Re: [amibroker] Re: DOW WAVES..... and the recent fall in the DJI

["David Fitch" <davidfitch@xxxxxxxxxxx>]

Thanks Gerard

 

I've been busy learning Fred Tonetti's IO. Very powerful system for backtest. I've run CCI and its various structures through about every form imaginable. Most of the forms are yours and your suggestions. But I'm still learning and have a ways to go before I attempt a post of conclusions. BTW, Fred's been very helpful in hand holding a non-programmer through the nuances of his work. And his documentation is first rate.

 

Its making me re-evaluate my visual analysis methodology with little if any quant input. I'm trying to dance between the two. Very enlightening to be sure.

 

FWIW, here's screen shot of US Market internals that are developed using ATC, from Werner Ganz' work. What's interesting to me is the Blue advance decline line using Chaikin formula breaking 50% in all but Nyse. First time since last May. In that case weakness continued for about two months with new lows spiking more than once. New highs and lows are 6 week, not 52 weeks , so they tend to act more like oscillator. Red/Green bars on bottom panes are Chaikin developed daily bars.

 

Dave

 

 

----- Original Message -----

From: Gerard Carey

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, March 11, 2007 7:39 AM

Subject: [amibroker] Re: DOW WAVES..... and the recent fall in the DJI

Hi Dave
Developed somewhat from our discussions of a few months age. With a
few changes, an advance warning indicator, a few parameter
adjustments, the addition of an ATC Advance/Decline line to enable
earlier/more precise entries, and not forgetting a few insights from
Mr Dow. In the documentation I also propose that it doesn't matter
too much what common momentum indicator is used, you'll wind up with
very similar results.
Wish I knew how include attachments to these replies. I'll email you
the latest documentation.
Regds and good trading
Gerard

--- In amibroker@xxxxxxxxxps.com, "David Fitch" <davidfitch@...>
wrote:
>
> Gerard
>
> Is this your 3 parameter CCI?
> Thanks
> Dave
>
> ----- Original Message -----
> From: Gerard Carey
> To: AB Yahoo group
> Sent: Friday, March 09, 2007 9:17 PM
> Subject: [amibroker] DOW WAVES..... and the recent fall in the DJI
>
>
> For those interested in the indicator, Mr Dow gives us here, just
a
> slightly different slant on how to view the market (and our
indicator).
>
> Charles Dow, in the "Wall Street Journal", January 31, 1901:
> "A person watching the tide coming in and who wishes to know the
spot
> which marks the high tide, sets a stick in the sand at the points
> reached by the incoming waves..........
>
> Again I've put the guff on an attachment to spare the
uninterested.
>
> Regds and good trading
> Gerard
>
> --
> http://www.fastmail.fm - I mean, what is it about a decent email
service?
>

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