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[amibroker] Re: Potential problem with Portfolio Backtester?



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"...and now the dollar has crashed through 106..."
Yuki,
Note again that the signals of

// MA cross Prediction Statistics, July 2003 
p=3;MAp=MA(C,p);
k=5;MAk=MA(C,k);
TC=(p*(k-1)*MA(C,k-1)-k*(p-1)*MA(C,p-1))/(k-p);
DescCrossPrediction=Cross(TC,C);
AscCrossPrediction=Cross(C,TC);
ExpectMAcross=DescCrossPrediction OR AscCrossPrediction;
Confirmed=Cross(MAk,MAp) OR Cross(MAp,MAk);
UR=2*HHV(ROC(C,1),500);LR=2*LLV(ROC(C,1),500);
Ucoeff=1+UR/100;Lcoeff=1+LR/100;
Filter=TC<Lcoeff*C OR TC>Ucoeff*C;
AddColumn(MAp,"MAp");
AddColumn(MAk,"MAk");
Plot(C,"",41*Filter+1,64);
Plot(MAp,"",5,1);Plot(MAk,"",4,1);
bars=BarsSince(Cross(MAp,MAk) OR Cross(MAk,MAp));
expect=NOT(Filter);
Title=Name()+" , "+
WriteIf(expect AND NOT(expectMAcross) AND NOT(Confirmed) AND bars>3 
AND TC<C,"EXPECT a bearish MAcross SOON","")+
WriteIf(expect AND NOT(expectMAcross) AND NOT(Confirmed) AND bars>3 
AND TC>C,"EXPECT a bullish MAcross SOON","")+
WriteIf(DescCrossPrediction,"EXPECT a bearish MAcross TOMORROW","")+
WriteIf(AscCrossPrediction,"EXPECT a bullish MAcross TOMORROW","")+
WriteIf(Cross(MAp,MAk)," , Bullish MAcross","")+WriteIf(Cross
(MAk,MAp)," , Bearish MAcross","");
PlotShapes(shapeUpArrow*AscCrossPrediction,colorBrightGreen);
PlotShapes(shapeDownArrow*DescCrossPrediction,colorRed);

for JYH04 were 
Jan8 :EXPECT a bearish MAcross TOMORROW 
Jan14:EXPECT a bullish MAcross TOMORROW
I think both they were nice.
They were just great for my CLH04, giving a sell/short prognosis by 
the end of Jan14 and for GCG04 [buy  Dec23, sell Jan13, when the 
decline was behind the corner]
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi DIMITRIS,
> 
> Friday, January 16, 2004, 6:11:04 PM, you wrote:
> 
> DT> The sweet ^N225 added one more verification to the recent
> DT> statistics of the TEMA-Keltner bands. Someday we may learn what
> DT> to do with this [peculiar] index. Dimitris Tsokakis
> 
> Strong, but an inside bar DT.  I wanted to go long, but my signals
> all came up short of the targets -- just short, but short
> nonetheless. We shall see how the US does tonight.  Japan is
> convinced the US is on a one-way road. I am not so sure.  If the US
> falters, we go right back down. Like yesterday, they were only
> betting on the US Globex today, and now the dollar has crashed
> through 106. 
The BoJ will have to print another 100 billion yen I
> guess, and buy some underdeveloped country so they have room enough
> to store the very impressive pile of dollars they are amassing. 
Soon,
> they may have more dollars than the US.  ^^_^^
> 
> Yuki


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