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Hi DT,
Sunday, July 4, 2004, 5:14:47 PM, you wrote:
DT> PrimeA=1; m=1000000*(10+3*PrimeA); Filter=1;
DT> AddColumn(m/C,"Shares",1.0);
DT> Set [manually] your PrimeA to 1 [when true] or 0 [when false] and
DT> then explore for the n=1 last quotations. Dimitris Tsokakis PS:
DT> If you describe [in words] your PrimeA condition[s] we may
DT> probably code it [to avoid manual operation]
Thanks for coming in here. Sure, I can give you exactly what PrimeA
is, but, I think floating holidays cause a problem.
PrimeA = Day() > 29 OR (Month()==2 AND Day() > 26) OR Day() < 5;
I have found a relationship between these dates and my system than is
simply too strong to be coincidence. So, I want to increase position
size in this period. Trades outside the period are still very much
worth taking, but these trades are very much worth increasing the bet
size.
Yuki
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