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--- In amibroker@xxxxxxxxxxxxxxx, "Joseph Landry" <jelandry@xxxx>
wrote:
>
> 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.
I will take care tomorrow...
Stay tuned.
Dimitris
>
> --- 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
> > > >
> > > >
> > > > Yahoo! Groups Sponsor
> > > >
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> > > >
> > > >
> > > >
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