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Yuki,
the logic is Buy at the first significant Low of the year, Sell at
the first significant High and then Buy every 25 bars, Sell every 28
bars.
For 2003 Nikkei it was almost ideal [see the arrows and the Equity
line] and gives an idea for the market timing.
The study of the Equity line is very useful, the index may keep on
responding well for some more months and add some criteria,
especially when the decision is not clear.
If the idea is interesting I can give more details, I was lucky
enough to use a similar system the last 6 months for the N100 group.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi DIMITRIS,
>
> Monday, December 8, 2003, 10:29:48 PM, you wrote:
>
> DT> Yuki, My market timer was Short on Dec12 [after the Oct21 Short
> DT> !!] and will buy again in 15 bars. Serious or not, take a look
at
> DT> this Nikkei clock, a double price for this year was not bad at
> DT> all...
>
> A double is never bad, DT. Never bad at all. ^^_^^
>
> DT> STARTBUY=DateNum()==1030131; STARTSELL=DateNum()==1030217;
> DT> Buy=BarsSince(STARTBuy)%25==0; Sell=BarsSince(STARTSell)%28==0;
> DT> Short=Sell;Cover=Buy;
>
> Please forgive me, though. I know not what to do with this code.
>
> Yuki
>
> P.S. Looking at the CME Nikkei this morning, very glad I overrode my
> short signals yesterday.
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