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Just got the forumla and I wanted to say thanks before trying this
out. The first routine(short) is outstanding on EWJ also and have
optimized the parameters to it. Not much change from the default
values you have in the formula.
I will try the LONG side shortly. I've been tinkering around trying
to learn a little jScript. It's a little difficult for an old eng
who first learned and worked some in Fortran/ASM 40 yrs ago to put
his 'arms' around the concepts of Object Oriented Programming.
Best personal regards
Joe
A postscript
Dingo and I were talking this weekend and we thought it
would be great if everyone had their photos on the
Yahoo profile. We were wondering what a cute woman
from Japan looks like? Or a Greek man from Athens?
Or a very smart man from Poland?
See Dingo's profile's photo.
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
>
> 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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