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Dimitris,
I read about the Exremspan function, and i understand the example in
the help files about after X number of days, but what if one's
Buyrule does not call for exiting after X number of days. I guess i
don't quite grasp the Exremspan function. Thank you again.
Bill
--- In amibroker@xxxx, "bvandyke" <bvandyke@xxxx> wrote:
> Dimitris,
>
> What does the letter "D" represent in your system? i copied and
> pasted your system and it stops at the "D". Thank you.
>
> Bill
>
> --- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> > Here is a trading system
> > Buy=Buyrule;
> > Buy=Exremspan(Buy,D);
> > Sell=Ref(Buy,-D);
> > Short=Sell;Cover=Buy;
> > applied on N100 database since March 2000.
> > There is a clear periodicity of 65 trading days, a
> fundamental "frequency" of Nasdaq 100.
> > The observation is almost the same for Long only or Long&Short
> trades.
> > Dimitris Tsokakis
> > BTW, the Long profits are interesting for this bearish period.
> > Another interesting result : After a main trough do not stay Long
> more than 32 to 33 days.
> > It is the time for bears to come again.
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