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Dave,
Not Yuki, but you can find out about Connor's Window strategy in his
book "The Trading Windows Strategy" available through
www.tradingmarkets.com. In it, he goes through several setups and the
conditions when they trigger a sell.
Bill
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> Hi Yuki, interesting setup. Where would I find more info on this?
>
> For instance, what do you mean by "double" window setup? Two days
in a row
> of the setup conditions being met? Is that a stronger signal? A
requirement?
> Not a lot of those, especially confirmed, if I understand
confirmation
> right.
>
> Also, I want to make sure I understand the buy and short
confirmation
> conditions that would follow the setups. Is it that the setup
conditions was
> true on the prior day, and Close is above/below the previous day's
High/Low,
> like this?
>
> ---------
> MA4 = MA(C, 4);
> ADX10 = ADX(10);
>
> ConditionB = H < MA4;
> ConditionB1 = PDI(14) >= 30;
> ConditionB2 = ADX10 >= 30 AND (PDI(10) > MDI(10));
> ConditionB3 = C > Ref(H, -1);
>
> ConditionS = L > MA4;
> ConditionS1 = MDI(14) >= 30;
> ConditionS2 = ADX10 >= 30 AND (MDI(10) > PDI(10));
> ConditionS3 = C < Ref(L, -1);
>
> BuySetup = ConditionB AND (ConditionB1 OR ConditionB2);
> ShortSetup = ConditionS AND (ConditionS1 OR ConditionS2);
> Buy = Ref(BuySetup, -1) AND ConditionB3;
> Short = Ref(ShortSetup, -1) AND ConditionS3;
> ---------
>
> If the requirement is that setup conditions need to be met for two
days,
> you'd replace the equivalent lines above with:
>
> Buy = Ref(BuySetup, -1) AND Ref(BuySetup, -2) AND ConditionB3;
> Short = Ref(ShortSetup, -1) AND Ref(ShortSetup, -2) AND ConditionS3;
>
> Dave
>
> > We have a double window short setup on the Naz Comp as of the
close
> > on Tuesday. You have to go back all the way to 9/26/2002 for the
> > last short setup window there -- single, double or otherwise.
> >
> > Ditto the NDX, although you have to go back even farther, to July
of
> > 2002 to see the previous short setup on the NDX.
> >
> > Neither DOW nor S&P "confirm".
> >
> > These are only setups by the way, not signals. But they would
become
> > signals if the Tuesday lows are taken out.
> >
> > I've forgotten where I got these, but here is the AFL:
> >
> > ConditionB = H < MA(Close,4);
> > ConditionB1 = PDI(14) >=30;
> > ConditionB2 = ADX(10) >=30 AND PDI(10) > MDI(10);
> >
> > ConditionS = L > MA(Close,4);
> > ConditionS1 = MDI(14) >=30;
> > ConditionS2 = ADX(10) >=30 AND MDI(10) > PDI(10);
> >
> > Buy = ConditionB AND (ConditionB1 OR ConditionB2);
> >
> > Short = ConditionS AND (ConditionS1 OR ConditionS2);
> >
> > Best,
> >
> > Yuki
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