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Dimitris,
The reason why you get so good results isthe
one
I mentioned already sometime ago:
you set unrealistic entry/exit settings -buy on
day's low
and sell on day's high.
To prove it: p<FONT face=Tahoma
size=2>lease modify your selling formula to:
sell = buy; /* sell on the same bar as you buy
*/
and your system will be winning no
matter
what is a buy formula with buying day lowand
selling day's high!
You can go further buy on low and sell onhigh
everyday -
This "system" generates 45272.59 % during281 days
on DJIA stocks
without ANY optimization.
Great ? Not really - it is just an effectof
unrealistic settings.
Best regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dimitris
Tsokakis
To: <A title=amibroker@xxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, October 13, 2001 1:30
PM
Subject: [amibroker] The peculiar
System
I wrote yesterday that this system is strange.
One behavior never met before is the following:
I scan with the exposed buy/sell
conditions
Buy=Cross<FONT
color=#000000>(C2,C1);Sell=Cross<FONT
color=#000000>(C1,C2);
The best % Net profit was +391% and all the
120 combinations
from optimization were profitable.
Then I inverse buy/sell with sell/buy,
ie
Sell=Cross<FONT
color=#000000>(C2,C1);Buy=Cross<FONT
color=#000000>(C1,C2);
The best % net profit was 88.4% (!!) and the
half of the 120 combinations
were profitable, if for a period
of
two years you were making mistakes all the
time (32 trades).
It is not easy to explain this
property.
Dimitris Tsokakis
Your
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