|
PureBytes Links
Trading Reference Links
|
Hi Dimitris,
Can I use the code also on the Dutch AEX?
When I do, I get the following:
"Variable 'eip' used without having been initialized."
>From cloudy Holland,
Sjaak
--- In amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis"
<TSOKAKIS@xxxx> wrote:
> Inspection Points decide every, say, 100 bars the optimal solution
for the next 100 bars.
> We may apply Continuous Inspection and change the optimals
according to the stock [market] performance.
> Is it better ?
> The question is not simple, we should examine the situation
carefully.
> An o/b, o/s stochastic system was used as example.The BuyLevel was
from 20 to 50 and the SellLevel from 60 to 90.
> Settings:Buy,Sell at +1Open, commission 0.25%, all stops disabled,
initial equity 10,000, from Jan3, 2000 till Nov14, 2003.
> In AA window paste the
>
> // Inspection Points vs Continuous Inspection
> // A. Inspection Points
> START=DateNum()==1000530 ;
> EVENT=BarsSince(START)%100==0;
> k0=20;s0=60;
> shape=33+2*(Cum(event)%10);
> PlotShapes(shape*EVENT,colorBlack);
> Plot(0,"",1,1);Plot(100,"",1,1);
> G=0;
> for(K=k0;K<=50;K=K+5)
> {
> for(s=s0;s<=90;s=s+5)
> {
> Buy=Cross(StochD(),K);
> Sell=Cross(S,StochD());
> E1=Equity(1,0);
> E11=ValueWhen(EVENT,E1);
> G=IIf(G>E11,G,E11);
> }}
> Kpass=0;Spass=0;
> for(K=k0;K<=50;K=K+5)
> {
> for(s=s0;s<=90;s=s+5)
> {
> Buy=Cross(StochD(),K);
> Sell=Cross(S,StochD());
> E1=Equity(1,0);
> E11=ValueWhen(EVENT,E1);
> K1=IIf(E11==G,K,0);Kpass=Kpass+K1;
> S1=IIf(E11==G,S,0);Spass=Spass+S1;
> G=IIf(E11==G,0,G);
> }}
> Buy=Cross(StochD(),kpass);Sell=Cross(Spass,StochD());
> eIP=Equity(1,0);
> // B. Continuous Inspection
> G=0;Kpass=0;Spass=0;
> k0=20;s0=60;
> for(K=k0;K<=50;K=K+5)
> {
> for(s=s0;s<=90;s=s+5)
> {
> Buy=Cross(StochD(),K);
> Sell=Cross(S,StochD());
> E1=Equity(1,0);
> G=IIf(G>E1,G,E1);
> }}
> for(K=k0;K<=50;K=K+5)
> {
> for(s=s0;s<=90;s=s+5)
> {
> Buy=Cross(StochD(),K);
> Sell=Cross(S,StochD());
> E1=Equity(1,0);
> K1=IIf(G==E1,K,0);Kpass=Kpass+K1;
> S1=IIf(G==E1,S,0);Spass=Spass+S1;
> G=IIf(E1==G,0,G);
> }}
> Buy=Cross(StochD(),kpass);Sell=Cross(Spass,StochD());
> eCont=Equity(1,0);
> Filter=eCont>eIP;
> AddColumn(eCont,"eCont");
> AddColumn(eIP,"eIP");
>
> Explore the N100 database for the n=1 last quotations, for various
Filter conditions
> Some interesting results
>
> Filter=eIP>10000 AND eCont>eIP; 13stocks/101
> Filter=eIP>10000 AND eCont<eIP; 26stocks/101
> Filter=eCont>eIP; 39stocks/101
>
> The Continuous Inspection did not improve the IP performance for
the tested system.
> Dimitris Tsokakis
------------------------ 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/
|