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    Market and quantum effect...

    Looking at the [handmade ?] arrows of your chart, FYI, they may be drawn automatically. From Peak to Peak/Trough to Trough with calibrated zig sensitivity.
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    Market and quantum effect...

    Well, it was not the "only math solution". Physics always has solutions, waiting for a better one. It was merely a curve fitting and the "quantum" function was the optimal. Plank asked the repetition of the experimental measurements, again and again, he knew the math solution but it was against...
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    Convexity, Concavity and their use

    The bullish movement begins with an ascending convex. [darkgreen area] Before the end, the bulish pressure diminishes and the smoothing line becomes concave.[turquoise area] The Inflection point gives the signal for the curvature change. Exit two days later for a quick profit taking. Since...
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    Convexity, Concavity and their use

    An ideal sinusoidal has 4 phases: Convex AND Ascending;// colorDarkGreen Concave AND Ascending;// colorTurquoise Concave AND Descending;// colorDarkRed Convex AND Descending;// colorPink The AFL* code illustrates the example // The 4 phases of an ideal sinusoidal freq = 1...
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    Bollinger Bands breakout

    Just for the reference, AMZN opened at 50.35. The EOD BB breakout trader would buy at this price. My Buyprice was 49.03.
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    Bollinger Bands breakout

    As for your comment, I don´t know the backtesting you refer, but here is the true numbers. The first system buys at the upper breakout and sells, say, 8 days later. Buy/Sell are at Open, delay+1, commission 0.5% [all stops disabled] The result over the whole N100 database from Jan2003 till...
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    Bollinger Bands breakout

    There was no suggestion for the system [although I use it] The word "suppose" was enough to make it clear. Well, *if we suppose you trade AMZN and *if we suppose you go long when..., then the text explains the benefits of the method. Every BB trader uses the bands from his own point of...
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    Bollinger Bands breakout

    Suppose you trade daily AMZN. Suppose also that you go long when the close penetrates the upper Bollinger band. The formula warning of Sept22 [point X] was : "The next AMZN Close should be above 49.043 [+3.314%] for a BBandTop cross" On Sept23 AMZN opened at 47.41 and closed at 50.44 and a...
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    Bollinger Bands breakout

    We may know the next bar Close necessary for a BB breakout. Details at http://groups.yahoo.com/group/amibroker/message/48394
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    Anybody Using Keltner Bands

    For a detailed Keltner bands description/applications see http://www.amibroker.com/library/detail.php?id=43 comments #3, #5, 6 and, among the others http://groups.yahoo.com/group/amibroker/message/23678 I use the "~OUTX" indicators in daily basis for the Nasdaq100. I prefer the OUT1 to...
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    Multiple Time frame theory!

    Many centuries before Carnot and his principle, Heron of Alexandria designed steam machines both theoretically and manually. [for a quick review see http://www-groups.dcs.st-and.ac.uk/~history/Mathematicians/Heron.html] Some Heron ´s principles were wrong, but, the machines were working and...
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    Double EMA help...

    For DEMA, http://www.amibroker.com/guide/afl/afl_view.php?id=42 In http://www.amibroker.com/guide/afl/afl_index.php?m=2 you may find, among the others, the group Moving averages, summation AMA ( Moving averages, summation) - adaptive moving average (AFL 1.5) AMA2 ( Moving averages...
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    The Daily/Weekly Stochastic divergence

    Red/Green arrows are the points of Priceless Stochastic divergence applied on December Gold contracts [CZ03]. Point D is the great Stochastic-to-Price divergence.
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    The Daily/Weekly Stochastic divergence

    We ask a minor Daily Stochastic peak above 70, as soon as the Weekly Stochastic is still ascending. The result is an interesting group of exit points.
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    Multiple Time frame theory!

    It would be better to create your own Daily/Weekly charts and apply your ideas. See, for example, the http://groups.yahoo.com/group/amibroker/message/47028 application. It is the Daily and Weekly Stochastic on the same chart as independent functions. The result is an easy interpretation of...
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    A variation of Sequential Signal

    A complete buy/sell sequential variation is posted at http://groups.yahoo.com/group/amibroker/message/46760 Warning signals, anticipating the final buy/sell signal are modified to begin from the 5th day and go up to the 25th. The buy/sell signal is produced as soon as the sequence is interrupted.
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    A variation of Sequential Signal

    Here is a variation of http://www.linnsoft.com/scans/tdSequentialSetup.htm method. The small hollow circles are used as warnings of the upcoming Buy signal, which comes as soon as the sequence is interrupted. It seems interesting. Here is the AFL code and some amibroker charts follow in the...
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    Historic VIX

    I use two variations of the 2nd order Infinite Impulse Response Filter[the IIR2], as analytically exposed in Amibroker 4.40 Users Guide, AFL Reference Manual, User-definable Functions. Here is the full code function IIR2( input, f0, f1, f2 ) { result[ 0 ] = input[ 0 ]; result[ 1 ] =...
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    Historic VIX

    Absolute ^VIX values are not that important. ^VIX is weak the last 4months and may be even lower. Do not expect a quick reaction, because it touched 20, we are not in the bearish market 2000-2003. BTW, if there are numerous ^VIX [Long only] systems with better than +600% profits since...
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    Low Volume

    For which market ? Is there any web reference available ? TIA
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