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[EquisMetaStock Group] Re: NR4 days



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Trading Reference Links

When coding uaing only states which can be true over many sequential bars will generally return a larger result set than using at least one event which exists on just a single bar.

Keeping it simple:

Something>=Somethingelse;
vs.
Cross(Something,Somethingelse);




--- In equismetastock@xxxxxxxxxxxxxxx, "rsb_44" <rsb_44@xxx> wrote:
>
> From p.100 in Trading Tactics:
> 
> ...trading technique nased on R-plot relationship. Defining it is mathematically complex...
> 
> From p. 101:
> 
> Complexity does not guarantee success...
> 
> 
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, "keith" <fib1618@> wrote:
> >
> > yes, I saw that one but I don't understand it
> > seems too complicated 
> > I try to keep things simple 
> > 
> > 
> >   ----- Original Message ----- 
> >   From: pumrysh 
> >   To: equismetastock@xxxxxxxxxxxxxxx 
> >   Sent: Friday, May 01, 2009 6:59 PM
> >   Subject: [EquisMetaStock Group] Re: NR4 days
> > 
> > 
> > 
> > 
> > 
> >   http://trader.online.pl/MSZ/e-ex-NR4_Formula.html
> > 
> >   --- In equismetastock@xxxxxxxxxxxxxxx, "keith" <fib1618@> wrote:
> >   >
> >   > I couldn't find a NR4 day formula so I made up this one which doesn't seem to work very well
> >   > 
> >   > range:=H-L;
> >   > D1:=range<=Ref(range,-1);
> >   > D2:=range<=Ref(range,-2);
> >   > D3:=range<=Ref(range,-3);
> >   > NR4:=range<=(D1 AND D2 AND D3);
> >   > 
> >   > I also tried D1 Or D2 Or D3 instead of AND which seemed a bit better but still far too many passed -- I thought they were rare and guessed maybe 1-2% only would pass , but not 20-40%.
> >   > I put this volume filter too, but there was still 38% passed 
> >   > {30 day MA Vol * C >=50000}
> >   > Mov((V*C),30,E)>=50000
> >   > 
> >   > any suggestions to improve it appreciated
> >   > 
> >   > Keith
> >   >
> >
>




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