawdown.  I want to do a more
> complete test and perhaps optimize various variables (very 
repetitive
> and long doing it manually).
> 
> Any comments?
> 
> Ken
> 
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...] 
> Sent: Friday, November 07, 2003 7:58 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: NO WAY [Was]: New Variable Class
> 
> Ken,
> I donīt even know AB-beta list.
> Would you kindly ask/describe the question here ?
> From Anthonyīs reply, I read something related to the top10 
selection.
> All these topX variations are already posted by me in previous 
> messages.[multi-step, one-step, AA top5/bottm5, IB graphs etc.]
> Sorry, there is no time to read all amibroker lists, although it 
> would be interesting.
> Just say it and we shall give it a try, if not already solved...
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> > DT:  
> > 
> > You said:
> > 
> > "I like your expression "no way" !!
> > I donīt like the same expression, when we talk AFL."



Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html 

Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/ 




------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->

Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 

Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/