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We may also see the % of the profitable stocks :
Replace the // Create the average p1with
// Create the average p1
X1=Foreign("~out1","V");Filter=Ref(x1,-1)>20 AND
x1<10;p1=100*(-1+H/Ref(C,-BarsSince(Filter)));AddToComposite(p1,"~p1","C");AddToComposite(p1>0,"~profitable","v");Buy=0;
and plot the
// The average p1
graphX1=Foreign("~out1","V");Plot(0,"0",colorBlack,1);Plot(-10,"",1,1);Filter=Ref(x1,-1)>20
AND
x1<10;//Plot(C,"",1,64);PlotShapes(shapeSmallUpTriangle*Filter,colorBrightGreen);
pAV=Foreign("~p1","C")/Foreign("~count","v");Profitables=100*Foreign("~profitable","v")/Foreign("~count","v");Plot(
5, "Ribbon",IIf( profitables>90, colorBlue,IIf(profitables>75,
colorLightBlue,IIf(profitables>50,colorYellow,colorRed))),
styleArea|styleNoLabel|styleOwnScale,-1,100
);Plot(pAV,"pAV",IIf(pAV>0,colorBlack,colorRed),styleArea);Title="The
"+WriteVal(profitables,1.0)+"% are profitable. The Average Profit is
"+WriteVal(pAV,1.2)+"%";
The profitability is, according to the ribbon color>90%
[Blue]>75% [LightBlue]>50% [yellow]<50% [red]
Aug22, 2003, for example, was a happy, hot day : The 98% of
the N100 stocks were profitable and the average profit since Aug6
was +12.76%...
Dimitris Tsokakis
PS: You will notice the change in the p1 calculations. It is
now based on Close value [instead of the previous Open]
for more accurate average calculations.
----- Original Message -----
From: <A
title=tsokakis@xxxxxxxxx href="">Dimitris Tsokakis
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, March 11, 2004 10:23 AM
Subject: A profitable Indicator(was: How about)
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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