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Paul,
Wow, what a tough audience! You're winning 10 times as much as you
are loosing.
I actually see the same whipsaw problem in 2004.
I'm not sure that the Stop Loss formula is the way to go.
If you really want to use the Stop Loss formula then give the final
argument a variable name like:
stop := Mov(C,10,E)-2*(ATR(10));
trail:= If(stop > Ref(stop,-1),stop,prev);
trail;
The sell would be close < trail
You could try the GannHiLo ATR instead to see if it will improve the
whipsaws using it on both sides of the trades.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "Paul Harris"
<paul_vicmar@xxx> wrote:
>
> 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@> 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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