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



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--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> 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 have left, for a while, the inflection points, it doesnīt mean I 
forgot them, let us say it is b-priority for now...
> 
> I go from message to message in my DT folder (how many others on 
this
> list keep a "DT folder" I wonder)

tough question for ...me

, finally studying in detail, your code
> masterpieces.
> 
> I will ask some questions about the Inflection code in a separate 
new
> message.

A bit later please, let us see what we can do with this, very 
interesting question first
  It is for something different than this "new watchlist" system
> I described.
> 
> Thanks.
> 
> Ken
> 
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...] 
> 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."
> 
> 
> 
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