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[amibroker] Backtesting exit strategies - how to add more complexity?



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<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Fred 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Tuesday, February 17, 2004 2:18 
  PM
  Subject: [amibroker] Re: Sigma 
Bands
  
  Book ? or Course Materials ?
   
  Book: "The Profit Magic of Stock 
  Transaction Timing."  He shows how to extrapolate by hand, so converting 
  to code is the challenge.  But doable since it has been 
  done.--- In <A 
  href="">amibroker@xxxxxxxxxxxxxxx, 
  "wavemechanic" <wd78@x...> wrote:> 
  >   ----- Original Message ----- >   From: 
  DIMITRIS TSOKAKIS >   To: <A 
  href="">amibroker@xxxxxxxxxxxxxxx 
  >   Sent: Tuesday, February 17, 2004 12:59 
  PM>   Subject: [amibroker] Re: Sigma Bands> > 
  >   Of course it is not the same !!>   It is 
  probably an interesting alternative.> >   Sorry, I 
  read your note as a suggested approach to Hurst stuff.  As for 
  Hurst's work, as far as I know it can only be found in his book.  But 
  for the most part the key is extrapolation of the CMA and to a lesser 
  extent (coded approaches exist) determining appropriate cycles.> 
  >   [BTW, I do not have the description of the original work 
  to AFL it...]>   Dimitris Tsokakis>   
  --- In <A 
  href="">amibroker@xxxxxxxxxxxxxxx, 
  "wavemechanic" <wd78@x...> 
  wrote:>   > >   >   
  ----- Original Message ----- >   >   From: 
  DIMITRIS TSOKAKIS >   >   To: <A 
  href="">amibroker@xxxxxxxxxxxxxxx 
  >   >   Sent: Tuesday, February 17, 2004 7:30 
  AM>   >   Subject: [amibroker] Re: Sigma 
  Bands>   > >   > >   
  >   BTW, since the greater part of Sigma bands is without use, an 
  >   idea of >   >   adjustable 
  Displaced MA may be useful, as exposed at>   >   
  <A 
  href="">http://groups.yahoo.com/group/amibroker/message/59001>   
  >   I believe there are many ways to Rome.>   
  > >   >   A displaced MA is not the same as 
  the required extrapolation.>   > >   
  >   Dimitris Tsokakis>   >   --- In 
  amibroker@xxxxxxxxxxxxxxx, 
  "wavemechanic" <wd78@x...> 
  >   wrote:>   >   > 
  >   >   >   ----- Original Message 
  ----- >   >   >   From: Fred 
  >   >   >   To: <A 
  href="">amibroker@xxxxxxxxxxxxxxx 
  >   >   >   Sent: Monday, February 
  16, 2004 10:57 PM>   >   >   
  Subject: [amibroker] Re: Sigma Bands>   >   > 
  >   >   > >   
  >   >   It should also be no surprise that the 
  examples look >   wonderful.>   
  >   > >   >   >   
  After all couldn't we easily put up a dozen examples of a >   
  MACD >   >   >   Histogram 
  divergence that looked wonderful ?>   >   > 
  >   >   >   The question is does 
  Sigma/Hurst work?  There are at least >   four 
  >   >   (as I recall) sources for services and 
  software available so one >   can >   
  >   pick and choose, or write your own (as some traders have 
  shown >   that >   >   they 
  have done).  And there are traders that claim that this 
  >   approach >   >   is helpful 
  to them and that's the bottom line.>   >   > 
  >   >   >   --- In <A 
  href="">amibroker@xxxxxxxxxxxxxxx, Wayne 
  Skerritt >   <<A 
  href="">ecodesign@x...> >   
  >   >   wrote:>   >   
  >   > wavemechanic wrote:>   >   
  >   > > ** >   >   
  >   > > >   >   
  >   > >     ----- Original Message 
  ----->   >   >   > 
  >     *From:* DIMITRIS TSOKAKIS <<A 
  href="">mailto:TSOKAKIS@x...>>   
  >   >   > >     *To:* <A 
  href="">amibroker@xxxxxxxxxxxxxxx 
  >   >   >   <<A 
  href="">mailto:amibroker@xxxxxxxxxxxxxxx>>   
  >   >   > >     *Sent:* 
  Monday, February 16, 2004 8:27 AM>   >   
  >   > >     *Subject:* [amibroker] Re: 
  Sigma Bands>   >   >   > > 
  >   >   >   > 
  >     Among the others, take a look 
  at>   >   >   > 
  >     <A 
  href="">http://www.traderiskmanagement.com/warning.htm>   
  >   >   > >     
  !!!!!>   >   >   > 
  >     What is so important for these 
  bands??>   >   >   > 
  >   >   >   > Simple.... someone 
  on this list was asking for information >   and 
  >   >   >   ideas 
  >   >   >   > regarding Sigma 
  Bands. Many responded with interesting code >   
  >   ideas >   >   >   
  and >   >   >   > questions. For 
  my part, I offer no warranty nor ideas as to >   how 
  >   >   the >   
  >   >   info >   >   
  >   > might be used or traded. Readers can take it or leave 
  it. >   8^)>   >   
  >   > >   >   >   
  > Regarding the above URL and the message on that site..... 
  >   it >   >   should 
  >   >   >   not 
  >   >   >   > surprise anyone 
  that the owner should claim to be the one >   and 
  >   >   only >   
  >   >   > 'interpreter' of Hurst's secrets.... 
  the one true way.>   >   >   > 
  >   >   >   > 
  Wayne>   >   > >   
  >   > >   >   > 
  >   >   > >   
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