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Al,
Note that, since pos+neg is always equal to 100, pos-neg=pos-(100-pos)
=2*pos-100, in other words the information of pos-neg is the same
with the info of pos alone [in a different scale]
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:
> Dimitris:
>
> If you create a blue line consisting of the difference between pos
and neg
> (i.e, (pos-neg)) and plot it instead of the green and red lines,
whenever
> the blue line crosses above 0, that's when the green line crosses
above the
> red (vice versa for when the blue crosses below 0). And whenever
the blue
> line reaches a max, that's when the short-term bull run ends
(opposite for
> when the blue line reaches a minimum signifying the end of the
short-term
> bear run). See gif. There is noise, but it is interesting.
>
> Al V.
>
>
> ----- Original Message -----
> From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, February 07, 2004 9:44 AM
> Subject: [amibroker] Re: The last [dangerous but profitable] days
of a trend
>
>
> > Al,
> > This was the only use [for me] till now, to have a warning for the
> > last days of Pompei.
> > You may take more info from the pos/neg graph, there are various
> > phases.
> > As you see, for the specific condition, I ask
> > pos>neg AND pos to be continuously ascending
> > When pos>neg the market is bullish in general, BUT, after the
first
> > pos peak there is no reason to increase Long positions, they will
not
> > be that profitable.
> > Check the last green candles of the last months and you will see
the
> > increasing volume, especially when the last buyers step in.
> > It is also interesting when confirmed by other signals.
> > For example, the question of the last 12 N100 bars was the
probable
> > turning point, after the [interesting] correction.
> > The "OUT1" arrow appeared on Thursday night, the OscDiff
confirmed on
> > Friday and that was it !!
> > All these 12 bars there were NO other signals for a probable
change
> > [in a set of more than 50 regular signals !!].
> > To be more specific, my CSCO is responsible for many Fibonacci
> > victims : It stopped for a while at the 50%, then at 61.8% and the
> > turning point needed an 100% retracement of the last [great]
uptrend.
> > With these two humble tools described above, one could wait all
these
> > 12 bars and buy CSCO at Thursday close of Friday Open.
> > Dimitris Tsokakis
> > Dimitris Tsokakis
> > --- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx>
wrote:
> > > Yes, it is clear. Thank you much. I'm trying to figure out how
to
> > use this
> > > code as an adjunct to my system testing. I'd like to use it as a
> > condition
> > > (like Buy = <my normal buy cond> AND ...) for entering longs and
> > shorts in a
> > > reversal type of system. Have you tried that? Do you use, for
> > example, 30
> > > and 70 as thresholds?
> > >
> > > Al V.
> > >
> > > ----- Original Message -----
> > > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Saturday, February 07, 2004 8:11 AM
> > > Subject: [amibroker] Re: The last [dangerous but profitable]
days
> > of a trend
> > >
> > >
> > > > Al,
> > > > I hope it is clear now.
> > > > The recent message is that we are not under selling pressure
> > anymore.
> > > > If a new bullish trend will be applied, it is another story.
> > > > The code will show the last bars of this trend...
> > > > Dimitris Tsokakis
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx>
> > wrote:
> > > > > Never mind. I found it. It was missing "1" just
before "~count".
> > > > >
> > > > > AV
> > > > > ----- Original Message -----
> > > > > From: Al Venosa
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > Sent: Saturday, February 07, 2004 8:00 AM
> > > > > Subject: [amibroker] Re: The last [dangerous but
profitable]
> > days
> > > > of a trend
> > > > >
> > > > >
> > > > > DT:
> > > > >
> > > > > I tried your code but got a "bad arguments" error message
> > after
> > > > the last AddToComposite statement involving ~count. I think
there
> > is
> > > > an array missing, isn't there? Please advise. Thanks for the
idea.
> > > > >
> > > > > Al Venosa
> > > > >
> > > > > ----- Original Message -----
> > > > > From: Dimitris Tsokakis
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > Sent: Thursday, February 05, 2004 5:58 AM
> > > > > Subject: [amibroker] The last [dangerous but profitable]
days
> > of
> > > > a trend
> > > > >
> > > > >
> > > > > We often see in the N100 group trendy periods. The market
is
> > > > easily going higher and higher.
> > > > > More and more buyers "understand" that something is going
on
> > and
> > > > gradually decide what they were afraid yesterday :
> > > > > To step in, not to loose the party.
> > > > > The last days are the most profitable, if your entry is
old
> > and
> > > > the most dangerous if your entry is young.
> > > > > The green candles indicate the mature phase of the
uptrend, we
> > > > should be ready to pull the Sell trigger immediately.
> > > > > The red candles work for the Short side.
> > > > > I think it is another way to avoid the usual but crucial
> > mistake
> > > > of the delayed entry.
> > > > > For the whole N100 market scan all stocks, all quotations
with
> > > > >
> > > > > n1=19;n2=39;
> > > > > p1=OscP(n1,n2);p2=OscP(n1+1,n2+1);
> > > > > OscDiff=100*(p1-p2);
> > > > > AddToComposite(Oscdiff>0,"~Positive","v");
> > > > > AddToComposite(Oscdiff<=0,"~Negative","v");
> > > > > AddToComposite("~count","v");
> > > > > Buy=0;
> > > > >
> > > > > to see how many stocks have positive OscDiff [a
characteristic
> > > > bullish property].
> > > > > The rest are negative and express the bearish mood.
> > > > >
> > > > > After the composites creation plot in IB the
> > > > >
> > > > > pos=100*Foreign("~positive","v")/Foreign("~count","v");
> > > > > neg=100*Foreign("~negative","v")/Foreign("~count","v");
> > > > > Plot(pos,"pos",5,1);Plot(neg,"neg",4,1);
> > > > > Color=(pos>=neg AND pos>Ref(pos,-1))*42+(neg>=pos AND
neg>Ref
> > > > (neg,-1))*31+1;
> > > > > // Plot(C,"",Color,64);
> > > > >
> > > > > to see the indicators and the
> > > > >
> > > > > SetForeign("^NDX");
> > > > > pos=100*Foreign("~positive","v")/Foreign("~count","v");
> > > > > neg=100*Foreign("~negative","v")/Foreign("~count","v");
> > > > > // Plot(pos,"pos",5,1);Plot(neg,"neg",4,1);
> > > > > Color=(pos>=neg AND pos>Ref(pos,-1))*42+(neg>=pos AND
neg>Ref
> > > > (neg,-1))*31+1;
> > > > > Plot(C,"",Color,64);
> > > > >
> > > > > to have an easy reference for the last bullish/bearish
days.
> > > > > The advice of the att. gif is simple : do not buy after
day2,
> > > > the last 8 green candles are over.
> > > > > If you are on the short side, avoid increasing your
position
> > > > after day1, the series of red candles is interrupted.
> > > > > Dimitris Tsokakis
> > > > >
> > > > >
> > > > >
> > > > > Al Venosa
> > > > > advenosa@xxxx
> > > > >
> > > > >
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