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After creating the "~out1" composite, let us see the highest
possible profit for a N100 stock.The daily function p1 resets to 0 at every
buy bar and gives the highest partial profit from arrow to arrow.Paste in an
IB window the
// Highest individual
profitX1=Foreign("~out1","V");Filter=Ref(x1,-1)>20 AND
x1<10;PlotShapes(shapeUpArrow*Filter,colorBrightGreen);p1=100*(-1+H/Ref(O,-BarsSince(Filter)));Plot(0,"0",colorBlack,1);Plot(p1,"p1",IIf(p1>0,colorBrightGreen,colorRed),8+2);
See for the last year ^NDX, AAPL, CSCO, INTC and MSFT.How
about the whole market ?Let us calculate the average p1.In AA scan
with
// Create the average
p1X1=Foreign("~out1","V");Filter=Ref(x1,-1)>20 AND
x1<10;p1=100*(-1+H/Ref(O,-BarsSince(Filter)));AddToComposite(p1,"~p1","C");AddToComposite(1,"~count","V")Buy=0;
and paste in IB the
// The average p1
graphX1=Foreign("~out1","V");Plot(0,"0",colorBlack,1);Filter=Ref(x1,-1)>20
AND x1<10;PlotShapes(shapeSmallUpTriangle*Filter,colorBrightGreen);
pAV=Foreign("~p1","C")/Foreign("~count","v");Plot(pAV,"pAV",IIf(pAV>0,colorBlack,colorRed),2);GraphXSpace=10;
[the last chart]
The result is impressive, there are no losses for the N100
market !!Every Buy period was giving the opportunity for a positive pAV
!!Dimitris Tsokakis
----- Original Message -----
From: <A
title=tsokakis@xxxxxxxxx href="">Dimitris Tsokakis
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, March 10, 2004 3:05 PM
Subject: Fw: How about
A new "buy" signal was added on yesterdays close.
Dimitris Tsokakis
----- Original Message -----
From: <A
title=tsokakis@xxxxxxxxx href="">Dimitris Tsokakis
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, February 26, 2004 10:09 AM
Subject: Fw: How about
Another accurate Buy signal was added on Feb24.
Dimitris Tsokakis
----- Original Message -----
From: <A
title=tsokakis@xxxxxxxxx href="">Dimitris Tsokakis
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, February 07, 2004 3:01 PM
Subject: Fw: How about
The technical part:
Create first the "~OUT1" composite ticker for the N100
market.
KUP and KDOWN are the Keltner Resistance/Support, the
condition OUT1 occurs when a stock closes below the Keltner support
for the first time.
The "~OUT1" counts how many tickers did it.
<FONT
size=2>/*OUT*/KUP=EMA((H+L+C)/3,10)+EMA(H-L,10);KDOWN=EMA((H+L+C)/3,10)-EMA(H-L,10);OUT1=C<KDOWN
AND
Ref(C,-1)>Ref(KDOWN,-1);AddToComposite(OUT1,"~OUT1","V");AddToComposite(1,"~COUNT","V");Buy=0;
After creating the composite ticker, paste in IB
the
X1=Foreign("~out1","V");Filter=Ref(x1,-1)>20 AND
x1<10;SetForeign("^NDX");Plot(C,"",1,64);PlotShapes(shapeUpArrow*Filter,colorBrightGreen);GraphXSpace=5;
It will plot a green arrow when the "~OUT1" changes
dramatically from >20 to <10.
The signals are quite reliable for the recent bullish period,
the delays are not bad and may give hints for the re-entry points.
----- Original Message -----
From: <A
title=tsokakis@xxxxxxxxx href="">Dimitris Tsokakis
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, February 06, 2004 10:33 AM
Subject: How about
those Buy signals [for ^NDX market]?
Dimitris Tsokakis
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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