Kinerja Indeks 2009 - Peluang & Tantangan 2010

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Investasikan Dunia Mu Untuk Akherat Mu

Investasikan Hidup Mu Untuk Kematian Mu

( Catatan Ku )

Untuk kawasan Aspac... per tgl 29 Dec 2009 - IHSG naik = 85.85% cuma kalah dari ShenZhen yg naik 115.27%... yg lain berada di peringkat bawahnya... IHSG huebat tenan... akankah berlanjut di 2010 ?

(lihat daftar di bawah yg bersumber dari Bapepam LK).

Pengamat di TV mengatakan kalau arus modal asing bakal deras mengalir ke Indonesia di 2010... apakah ini basa yg basi ? Yang jelas Skandal Century yang melibatkan banyak pejabat BI, DepKeu dan Pemerintah akan mewarnai perjalanan naik turunnya IHSG di 2010. Apabila masalah ini bisa diselesaikan dengan baik sehingga secara keseluruhan kondisi politik hukum dan ekonomi Indonesia kondusif... dan perekonomian dunia terus menunjukkan perbaikan pemulihannya... bukan mustahil kalau di 2010 Indonesia semakin menarik di mata investor dunia dan menjadikan Indonesia sebagai tujuan investasi mereka... aamiin...

Yang penting buat kita adalah be prepared kalau ya dan be prepared kalau tidak... sehingga tidak kaget menghadapi segala kemungkinan di 2010... bullish YES bearish juga YES...

Berikut kinerja beberapa indeks dari 2005 - 30 Desember 2009 yang saya buat dengan AmiBroker berdasarkan data Yahoo Finance... IHSG pancen oyye !!!

Berikut update selain IHSG... indeks lain masih buka pada 31 Des 2009:

Notes: Kalau sempat Catatan akhir tahun ini akan saya update dengan kinerja beberapa emiten...

Ini dia updatenya:

Semoga bermanfaat.

Eco Syariah Share

SGRO - 29 Des 2009

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Investasikan Dunia Mu Untuk Akherat Mu

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( Catatan Ku )

Hati-hati kalau mau masuk SGRO...

Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share

Kenapa INCO ANTM & IHSG My Best Signal at 28 Dec 2009

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Investasikan Dunia Mu Untuk Akherat Mu

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( Catatan Ku )

Kenapa INCO ANTM & IHSG My Best Signal at 28 Dec 2009 ?

Karena sinyal berbagai indikator yg saya pakai pada Explorer hampir semuanya menunjukkan sinyal positif bagi IHSG, INCO dan ANTM... seperti di bawah... tapi apakah pasti naik ? secara probabilitas kemungkinan besar iya, namun demikian tetap ada peluang gagal, makanya siapkan dengan baik antisipasi terhadap berbagai kemungkinannya... so let's wait and see apa yang terjadi nanti pada saat market close...

Kalau mau masuk dengan strategi hit and run... jangan lupa siapkan level stop loss ketat... kecuali ada alasan kuat untuk hold beberapa hari... Seperti terlihat di chart (posting sebelumnya)... saham masih down trend dan pergerakannya dibatasi trend channel dan resistance MA yg kalau ditembus bisa lanjut lagi ke atas... mudah-mudahan... aamiin...

Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share

DJI 28 DEC 2009

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Transaksi Hanya Saham DES dan JII

Investasikan Dunia Mu Untuk Akherat Mu

Investasikan Hidup Mu Untuk Kematian Mu

( Catatan Ku )

Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share

My Best Signal - 28 Des 2009

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( Catatan Ku )

My best signal pada 28 Des 2009 ada pada INCO dan ANTM... tapi kedua saham ini sedang down trend... jadi kalau mau masuk sebaiknya hit and run dulu... mudah2an besok INCO bisa tembus 3650 dan ANTM tembus 2200... apakah INCO & ANTM besok naik atau turun atau jalan di tempat... I don't know, let's wait and see... atau Anda punya sinyal saham lain yg lebih baik dari INCO dan ANTM ?... bagi donk...

Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share

Saham2 yg 3 hari terakhir banyak peminatnya

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Investasikan Dunia Mu Untuk Akherat Mu

Investasikan Hidup Mu Untuk Kematian Mu

( Catatan Ku )

Coba cek saham2 ini : BRPT, BSDE, INCO, INTP, KLBF, LSIP, SMGR, TLKM, UNSP, WIKA
Saya ambil sample 3 hari dari 21-22-23 Des 2009... dan kayaknya cash/dana investor sedang banyak yg mengalir ke saham2 di atas... entah pada beli entah jual...

Contoh: BRPT kalau bisa close di atas 1330 bisa terus naik... sebaliknya kalau gagal dia mungkin akan ke bawah lagi...

Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share

IHSG Hourly - 23 Des 2009

DISCLAIMER Transaksi Hanya Saham DES dan JII
Investasikan Dunia Mu Untuk Akherat Mu
Investasikan Hidup Mu Untuk Kematian Mu
( Catatan Ku )

Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share

Mau Belajar Elliott Wave - Contoh IHSG & KLBF

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Transaksi Hanya Saham DES dan JII

Investasikan Dunia Mu Untuk Akherat Mu

Investasikan Hidup Mu Untuk Kematian Mu

( Catatan Ku )

Seharusnya dari awal kenal bisnis trading ini, saya mulai dengan mempelajari basic TA dulu, seperti Dow Theory dan Elliott Wave... dua pelajaran basic ini saya tunda karena pelajarannya sulit bagi saya, jadi belajar yg simple2 dulu, sekarang baru terasa deh...

Advantage belajar Elliott Wave yg tidak didapatkan dari indikator atau tools lain di antaranya adalah:
1. Bisa Identifikasi Trend --> tools lain seperti MA atau MACD rasanya bisa
2. Bisa Identifikasi Countertrend --> tools lain seperti MA atau MACD rasanya juga bisa
3. Bisa Determine kalau trend sudah mature--> hal ini bagus jika dikombinasikan dgn indikator dan tools lainnya
4. Bisa mengetahui Target Pergerakan Harga... --> hal ini tidak didapatkan dari indikator dan tools lainnya
5. EW Provides Specific Points of Ruin... --> hal ini tidak didapatkan dari indikator dan tools lainnya

Mudah2an belum terlambat untuk belajar sambil dagang saham... aamiin...

Eco Syariah Share

Belajar Elliott Wave - IHSG 22 Des 2009

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Investasikan Dunia Mu Untuk Akherat Mu

Investasikan Hidup Mu Untuk Kematian Mu

( Catatan Ku )

Masih belajar Elliot Wave... jadi chartnya bisa salah bisa bener dikiiittt... hehehe... ini dia...

Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share

Market Cap 17 Des 2009 - Contoh Saham DES / JII

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Transaksi Hanya Saham DES dan JII

Investasikan Dunia Mu Untuk Akherat Mu

Investasikan Hidup Mu Untuk Kematian Mu

( Catatan Ku )

Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share

Ekspresikan Trading Mu - Mental / Emosi

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( Catatan Ku )

Menarik...

============

Trading and Your Mental / Emotional State by Trader Ed

Question:

Everyone talks about that important factor in trading called psychology, but what and how exactly does it helps in trading? And if it is that important how does one improve the same?

Pranaw from Mental WA.

Answer:

Pranaw, you have hit the mother load with your question, but allow me to refine it just a bit before I answer it. Instead of “psychology,” use the phrase “mental / emotional state.”

The reason everyone talks about how important the mental / emotional state is to trading is because, well, it is incredibly important to successful trading. In fact, many, such as Mark Douglas, argue that how you behave in this state is actually more important for success than what the markets do. I agree. You see, my early trading days looked somewhat like a top wobbling at the very end of its spin. Yes, I understood the mechanics of trading, but I knew nothing of how to manage my emotions, nor did I have the confidence that comes from having a plan. Mark Douglas’ book, Trading in the Zone, changed everything for me. Once I understood that the markets are the markets, meaning they do what they do without reference to you or anyone else for that matter, and that success depends on how one responds to the impersonal (es: neutral) market flow, that wobbling (es: move unsteadily) top straightened up and began spinning faster.

