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Joe,
--- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxxx> wrote:
> Great work and thanks for sharing (again). Your note clipped the
number of years on the 2nd to last line
My data is from Jan2000.
> of the email. You tested for ? years.
It is not a mechanical trading system.
It is a way to check that prices will be lower 5-10 bars after the
signal. I am interested for similar signals this period, I think it
is important for one´s strategy to "know" if the prices will be +10%
or -10% in the next 5-10 bars. The reason is simple : after the
signal, a significant peak will often follow. The Volume will be
increased, some people will sell [for the end of the trend], some
other will buy [for the continuation]. In this critical day you may
have the wrong decision. If you "know" that prices will be lower [no
matter -2% or -10%], you have some reason to avoid the continuation
scenario and save some money.
> Two questions please if you have the time.
>
> What's the complementary side of this routine? You gave the SHORT
side.
Although it is not my main interest now, I will try the complementary
routine in some next post.
We are in a bullish period, the main question is the partial profit
taking and the re-entry points.
> 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?
I do not trade ^N225 [Yuki does]. This index is quite strange [for
me], the % success of this code was a surprise and this was the
reason of this presentation. There are some applications for the N100
stocks, but I need to check some more details.
Dimitris
>
> 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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