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Re: Peak function(again)



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Hi Dimitri,

IMHO we can summarize our discussion:
1) With 'trough()' function there is impossible buy on trough;
2) When we wait for confirmation of the trough, most trends has 
ending;
3) There is impossible build good and real trading system based 
on 'trough()' or 'peak()' functions.


Dimitris Tsokakis wrote:
> Hi Witold,
> a] Your system just confirms some days later that a trough was a 
trough.
> There is no difference in the two procedures.
> Whithout the additions we suddenly discover that a trough 
occurred 3 
> days ago, with the additions we confirm 3 days later that a 
trough occurred
> 3 days ago.
> The confirmation day is the same
> b] We try to catch a trough to open a long position. Your choice is 
a trend
> follower. You ignore trough at A, you begin buying at B and the 
worse is that
> you also buy at C. The question is when do you sell. I think 
that point C is 
> a bit wrong to open a long trade.
> 
> I produced the buy arrows running the exploration
> chg = 5;
> Dno1 = Trough(C, chg, 1); 
> Dno2 = Trough(C, chg, 2); 
> Filter=1;NumColumns=1;Column0=C;
> Buy = Dno1 > Dno2 AND 
> C >= Dno1 + (chg/100 * Dno1) AND
> Ref(C, -1) <= Dno1 + (chg/100 * Dno1);
> which is , I think , your formula.
> See the resulting gif
> Dimitris Tsokakis