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Chuck,
I will try to correct some things, although you should do it better:
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> DT,
>
> I have just completed a test that produces a profit curve using
your D_Sat
> timing method as well as one using a simple EMA cross.
Will you please give the exact AFL you use and the related settings.
I have posted *full* details at
http://groups.yahoo.com/group/amibroker/message/43045
Do not forget to explain also how did you calculate the composite
equity in your gif. It is the only way to compare any two systems.
>
> Both tests are based on 14,000 current and active stocks going back
to 1985.
> Both filter out low volume and low priced stocks.
Explain also the filtering formula you use
> The D_Sat timing method has five parameters. The EMA crossover
has two
> parameters.
>
> You can decide for yourself which timing method might be more
robust.
I do not believe that we shall decide the robustness from a single
gif, we need more details.
> Keep in mind that you recommended D_Sat only since 2001.
Chuck,
donīt make the discussion difficult, please !
1. I do not recommend anything, never did and never will.
A study is no way a recommendation, I just presented an idea how to
use ^VLIC
2. Read again the posted code.DateNum()>1000401 means "after Apr1
2000". Since my data begin the Jan2000, we need some months to see
D_sat active and examine real signals.
>You also never said that it would work on 14,000 stocks.
How should I know the 14,000 stocks you use ??
>You recommended using it to trade NASDAQ stocks.
No, [again], I did not recommend to trade NASDAQ stocks. My study
database was the N100. A study is no way a recommendation [again].
>
> I hope that you don't view my approach as being competitive.
Competition is for high school students [perhaps]. I donīt know about
you, I know that I am not...
>I think that
> we both want to use the best tools available. I would be
delighted to use
> anything that you have shared with us.
It would be my pleasure !!
>If D_Sat can be proven to be the
> best for me to use, I will even name my new boat after you.
Since you have from me full code details, you may
use/prove/think/decide anything you like. To compare things we should
have a common basis and, above all detailed codes and settings.
>Assuming that
> I will make enough using D_Sat to buy a new boat.
> Also, would you mind emailing me the watchlist that you used when
evaluating
> D_Sat?
I used the 101 stocks [100 N100 components+the ^NDX itself.
>I may as well be running my tests on the same data as you if I am
> going to have a reasonable comparison.
>
> Cheers
I hope it is clear now and without misunderstandings.
The only way to avoid talking and talking is to give detailed codes,
filtering, composites calculation method and related settings. This
will help the reader make his own checks. This is the best way we may
use Amibroker and this is the reason nobody needs *ANY* kind of
recommedation.
DAX is opening, see you later !!
Dimitris Tsokakis
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