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[amibroker] Re: Excellent ^N225 statistics



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Joe,
Here is the scedule for the complementary routine.

// ^N225 
y=StochD();
Buy=BarsSince(y>Ref(y,-1))==5 AND y<Optimize("OS",20,10,30,1);
Sell=Ref(Buy,-Optimize("D1",5,5,10,1));
Short=BarsSince(y<Ref(y,-1))==5 AND Y>Optimize("OB",70,70,90,1);
Cover=Ref(Short,-Optimize("D2",5,5,10,1));

>From Jan2000 till now there was NO loosing combination [15,876 
total], Winners/Losers ratio was always >1.
It seems interesting for this [peculiar] index.
I hope it will help your further research.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> 
wrote:
> 
> 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
> > 
> > 
> > 
> > 
> > 
> >   Check AmiBroker web page at:
> >   http://www.amibroker.com/
> > 
> >   Check group FAQ at: 
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> > 
> > 
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