PureBytes Links
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
> > >
> >
>
------------------------------------
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/equismetastock/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:equismetastock-digest@xxxxxxxxxxxxxxx
mailto:equismetastock-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|