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Great! Thanks Dimitris.
----- Original Message -----
From: <A
title=TSOKAKIS@xxxxxxxxx href="">DIMITRIS TSOKAKIS
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, March 10, 2004 3:52 AM
Subject: [amibroker] Re: CMO system results - Karmish Part 4
continuation
June 6, 2002 !!I was young, as far as I remember !!You
may use Equity(1,0) and explore for the n=1 last
quotations.ExampleBuy=Cross(StochD(),30);Sell=Cross(StochD(),70);Short=Sell;Cover=Buy;Filter=Equity(1,0)>15000;AddColumn(Equity(1,0),"Equity");Dimitris
Tsokakis--- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "Mike
Lucero" <m.lucero@x...> wrote:>
Does this still work this way? If I try the first way, the Equity
column> only contains "10,000".> > Thanks,>
> Mike> ----- Original Message ----- > From: "dtsokakis"
<TSOKAKIS@xxxx>> To: <amibroker@xxxxxxxxxxxxxxx>>
Sent: Thursday, June 06, 2002 9:34 AM> Subject: [amibroker] Re: CMO
system results - Karmish Part 4 continuation> > > You
may go faster than searching the symbol tree :> Add a filter to your
trading rules and explore.> > Buy=...> Sell=...>
Filter=1;> AddColumn(Equity(),"Equity");> and explore for the n=1
last bar.> Or, include selection in filter> If your settings have
initial equity 10000, then with> Buy=...> Sell=...>
Filter=Equity()>15000;> AddColumn(Equity(),"Equity");> you will
collect stocks above +50% and then place them in a watch> list for
further analysis.> This is a fast way to select among thousands of
stocks.> Dimitris Tsokakis> --- In amibroker@xxxx, "Herman van den
Bergen" <psytek@xxxx> wrote:> > When you want to step through
stocks to see the equity change, you> may want> > to make a
special "Display Equity" indicator for each system. I use>
the> > Equity() to plot the Equity, not the "Equity" button in the
AA.> This so that> > I can put MAs or whatever over the Equity
to help me judge the> curve. It> > also allows you to use log
scales and adjust the margins.> >> > Herman.>
> -----Original Message-----> > From:
Richard Alford [mailto:richard.alford@xxxx]> > Sent:
Thursday, June 06, 2002 9:05 AM> > To:
amibroker@xxxx> > Subject: Re: [amibroker] CMO system
results - Karmish Part 4> continuation> >> >>
> From the results I found for the NDX - it would appear that
there> were no> > acceptable "1st screen" stocks that
spanned 92-02 (ALTR may be an> > exception). Isn't that a
concern?> >> > Richard>
> ----- Original Message ----->
> From: Rick Parsons>
> To: amibroker@xxxx>
> Sent: Wednesday, June 05, 2002 6:32 PM>
> Subject: RE: [amibroker] CMO system results -
Karmish Part 4> > continuation> >> >>
> Richard,> > There
are a several ways to find stocks that you can put in> a "1st>
> Screen" watchlist then later go back and test them.> >>
> To get this first screen, use the power to the
Equity()> function.> > Simply run a CMO backtest with maybe
+70, -70 triggers on a single> security.> > Then go to the
stock tree, click on a large list of stocks, say the> Nasd.>
> 100. Use the down arrow to scroll thru these stocks. Watch
the> equity> > curve change as you go from stock to
stock. If you find a great> looking> > equity curve, add
that stock to the "1st Screen" watch list.> >>
> Later go thru these "1st screen" stocks and try
optimizing with> > symmetrical trigger levels. Read Steve's
presentation to get ideas> on what> > to look for
here.> >> > Rick>
> -----Original Message----->
> From: Richard Alford
[mailto:richard.alford@xxxx]> >
Sent: Wednesday, June 05, 2002 4:13 PM>
> To: amibroker@xxxx>
> Subject: [amibroker] CMO system results
- Karmish Part 4> continuation> >> >>
> I have changed the subject to
(hopefully) better reflect the> topic. I> > have>
> certainly enjoyed the discussions
stimulated by Steve> Karmish's> > volunteering>
> for a roasting and in particular the
discussion of> the "simple system>
> presented by Herman van den Bergen, and
elaborated on by Ken> Close,> > Dimitris>
> Tsokakis and others. (forgive me
for slighting the "others".)> >>
> I am particularly intrigued by applying
this system to the> individual>
> components of the NDX and the comments
about "selecting> orderly> > patterns..."> >>
> If one applies the simple system to the
NDX from '92 to eoy> 99 and> > sorts by>
> return ALTR is in 3rd best with
something like 450% return.> From '00> > to>
> yesterday backtesting it ranks as 1st
with 280% return -> obviously a> > "well>
> organized" stock, by definition.
Alas, the top ranked 92-00> component> > (IMCL>
> 2056% return) is 95th ranked in 00-02
testing (loosing 87%) -> > obviously>
> poorly organized... again by
definition.> >> > In
fact looking at the average rank of the 92-00 and 00-02> results>
> yields> > 50, the median is
52. This indicates that there is very> little> >
correlation> > between the early
results and the recent results (there are> obviously> >
better> > measures but this is
simple.) None of this is particularly> > surprising,>
> considering that the 90's markets were
considerably different> than the>
> markets from 00- on,
unfortunately.> >> > The
obvious question is "How does one select a priori well> organized>
> instruments?"> >>
> Cordially,> >>
> Richard> >>
>> >> > Your use of
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>> >> > Your use of Yahoo! Groups
is subject to the Yahoo! Terms of> Service.> >>
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ADVERTISEMENT> >> >> >> >>
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