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Keith,
My formula begins with
START=DateNum()==1000530 ;
x=100;
EVENT=BarsSince(START)%x==0;
It begins on May30, 2000 and places IPs per 100 bars.
How did you explored 1995 ?
Did you use the formula as is ?
[it would not make sense...]
Did you change the initial lines and how ?
[in an attempt to reproduce your exploration...]
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Keith,
> I'm [quite]far from the office all day long, poor internet
> connection, give me please some time to look at this tomorrow
> [European Monday] morning.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Keith Bennett" <kbennett@xxxx>
> wrote:
> > Thank you Dimitris for your message #49581 in response to the
> > question I raised in #49576. I was hoping that this would achieve
> the
> > objective but the results I am getting are puzzling.
> >
> > Taking the year 1995 in isolation, if I optimize for k in the
> > following code the result for COMPQ is 193 and the gain
> (short/long)
> > for the year is 41%.
> >
> > k = Optimize("k",100,1,200,1);
> > Buy = ROC(MA(C,K),1)>0;
> > Sell = ROC(MA(C,K),1)<0;
> > Buy = ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
> > Short= Sell;Cover=Buy;
> > Short= ExRem(Short,Cover);Cover=ExRem(Cover,Short);
> >
> > When I run the exploration on COMPQ in your #49581 for year 1995
I
> > get a kpass of 17. Plugging this into the above trading rules
> > produces a loss of 11.24%. Am I wrong to expect the same 192?
> >
> > Either my expectations are unrealistic (not unusual for me), or I
> am
> > missing the point in your suggested solution. Could you help
> further?
> >
> > Keith
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