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Now, we should understand [or simply accept] that the
negation of A AND B
is logically equivalent to the
negation of A OR negation of B
[and not the negation of A AND negation of B].
The exploration will help
//Truth tables, by D. Tsokakis, end July 2004
//EXPLORE CURRENT STOCK FOR THE LAST 4 QUOTATIONS
A=Cum(1)%2==0;
B=int(Cum(1)/2)%2==0;
Filter=1;
AddColumn(A,"A",1.0);
AddColumn(B,"B",1.0);
AddColumn(A AND B,"A AND B",1.0);
AddColumn(NOT(A AND B),"NOT(A AND B)",1.0);
AddColumn(NOT(A) AND NOT(B),"NOT(A) AND NOT(B)",1.0);
AddColumn(NOT(A) OR NOT(B),"NOT(A) OR NOT(B)",1.0);
As you see, the columns NOT(A AND B) and NOT(A) OR NOT(B) are one-by-
one identical.
It may not match to the way we think, but...
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Yuki, Graham,
> Here is a simple amibroker exploration to check any logic operation.
> 1 stands for true, 0 stands for false.
>
> //Truth tables, by D. Tsokakis, end July 2004
> //EXPLORE CURRENT STOCK FOR THE LAST 4 QUOTATIONS
> A=Cum(1)%2==0;
> B=int(Cum(1)/2)%2==0;
> Filter=1;
> AddColumn(A,"A",1.0);
> AddColumn(B,"B",1.0);
> AddColumn(A AND B,"A AND B",1.0);
> AddColumn(NOT(A AND B),"NOT(A AND B)",1.0);
> AddColumn(NOT(A) AND NOT(B),"NOT(A) AND NOT(B)",1.0);
>
> You will easily recognize that the last two columns are not
identical.
> You may add more columns [ A OR B, NOT(A OR B), A AND NOT(B) etc]
> I hope this code will help to avoid logic traps [without studying
the
> interesting science of the Mathematical Logic. I hope R. Carnap
will
> excuse me, but we are amibroker users of 2004 !!]
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> > Yuki
> > If something is true when 2 conditions exist, then reversing both
> conditions
> > does not make the inverse something true. Confusing, yes. :)
> Another way is
> > that you must also take into account all 4 condition options. It
> takes 3
> > options to invert 1 option
> > 1st option >= and >=
> > 2ndoption >= and <
> > 3rd option < and >=
> > 4th option < and <
> >
> > to invert the 1st then you must specify all of the remaining 3
> options.
> >
> > A simpler way is just to say "Not option 1" like this
> >
> >
> > AND not ( (Ref(Foreign("^225", "Close"),-1) >=
> > Ref(Foreign("^225","Close"),-2) * 1.01 AND Ref(Foreign("^IXJ",
> > "Close"),-1) >= Ref(Foreign("^IXJ", "Close"),-2) * 1.01) );
> >
> >
> >
> > Cheers,
> > Graham
> > http://e-wire.net.au/~eb_kavan/
> >
> > -----Original Message-----
> > From: Yuki Taga [mailto:yukitaga@x...]
> > Sent: Saturday, July 31, 2004 12:12 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] logic problem
> >
> > I have a system than runs short term trades, both long and
short. I
> > notice that on days when the market is very strong, say the Nikkei
> > AND TOPIX are both up more than 1 percent (I'll use 1.1 percent in
> > the example to follow), taking short signals generated by my
system
> > the next day is ill advised.
> >
> > I prove this by appending the following to my short statement:
> >
> > AND (Ref(Foreign("^225", "Close"),-1) >=
> > Ref(Foreign("^225","Close"),-2) * 1.01 AND Ref(Foreign("^IXJ",
> > "Close"),-1) >= Ref(Foreign("^IXJ", "Close"),-2) * 1.01);
> >
> > (^225 is the symbol for the Nikkei 225 and ^IXJ is the symbol for
> the
> > TOPIX)
> >
> > Now, the system ONLY takes shorts in the case I outlined in the
> first
> > paragraph (market was quite powerful the day before), and the
shorts
> > are a losing proposition. Ever slightly more losers, and losers
> > average larger than winners, and the return on shorting is
negative.
> >
> > I am not at all surprised. The total number of shorts involved
here
> > is rather small, 23 out of 323 shorts when I don't worry at all
> about
> > the previous day's market direction or strength. I am also not
> > surprised it is a small number. That kind of volatility (market
up
> > strongly one day but large cap stocks signalling short on my
system
> > the next day) is not that common. But eliminating any
unprofitable
> > element from a profitable system makes a good system even better.
> >
> > However, when I run what I think is the reverse of this, appending
> > the following to the short statement in an attempt to eliminate
> > *only* those 23 shorts . . .
> >
> > AND (Ref(Foreign("^225", "Close"),-1) <
> > Ref(Foreign("^225","Close"),-2) * 1.01 AND Ref(Foreign("^IXJ",
> > "Close"),-1) < Ref(Foreign("^IXJ", "Close"),-2) * 1.01);
> >
> > . . . I end up eliminating 118 short trades (number of shorts is
now
> > 205 versus 323). And the total return is now lower than it is
with
> > the plain vanilla system, run with no reference to the previous
> day's
> > indices. Obviously, I am losing too many good shorts, in addition
to
> > the 23 that I want to lose. Otherwise, I should be money ahead
if I
> > have a profitable system that I have just subtracted an
unprofitable
> > element from. But I'm cutting out more than I want to.
> >
> > So, before I lose my mind ^_^ can someone give me an idea where I
> > might look to find the reason that so many short trades are
> > evaporating on the second example? All trades are either 2-bar or
> > 3-bar trades. I cannot understand why there is such a
discrepancy.
> >
> > In all three cases . . . (completely unmodified, taking only the
> > expected bad shorts, and trying to eliminate only the known bad
> > shorts) the number of long trades does not vary by a single
trade --
> > there are always 548 long trades in each case. So it's not a
matter
> > of interaction between the long and short sides, and not a matter
of
> > not enough cash or anything simple like that. Whatever it is
> though,
> > my head doesn't get it, and I need some help.
> >
> > Yuki (who has a headache from tying to figure this out)
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
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