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Preston
Have posted a chart showing "Acciona" and binary wave composite plus
equity line of the system test in the files section.
The buy signal is :
Fml("Acciona Binary Wave Composite ") > Mov(Fml("Acciona Binary Wave
Composite "),2,E) AND Ref(Fml("Acciona Binary Wave Composite "),-1)=-4
The sell signal is :
Fml("Acciona Binary Wave Composite ") < -3
Total number of trades 10
Winning 6, 2604
Losing 4, -280
Avg Win/Avg Loss 6.18
Max Drawdown -241
Annual percent gain/loss 97.16
Buy/Hold index 30.02
On the chart I have included the Stop Loss formula you posted
recently :
stop := Mov(C,10,E)-2*(ATR(10));
If(stop > Ref(stop,-1),stop,PREV);
Would there be some way of including this formula in the sell signal
to maybe prevent the whipsaw that occurred in May-September 2006.
Any other suggestions to improve the system would be greatly appreciated.
Yours appreciatively as always
PAUL
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> Paul,
>
> I was beating around the bush. Its really hard to see what you're
> seeing. Always helps if you post a pic of the chart.
>
> The formula for a cross is
> Cross(Data Array1, Data Array2)
>
> You are heading in the right direction. See if this helps
>
> A1:=AND Fml("Acciona Binary Wave Composite ");
> A2:=Mov(Fml("Acciona Binary Wave Composite"),opt1,E);
> Fml("Acciona Binary Wave Composite ") < -2
> AND
> Cross(A1,A2)
>
> Remember that the binary wave just needs to be below a certain
> point. If you select > -4 that argument would almost always be true
> since its at the bottom of the ladder so to speak. This way you'll
> be down at the bottom but will also have some wiggle room and your
> real action point is going to be the cross.
>
> Hope this helps,
>
> Preston
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Paul Harris"
> <paul_vicmar@> wrote:
> >
> > 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@> 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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