[amibroker] Re: Wall Steet Journal on System Investing

["droskill" <droskill@xxxxxxxxx>]

God, that is so obvious - thank you for sparing me more hours of torture.

--- In amibroker@xxxxxxxxxxxxxxx, Jens Lueckhof <jens_lueckhof@xxx> wrote:
>
> 
> C < Ref(C,-1) AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-3) < Ref(C,-4) AND 
> Ref(C,-4) < Ref(C,-5);
> 
> should read
> 
> C < Ref(C,-1) AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-2) < Ref(C,-3) AND 
> Ref(C,-3) < Ref(C,-4);
> 
> 
> wavemechanic schrieb:
> >
> > *You have too many "Ref". Drop the -5.*
> > **
> > *Bill*
> >
> >     ----- Original Message -----
> >     *From:* droskill <mailto:droskill@...>
> >     *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx>
> >     *Sent:* February 13, 2010 5:03 PM
> >     *Subject:* [amibroker] Re: Wall Steet Journal on System Investing
> >
> >     For some bizarre reason I'm having trouble duplicating his
> >     results. It looks, from his example - like his requirements are that:
> >
> >     C < Ref(C,-1) AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-3) < Ref(C,-4)
> >     AND Ref(C,-4) < Ref(C,-5);
> >
> >     And yet, this does not give the entry outlined in AKAM on the date.
> >
> >     For reference - here's the description (the picture shows the C <
> >     O on all days):
> >
> >     Akamai (AKAM). Oct. 28, 2009 (on the close) to Nov. 3, 2009 (on
> >     the close)
> >
> >     Akamai shares fell four days in a row - from a close of $21.60 on
> >     Oct. 22 to to $20.16 on Oct. 28 close where the system enters the
> >     position. Then, on Nov. 2 and 3 the stock was up two days in a
> >     row, closing at $22.56 on Nov. 3, 2009, where the system exits the
> >     position for a gain of 11.71%
> >
> >     So I added a condition - a requirement that the close is lower
> >     than the open on all days.
> >
> >     Buy = C < Ref(C,-1) AND C < O AND Ref(C,-1) < Ref(C,-2) AND
> >     Ref(C,-1) < Ref(O,-1) AND Ref(C,-3) < Ref(C,-4) AND Ref(C,-3) <
> >     Ref(O,-3) AND Ref(C,-4) < Ref(C,-5) AND Ref(C,-4) < Ref(O,-4);
> >
> >     And this still did not get the right entry.
> >
> >     I get an entry on 10/26/09 - but looking at the chart I can see
> >     the candles in that timeframe have days where C is clearly greater
> >     than the O (which should be ignored if I've coded this right).
> >
> >     The rules, as he describes them:
> >
> >     Rule of the 4×2 System:
> >
> >     Buy: If a stock goes down for four days in a row, buy at the close
> >     of the fourth day.
> >
> >     Sell: If a stock you own in the 4×2 system goes up for two days in
> >     a row, sell at the close of the second day.
> >
> >     What am I missing?
> >
> >     --- In amibroker@xxxxxxxxxxxxxxx
> >     <mailto:amibroker@xxxxxxxxxxxxxxx>, Bob Waits <bobwaits2@> wrote:
> >     >
> >     > Very interesting article in WSJ
> >     >
> >     > http://bit.ly/cs0ZnU <http://bit.ly/cs0ZnU>
> >     >
> >
> >
> >
> >
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> >
> >
>




------------------------------------

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