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Another example:
The 2003 N100 timer [with VERY accurate exits...]
STARTBUY=DateNum()==1030213;
STARTSELL=DateNum()==1030321;
Buy=BarsSince(STARTBuy)%39==0;
Sell=BarsSince(STARTSell)%39==0;
Short=Sell;Cover=Buy;
gives a total net profit +63.69% for the new synthesis [94 winners/7
losers].
The pre-Dec22 was +65.97% [93 winners/8 losers].
It was expected, since the 8 stocks which are now out had an average
profit +105% and their substitutes only +77%.
One more reason to ensure the initial feeling : The newcomers are
less aggressive, no matter what the analysts say.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Let us have a closer view:
> The new group of N100 [ATYT,CECO,GRMN,ISIL,LRCX,LVLT,MRVL and RIMM]
> is more profitable [+231.89%] from the former group [+186.89%] or
the
> index itself [+154%].
> The group [ADCT,BRCD,CIEN,ERICY,HGSI,ICOS,MNST and RFMD] does not
> belong to the N100 anymore. Their performance was +363.55%, due to
> the excellent fit of MNST [+1689%].
> The final result for the new N100 is an average performance
+176.74%,
> slightly worse than the pre-Dec22 synthesis [+186.89%].
> The timing model was the 2002system
>
> STARTBUY=DateNum()==1020222;
> STARTSELL=DateNum()==1020308;
> X=26;Y=24;
> Buy=BarsSince(STARTBuy)%X==0;
> Sell=BarsSince(STARTSell)%Y==0;Short=Sell;Cover=Buy;
>
> with buy/sell/short/cover at +1Open, commission 0.5%, all stops
> disabled.
> [The system has completed a full cycle on Nov21, 2003]
> The new members are not out of the N100 former rhythms, but I could
> not say they are more aggressive, as it was proposed by many
analysts.
> Amibroker may easily give a more objective point of view...
> Dimitris Tsokakis
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > A quick but interesting ouline by the dearest Diane
> >
http://www.thestreet.com/_yahoo/markets/taleofthetape/10133138.html
> > Dimitris Tsokakis
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