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BTW,has anyone ever looked at the returns table for Bulkowski???
If I interperted it correctly,on average he was right 35% of the time,and his his avg winning trade vs avg losing trade was 14.85 to 1??????????
he has an odd way of looking at percentages...He uses a percentage w/l which he defines as
# of winning trades / # of losing trades. So his best w/l of 73% would only be a 42% winners,while his lowest w/l of 38% would equate to 27% winners.Interestingly,as Jim pointed out,he was profitable in all years posted.
>From his webage it appears he is a big proponent of trailing stops,and as I havent read his book,I will assume that his capital protect stop is similar..
"The preferred order is: minor low stop, volatility stop, Fibonacci retrace stop"
He does caution that one must use art as opposed to science in the selection of stops,and as one can see from his Avg P/Avg L,that appears to be the key.
If anyone could point me in the general direction of how to code up a Fibonacci retracement stop,it would be much appreciated..My gues is the max of these 3 stops provides the best returns...
Thanks,
Allan
----- Original Message -----
From: sai20_2000
Date: Friday, October 20, 2006 1:29 am
Subject: [amibroker] Re: Scan for Bulkowski's chart patterns
To: amibroker@xxxxxxxxxxxxxxx
> herez the link for Bulkowski's chart patterns
>
> http://mysite.verizon.net/resppzq7/Patternz.zip
> Regards
>
> --- In amibroker@xxxxxxxxxxxxxxx, mohany1@xxx wrote:
> >
> > Hi Joe,
> >
> > Could you please post the link to the video? I would be
> interested
> in watching it.
> >
> > Thanks,
> >
> > Mohan
> >
> > -------------- Original message --------------
> > From: "Joe Landry"
> > Allan
> > I had to think back a bit. Well I'm schiz'ed, a
> fundamentalist
> and a technician. Making money on fundamentals right
> now(Validea)
> but I know what
> > will preserve it is technical analysis.(or risk management?)
> >
> > What might be an interesting side note, we had Nelson Freeburg
> of
> Formula Research give a talk to us last Sat. and
> > he related as to how his first investment book while he was at
> Columbia was Martin Pring's early TA book. This led to his
> development of a first "system" called Primas (Pring Moving
> Average
> System). I've got a cam video of his talk on our server, let
> me
> know if you'd like to down load it.
> >
> > Best regards
> > JOE
> > ----- Original Message -----
> > From: allansn@xxx
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Thursday, October 19, 2006 7:53 AM
> > Subject: Re: [amibroker] Re: Scan for Bulkowski's chart patterns
> >
> >
> > Joe,
> > I am shocked...I never would have taken you for a closet
> "Edwards
> and Magee" man :)
> >
> > Allan
> >
> > ----- Original Message -----
> > From: Joe Landry
> > Date: Thursday, October 19, 2006 8:15 am
> > Subject: Re: [amibroker] Re: Scan for Bulkowski's chart patterns
> > To: amibroker@xxxxxxxxxxxxxxx
> >
> > > I just dusted it off Dimitris' program again and was
> stepping
> > > through the
> > > selections.
> > > If you're not familiar with it you might want to check out
> > > Anthony
> > > Faragasso's charting script
> > > as labelled below and in the program library. It's a good
> > > companion for this
> > > exploration.
> > >
> > > I tried my hand at on of his most successful patterns called
> > > "pipes" but was
> > > not happy with the results.
> > >
> > > BTW Bulkowski has a newer paperback called Getting Started
> in
> > > Chart Patterns
> > > pub within
> > > the last year.
> > >
> > > As far as Thomas is concerned, I would be a potential
> customer
> > > for a set of
> > > Bulkowski pattern recognition
> > > routines if such were to be produced and put up for sale.
