You could use a filter Filter out anything below 52 week highs...
--- Brian <[EMAIL PROTECTED]> wrote: > Is there any code available for automatically > building a watchlist > of best-performing "random" stocks that work for a > specific system, > or would this be inviting too much curve-fitting > into one's analysis? > > ~Brian > > > --- In amibroker@yahoogroups.com, [EMAIL PROTECTED] > wrote: > > > > Time frames have a bit to do with the problem, but > the type of > instrument > > and its time in its cycle are also VERY important. > For example, > some > > stocks are more predictable than others, and > therefore lend > themselves to > > TA better than others. Then, the stock's behavior > changes as a > function > > of its growth cycle and it will no longer be as > easy to figure out. > > > > Millowena > > > > On Sat, 11 Mar 2006 19:13:18 -0800 (PST) kris45mar > <[EMAIL PROTECTED]> > > writes: > > Thanks Brian. > > > > Reading between the lines you have a weekly system > which works > well with > > trend orientated entry and exit signals. Does this > mean you have > > different types of entry and exit signals for > daily of intraday > systems? > > and would one see a different class of entry > signal with regard to > say > > intraday trading versus longer term trending. > Haven't look at CCI > yet > > although have seen much written about it here. > > > > I guess the stage I am at is saying ok enough of > this discretionary > > stuff, let's put together some ideas for a system: > and then > finding out > > there are *many many* ideas out there with which > to work. With the > power > > of AB and all these options I feel like a kid in a > lolly shop. I > would > > like to limit my system to an EOD stock trading > system, long only. > Is > > Woodie's CCI intended for a specific time frame? > Will have a look > at it > > anyway. > > > > I guess what I am asking you, and any one who > wishes to chip in, > is this: > > are there different categories of entry / exit > signals one should > look at > > depending on one's chosen time frame? > > > > You comments also imply that one should, as Herman > indicated, > select a > > timeframe to trade, take the signal, and if there > is not the > expected > > result within that chosen timeframe, then use a > time based exit > signal. > > > > Thanks again. > > > > ChrisB > > > > > > > > Brian <[EMAIL PROTECTED]> wrote: > > ChrisB, > > > > I am finding through optimization results that a > time period > should > > be used to determine when to get out of a trade > placed according > to > > a TREND -based buy signal. > > > > I am also finding that oscillator signals work > great for > determining > > exits. My favorite is the % Bollinger Band, for > doing this, > although > > I mix it with two other indicators that confirm > the %BB signal > (it's > > all determined by the % results for each signal, > after everything > is > > weighted and combined. > > > > Overall, though, I get more profit with weekly > trades over > anything > > else. So I am obviously trend oriented. The > oscillators are good > for > > daily entry points, within the trend. Woodies CCI > is great for > > seeing the dips which are then confirmed by other > oscillators~ > > The goal of course being to reduce the risk, and > not build some > > super-fancy over-optimized system. When given the > choice to select > a > > type of indicator or signal amongst a group of > nicely-performing > > signals, I always favor items that will naturally > support my > > discretionary style. Whatever reduces the emotions > to a feeling of > > trust in the numbers... > > > > ~Brian > > > > > > --- In amibroker@yahoogroups.com, "Herman van den > Bergen" > > <psytek@> wrote: > > > > > > I simply try to trade price patterns based on a > handfull of > minute > > bars... I > > > expect profitable conditions to exist early in > the trade, not > near > > the end. > > > If a trade doesn't behave as expected soon i > feel like gambling, > > or trying > > > to get lucky, and I rather get out and wait for > another > > opportunity. > > > > > > While this may sound easy it isn't and a lot of > work goes into > > peripheral > > > code to trade patterns automatically. > > > > > > best regards, > > > herman > > > > > > > > > -----Original Message----- > > > From: amibroker@yahoogroups.com > > [mailto:[EMAIL PROTECTED] > > > Behalf Of kris45mar > > > Sent: Saturday, March 11, 2006 10:41 AM > > > To: amibroker@yahoogroups.com > > > Subject: RE: [amibroker] Short system advice? > > > > > > > > > Herman, > > > > > > thanks for the reply. > > > > > > Presumably one would have a high win ratio (% > of winners) with > > these short > > > term systems, and smaller pay off ratios? > > > > > > When exits are based on price action or price > targets alone, > and > > they do > > > not reach the profit target, would you use a > time based stop? > > > > > > If not then one could assume we could use > oscillators that > will > === message truncated === __________________________________________________ Do You Yahoo!? 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