PureBytes Links
Trading Reference Links
|
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
> >
> >
> > Yahoo! Groups Sponsor
> >
> > Get unlimited calls to
> >
> > U.S./Canada
> >
> >
> >
> >
> > ------------------------------------------------------------------
--
> ----------
> > Yahoo! Groups Links
> >
> > a.. To visit your group on the web, go to:
> > http://groups.yahoo.com/group/amibroker/
> >
> > b.. To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> > c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms
of
> Service.
> >
> >
> >
> > [Non-text portions of this message have been removed]
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|