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Preston
I think I should have been more specific with my explanation. I am
setting up individual binary waves for each individual stock. Not one
binary wave fits all stocks. The plan would be to have a specific
binary wave for 30 to 50 most actively traded stocks. Then write
explorations for each stock that will highlight when a possible buy
signal is triggered from its binary wave.
I individually test different functions - MA, DI, Stoch etc. to find
the most profitable and combine them in a binary wave. Choosing four
of the best parameters I make a binary wave so that the range would
be from -4 to 4. The four parameters must measure different functions
i.e trend, momentum, volume and volatility. The periodicity of the
parameters are not optimised but are typically short term 5-13 days.
So the idea is to have a buy when the binary wave is rising from -4
(the strongest buy). Hence the original request.
The sell would be when the binary wave closes below 0.
I hope I have made myself a little clearer.
Yours
PAUL
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> Paul,
>
> I think we have all gone through similar learning processes.
Binaries
> while fun are not as widely accepted or used as you would think.
Part
> of the reason is because most people settle on one or two key
> indicators and thats it. You don't need a binary for that. We've
also
> learned that we can accomplish the same think with normalized
> indicators. A lot to consider with their use but once the
normalized
> indicator is understood I think you'll find them extremely useful
and
> reliable.
>
> As far as the different results results that you are getting,
remember
> that no two shares are going to act identically. Could be part of a
> lrger economic picture that is driving your results. There is also
the
> probability that your mix or basket of shares may be influencing
the
> results. Your problem could also be a result of the type of
indicators
> that you are using.
>
> Whatever the problem is though I don't think that optimization is
the
> way to go just yet. Many people like to throw a pile of numbers
> together and optimize thinking they will find spectacular results
that
> aren't there in the first place. There's a right way and a wrong
way
> to optimize. If it were me and I felt comfortable with a particular
> methodology, I might optimize just to tell me if my results will
> improve by using smaller incremental numbers rather than a larger
> ones.
>
> In you case try to optimize the -4 level with either a opt value
from
> 3 to 4 stepping once. Then optimize the moving average from a 5 to
21
> stepping by 2. Also limit the number of shares that you optimize on
by
> selecting a small group of share that performed as you would like
> rather than throwing the system at a large basket. You can do that
> after the system is refined.
>
> Hope this helps,
>
> Preston
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Paul Harris" <paul_vicmar@>
> wrote:
> >
> > My enthusiasm for my solution has been shortlived. Whilst the
below
> > improves the profitability it doesn´t accomplish exactly the
rules.
> >
> > Fml("Acciona Binary Wave Composite ") > -4 AND Fml("Acciona Binary
> > Wave Composite ") > Mov(Fml("Acciona Binary Wave
Composite"),opt1,E)
> >
> > The buy is "only" generated when the binary wave touches -4 and
then
> > increases. For some of the the shares I am looking at this might
only
> > happen in a two year period two or three times.
> > Any suggestions appreciated
> >
> > PAUL
> >
>
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