Simply, your mental state is about how you approach the market intellectually. Do you have a plan? Does that plan include entry and exit points. Does it include money/risk management? Does it include research to understand your trading markets? Do you understand the big economic picture? Do you know how to find the information that will give you an edge?

Your emotional state is about how you “feel” when you both win and lose. Winning can produce hubris (too much pride), which as the ancient Greeks understood can bring on disaster, If you trade as if you cannot lose, you will lose repeatedly in your attempt to prove it. When you lose (and you will), if you come back at the market angry or with the idea you will get “even,” you won’t. You will only make mistakes. The best traders understand the impersonal nature of the markets, thus they understand successful trading is not about the markets; it is about you and your mental / emotional state when trading.

I can’t tell you how to improve your mental / emotional state, as I don’t know you. I can, however, tell you generally that having a detailed trading strategy that is adaptable and eliminating as much emotion as you can from your trading will go a long way to making you a better trader.

==========

Semoga bermanfaat.

Eco Syariah Share

SGRO 17 DES 09 - BUAYA FIBO

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Transaksi Hanya Saham DES dan JII

Investasikan Dunia Mu Untuk Akherat Mu

Investasikan Hidup Mu Untuk Kematian Mu

( Catatan Ku )

Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share

IHSG 16 Des 2009 - Hasil Optimasi dan BackTest TRSS System

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Investasikan Dunia Mu Untuk Akherat Mu
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Dalam rangka belajar optimasi dan back test... berikut saya sampaikan contoh hasilnya dengan harapan bisa menjadi masukan bagi yang mau mencoba dan dengan harapan pula mendapatkan koreksi perbaikannya...

Di bawah bisa dilihat:
1. Daily Chart IHSG 16 Des 2009
2. Hasil Back Test
3. Settingan
4. Yearly Profit and Loss
5. Chart Portofolio dan Draw Down

Asumsi:
- Modal Awal = 50.000.000
- Broker Fee = 25.000
- Periode = 01 Jan 2000 s/d 16 Nov 2009
- Set Trade Delay = Eksekusi trade setelah EOD
- Trading = Daily Long Short
- Selengkapnya lihat di Settings

Catatan: Unsur MONEY MANAGEMENT belum dimasukkan


Hasil Optimasi dan BackTest... ingat belum termasuk MM lho !






Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share

KLBF 16 Des 2009

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Transaksi Hanya Saham DES dan JII
Investasikan Dunia Mu Untuk Akherat Mu
Investasikan Hidup Mu Untuk Kematian Mu
( Catatan Ku )

Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share

SMGR - 16 Des 2009 - SR & Main Warna

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Transaksi Hanya Saham DES dan JII

Investasikan Dunia Mu Untuk Akherat Mu

Investasikan Hidup Mu Untuk Kematian Mu

( Catatan Ku )

Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share

IHSG - SMGR - ITMG - 15 Des 2009

DISCLAIMER
Transaksi Hanya Saham DES dan JII
Investasikan Dunia Mu Untuk Akherat Mu
Investasikan Hidup Mu Untuk Kematian Mu
( Ini Catatan Ku )

Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah

Share

Daftar Saham Pilihan - Filter DES + JII + LQ45 + MSCI

DISCLAIMER

Transaksi Hanya Saham DES dan JII

Investasikan Dunia Mu Untuk Akherat Mu

Investasikan Hidup Mu Untuk Kematian Mu

Jika anda termasuk yang :

1. Tidak begitu paham analisa fundamental tapi kepingin membeli saham yang berfundamental baik dan sesuai syariah
2. Kepingin membeli saham yang Likuid
3. Kepingin membeli saham yang termasuk dalam MSCI Indonesia Index

Dibawah / Terlampir updated saham yg sudah difilter berdasarkan :

1. DES (Nov09 - May 2010)
2. JII (Dec09 - May 2010)
3. LQ45 (valid s/d Jan 2010)
4. MSCI Indonesia Index
CMIIW

Semoga Catatan Ku ini bermanfaat.