> > >
> > > Best regards
> > > JOE
> > > SECTION_BEGIN("Pattern Recog. Tony Farragasso");
> > >
> > > // Name and Purpose ----------------- Faragasso Pattern
> > > Recognition -----------------
> > >
> > > // Date 11/23/03
> > >
> > > // Source Anthony Faragasso
> > >
> > > // Type Indicator, Exploration, AB PT
> > >
> > > // Patterns Wedge, Broad, Upchannel, Bearish.
> > >
> > >
> > > ----- Original Message -----
> > > From: "brian.z123"
> > > To:
> > > Sent: Thursday, October 19, 2006 12:50 AM
> > > Subject: [amibroker] Re: Scan for Bulkowski's chart patterns
> > >
> > >
> > > > Hello Jim,
> > > >
> > > > Do you mean the chart patterns from Bulkowskis
> encyclopedia
> > > (over 60
> > > > patterns)?
> > > >
> > > > If you want to code them in AFL some have been done by Dmitiris
> > > > Tsokaki! s (Hello Dimitris, I hope the fish are jumping
> into
> your
> > > > boat)....from the AFL library.
> > > >
> > > > Formula name: Pattern Recognition Exploration
> > > > Author/Uploader: Dimitris Tsokakis - tsokakis [at] oneway.gr
> > > > Date/Time added: 2001-09-03 14:03:35
> > > > Origin:
> > > > Keywords:
> > > > Level: medium
> > > > Flags: exploration
> > > >
> > > > DISCLAIMER: Most formulas present in AFL on-line library are
> > > > submitted by the users and are provided here on an "as is"
> and "as
> > > > available" basis. AmiBroker.com makes no representations or
> > > > warranties of any kind to the contents or the operation of
> material
> > > > presented here. We do not maintain nor provide technical
> > > support for
> > > > 3rd party formulas.
> > > >
> > > > Download formula file | Delete formula
> > > >
> > > > Description:
> > > > Paste the code in Automatic Analysis and Explore All
> Stocks
> > > for the
> > > > last date of your data.
> > > > In Results click twice a label , for example "a TR" and
> you will
> > > > collect all ascending Triangles marked with an "1".
> > > > This Exploration recognizes the following patterns:
> > > > +Ascending Wedges "aW"
> > > > +Descending Wedges "dW"
> > > > + ascending Triangles "a TR"
> > > > +descending Triangles "d TR"
> > > > +ascending channel "a ll"
> > > > +descending channel "d ll"
> > > > +almost horizontal channel "ll"
> > > > +Converging Support and Resistance
> > > > +Diverging Support and Resistance
> > > > +N/A, ie examples not belonging to any above category.
> > > > You may decrease sensitivity, changing
> > > > per=3;
> > > > with another percentage higher than 3.
> > > > For Indicator Builder paste the code in Comments
> > > >
> > > >
> > > > It would be an interesting project to code all of the
> major
> patterns
> > > > (if it hasn'! t been d one already).
> > > >
> > > > There is also a formula there for identifying candle
> patterns
> > > by Top
> > > > Gun Herman van den Bergen....
> > > >
> > > > Converting candles to bar chart patterns would be another
> > > > interesting project.
> > > > I'll do both projects if I run out of things to do.
> > > >
> > > > I haven't tried either of the formulas....I just noticed
> them
> there
> > > > the other day so passing it on to you.
> > > >
> > > > BrianB2.
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "jwmc107" wrote:
> > > >>
> > > >>
> > > >>
> > > >> Is there any AFL code to scan for Bulkowski's chart
> patterns
> and
> > > > to
> > > >> share with?
> > > >>
> > > >> Thanks,
> > > >> Jim
> > > >>
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Please note that this group is for discussion between
> users
> only.
> > > >
> > > > To get support from AmiBroker please send an e-mail
> directly to
> > > > SUPPORT {at} amibroker.com
> > > >
> > > > For other support material please check also:
> > > > http://www.amibroker.com/support.html
> > > >
> > > >
> > > > Yahoo! Groups Links
> > > >
> > > >
> > > >
> > > >
> > > >
> > >
> > >
> > >
> >
>
>
>
>
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