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Hi Dimitris,
The code works, now I can study with it on Dutch stock.
Thank you very much and keep on your excellent job for us.
BTW my daughter and family moved to their own build house in Pano
Chersonissos, last wednesday.
Sjaak
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
> Hi,
> the code may be used for any stock/index, data at least from
Jan2000.
> If you copy the code from the web, please go to
> http://groups.yahoo.com/group/amibroker/message/52020?expand=1
> to avoid some wrapping mistakes.
> Please let me know if the copy/paste is OK, the code works.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "sjaak1943" <haasn102@xxxx>
wrote:
> > 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
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