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Hi DIMITRIS,
Tuesday, February 10, 2004, 6:13:54 PM, you wrote:
DT> Yuki, We saw the same trouble the first days after IP 10. The
DT> system will try Long profits for the next 10 bars [SellFreq is
DT> still 28, we are already 18 bars after the last Sell signal] As
DT> you know, the system checks in every IP the best Equity curve and
DT> trades the next 17 bars according to this principle. Is there any
DT> idea to change the basic principle ?
No, not at all. Just remarking that you had mentioned that this
timing breaks down after a while (or may break down), and (may) need
a new model. Perhaps we are hitting the limit now on this model from
early 2003. But maybe not. I am not too enthusiastic about longs in
the next 10 bars, but we shall see. Interestingly, in 10 plus bars I
might be much more interested. But this is only flight of fancy, no
hard TA here to back it up. We have a supply/demand problem here
right now, one that will ease in a couple of weeks, as banks wind up
their cross holding sales prior to the fiscal year end on 3/31. Most
of it will wind up prior to the end of February.
DT> We can not pick up the
DT> ascending curve of the day, it is not good for the long run. The
DT> [29,33] combination, for example, was ascending today, but it was
DT> not the optimal selection [it is at 16,000 vs 18,000]and
DT> [probably] will not be in the next IP. Since you watch the code,
DT> if you have any idea to change the method, let me know and I will
DT> try to AFL it. BTW,here is an update for the IP digits.You will
DT> read now IP10, IP11 etc [Bill asked the same feature]
Thanks DT.
Yuki
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