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You could use a filter
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--- Brian <brianrichard99@xxxxxxxxxxx> wrote:
> Is there any code available for automatically
> building a watchlist
> of best-performing "random" stocks that work for a
> specific system,
> or would this be inviting too much curve-fitting
> into one's analysis?
>
> ~Brian
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, millowena@xxx
> wrote:
> >
> > Time frames have a bit to do with the problem, but
> the type of
> instrument
> > and its time in its cycle are also VERY important.
> For example,
> some
> > stocks are more predictable than others, and
> therefore lend
> themselves to
> > TA better than others. Then, the stock's behavior
> changes as a
> function
> > of its growth cycle and it will no longer be as
> easy to figure out.
> >
> > Millowena
> >
> > On Sat, 11 Mar 2006 19:13:18 -0800 (PST) kris45mar
> <kris45mar@xxx>
> > writes:
> > Thanks Brian.
> >
> > Reading between the lines you have a weekly system
> which works
> well with
> > trend orientated entry and exit signals. Does this
> mean you have
> > different types of entry and exit signals for
> daily of intraday
> systems?
> > and would one see a different class of entry
> signal with regard to
> say
> > intraday trading versus longer term trending.
> Haven't look at CCI
> yet
> > although have seen much written about it here.
> >
> > I guess the stage I am at is saying ok enough of
> this discretionary
> > stuff, let's put together some ideas for a system:
> and then
> finding out
> > there are *many many* ideas out there with which
> to work. With the
> power
> > of AB and all these options I feel like a kid in a
> lolly shop. I
> would
> > like to limit my system to an EOD stock trading
> system, long only.
> Is
> > Woodie's CCI intended for a specific time frame?
> Will have a look
> at it
> > anyway.
> >
> > I guess what I am asking you, and any one who
> wishes to chip in,
> is this:
> > are there different categories of entry / exit
> signals one should
> look at
> > depending on one's chosen time frame?
> >
> > You comments also imply that one should, as Herman
> indicated,
> select a
> > timeframe to trade, take the signal, and if there
> is not the
> expected
> > result within that chosen timeframe, then use a
> time based exit
> signal.
> >
> > Thanks again.
> >
> > ChrisB
> >
> >
> >
> > Brian <brianrichard99@xxx> wrote:
> > ChrisB,
> >
> > I am finding through optimization results that a
> time period
> should
> > be used to determine when to get out of a trade
> placed according
> to
> > a TREND -based buy signal.
> >
> > I am also finding that oscillator signals work
> great for
> determining
> > exits. My favorite is the % Bollinger Band, for
> doing this,
> although
> > I mix it with two other indicators that confirm
> the %BB signal
> (it's
> > all determined by the % results for each signal,
> after everything
> is
> > weighted and combined.
> >
> > Overall, though, I get more profit with weekly
> trades over
> anything
> > else. So I am obviously trend oriented. The
> oscillators are good
> for
> > daily entry points, within the trend. Woodies CCI
> is great for
> > seeing the dips which are then confirmed by other
> oscillators~
> > The goal of course being to reduce the risk, and
> not build some
> > super-fancy over-optimized system. When given the
> choice to select
> a
> > type of indicator or signal amongst a group of
> nicely-performing
> > signals, I always favor items that will naturally
> support my
> > discretionary style. Whatever reduces the emotions
> to a feeling of
> > trust in the numbers...
> >
> > ~Brian
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den
> Bergen"
> > <psytek@> wrote:
> > >
> > > I simply try to trade price patterns based on a
> handfull of
> minute
> > bars... I
> > > expect profitable conditions to exist early in
> the trade, not
> near
> > the end.
> > > If a trade doesn't behave as expected soon i
> feel like gambling,
> > or trying
> > > to get lucky, and I rather get out and wait for
> another
> > opportunity.
> > >
> > > While this may sound easy it isn't and a lot of
> work goes into
> > peripheral
> > > code to trade patterns automatically.
> > >
> > > best regards,
> > > herman
> > >
> > >
> > > -----Original Message-----
> > > From: amibroker@xxxxxxxxxxxxxxx
> > [mailto:amibroker@xxxxxxxxxxxxxxx]On
> > > Behalf Of kris45mar
> > > Sent: Saturday, March 11, 2006 10:41 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Short system advice?
> > >
> > >
> > > Herman,
> > >
> > > thanks for the reply.
> > >
> > > Presumably one would have a high win ratio (%
> of winners) with
> > these short
> > > term systems, and smaller pay off ratios?
> > >
> > > When exits are based on price action or price
> targets alone,
> and
> > they do
> > > not reach the profit target, would you use a
> time based stop?
> > >
> > > If not then one could assume we could use
> oscillators that
> will
>
=== message truncated ===
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