Eco Syariah Share

IHSG 04 Dec 2009 - TA Klasik di Zaman Modern

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Transaksi Hanya Saham DES dan JII

Investasikan Dunia Mu Untuk Akherat Mu

Investasikan Hidup Mu Untuk Kematian Mu

( Ini Catatan Ku )

Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga catatan ku ini bermanfaat.

Eco Syariah Share

Recommended Van K Tharp Trader Test

DISCLAIMER

Transaksi Hanya Saham DES dan JII

Investasikan Dunia Mu Untuk Akherat Mu

Investasikan Hidup Mu Untuk Kematian Mu

( Ini Catatan Ku )

Pengen tau anda termasuk tipe trader seperti apa? Apakah anda berpotensi sukses di bisnis ini ?

Seperti yang sering disebutkan bahwa kalau hasil trading kita so-so aja atau bahkan rugi... maka It's not the systems but it's YOU !!! Dan faktor utama yang menentukan dalam trading adalah pengetahuan dan penguasaan emosi atau aspek psikologi diri si trader.

Dalam rangka pengenalan diri dan belajar psikologi trading, di bawah saya copas link Van K Tharp Trader Test. Berdasarkan test yg terdiri dari 35 pertanyaan ini, maka akan didapat jawaban yang menunjukkan kita termasuk Tipe Trader seperti apa... kelebihan dan kelemahannya apa... dan petunjuk bagaimana mengatasinya.

Kalau berminat mengikuti test ini... saya sarankan menjawab pertanyaan dengan jujur... sehingga hasilnya juga mendekati realita.

Berikut berbagai kemungkinan tipe trader ala Van K Tharp... termasuk potensi suksesnya di pasar seperti apa:
High Potential for Market Success :

• Strategic Trader
• Planning Trader

Good Potential for Market Success With Some Work :

• Detailed Trader
• Facilitative Trader
• Innovative Trader
• Spontaneous Trader
• Independent Trader
• Administrative Trader
• Values Driven Trader
• Socially Responsible Trader
• Accurate Trader
• Adventurous Trader

Potential for Market Success with Lots of Work or Have Others Manage Their Money :

• Supportive Trader
• Artistic Trader
• Fun Loving Trader

===============

Hi,

Do you know what type of trader you are? And have you heard about the Tharp Trader Test yet?

I thought you'd like to know about it, because it is a quick, fun and easy to way to test yourself and find out your "trader type."

It takes less than three minutes to complete and you can either click through here directly or just type the name into your browser yourself:

http://www.tharptradertest.com/

About the Tharp Trader Test:
Van Tharp is a coach for traders and investors and has been profiling great traders for over twenty years. He was featured in the book Market Wizards and has three best selling trading books of his own, including his classic Trade Your Way to Financial Freedom.

He developed this test to help people learn their strengths and challenges as a trader.

His website has lots of great free information too: http://www.vantharp.com.

=========================

Semoga bermanfaat.

Eco Syariah Share

Tipe Trader Saham - Stock Market Trading Day

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Artikel bagus dari candlestick forum.

Stock Market Trading Day

The typical stock market trading day depends on the type of stock trader. There are many different way to trade stock but in today’s article we discuss the typical stock market trading day as it relates to the different types of stock traders.

Technical traders – these traders will spend their stock market trading day reading stock charts and graphs and they look for buy or sell signals. These buy or sell signals are indicated by signs of divergence or convergence on these charts. They study and follow the concepts associated with technical analysis rather than fundamental analysis.

