Re: [amibroker] Excellent ^N225 statistics

["Joe Landry" <jelandry@xxxxxxxxxxxxx>]

Great work and thanks for sharing (again).  Your note clipped the number of years on the 2nd to last line
of the email.  You tested for ? years. 
Two questions please if you have the time.

What's the complementary side of this routine? You gave the SHORT side. 
What indicators and parameters would you use for the LONG side? (Buy and Sell)
Left to my own means I'd use a moving average and ADX (PDI/MDI cross) for 
this type of swing trading. 

What proxy would you use to trade ^N225?  EWJ? 

Best regards
JOE 



  ----- Original Message ----- 
  From: DIMITRIS TSOKAKIS 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, November 15, 2004 3:03 AM
  Subject: [amibroker] Excellent ^N225 statistics



  The

  y=StochD();
  z=BarsSince(y<Ref(y,-1));
  Short=z==5 AND y>Optimize("y",77,70,90,1);
  d=Optimize("d",7,5,10,1);
  Cover=Ref(Short,-d);
  Plot(C,"",1,64);
  PlotShapes(shapeDownArrow*Short,colorRed);
  PlotShapes(shapeUpArrow*Cover,colorBrightGreen);

  gives excellent winners/losers ratio [12:2, 15:1 etc] for the last 
  ^N225 years.

  Dimitris





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