Momentum traders – momentum traders spend their day also reading charts but they look for those stocks that move significantly in one direction on high volume, and their goal is to jump on the bandwagon to ride the momentum to desired profits. They attempt to buy stock at the bottom and sell it at the top.

Day traders – day traders spend their trading day reading stock charts as well and they also follow technical analysis. These traders will hold stocks for a few hours or sometimes for a few seconds and they close out of all trades by the end of their trading day, rarely leaving anything open overnight. The goal of day traders is to get in and then quickly get out by selling out of a certain stock for a profit. 

Swing traders – swing traders spend their stock market trading day in a similar fashion as day traders however they hold onto their stocks longer. They don’t close out of all of their trades by the end of the day and they assume greater risk because of this. They do not liquidate their stock like day traders do at the end of the day but like day traders they also attempt to predict future price movements using technical indicators.

Scalpers – scalpers make numerous trades each day within minutes. They quickly buy and sell large volumes of stock during a very short period of time and they do this repeatedly throughout the day. The goal of scalpers is to also earn a small share of profit per transaction with minimum risk through exploiting the bid-ask spread.

There are other types of stock traders as well including those traders that practice fundamental analysis. Those traders that use fundamental analysis are seen more as investors rather than stock traders since they hold onto stock for longer periods of time and they base their investment decisions on the intrinsic value of stock rather than on technicals.

http://www.candlestickforum.com/PPF/Parameters/11_4071_/candlestick.asp

Semoga bermanfaat.

Eco Syariah Share

Belajar dan Latihan Membuat Buy Sell Rules dgn MACD Histogram

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Catatan ini akan dishare ke milis Saham_Syariah

=================

Belajar/latihan membuat Buy Sell Rules... misal kriterianya ditetapkan sbb:

1. Buy hanya jika harga di atas line XX dan bull in control serta konfirmasi dari salah satu dari 2 jenis indikator yang berbeda
2. Sell hanya jika harga di bawah line XX dan bear in control serta konfirmasi dari salah satu dari 2 jenis indikator yang berbeda

Salah satu indikator yang menjadi kriteria adalah MACD Histogram (di bawah catatan saya tentang MACD dari berbagai sumber).

Jika anda berminat dgn belajar ini, silahkan dicoba membuat "pancingnya"... anda bebas memilih tools lainnya, asalkan menurut anda memenuhi kriteria di atas.

Sebelumnya... jawab dulu pertanyaan ini: Berapa tools/indikator yang diperlukan untuk memenuhi kriteria di atas ?

Semoga bermanfaat dan menjadi bahan kita belajar... sehingga bisa bebas dari rekomendasi orang, issue, rumor dll... aamiin...


//=============
//===Interpretasi dan Kegunaan MACD===

/*
MACD's common signals:
===Buy Signal
A Buy Signal is generated when the MACD crosses above the MACD Signal Line.
===Sell Signal
Similarly, when the MACD crosses below the MACD Signal Line a Sell Signal is generated.
*/
//===================================
/*
Moving Average Crossover:
The primary method of interpreting the MACD is with moving average crossovers.
When the shorter-term 12-period exponential moving average (EMA) crosses over the longer-term 26-period EMA a Buy Signal is generated.

Buy Signal
=======A buy signal is generated when the MACD (blue line) crosses above the zero line.
Sell Signal
=======When the MACD crosses below the zero line, then a sell signal is generated.
*/

//====================================
/*
HISTOGAM SIGNALS:
==============
TOP or BOTTOM of HISTOGRAM SINALS
===Three consecutive days of shrinking MACD histogram from top or bottom served as the buy or sell signals shown with arrows.
This is an aggressive example. One could wait until the MACD histogram went to zero, but that would be the same signal as the MACD moving average crossover.

Convergence:
===The MACD histogram is shrinking in height. This occurs because there is a change in direction OR a slowdown in the stock trend.
When that occurs, the MACD line is getting closer to the MACD signal line.

Divergence:
===The MACD histogram is increasing in height (either in the positive or negative direction).
This occurs because the MACD is accelerating faster in the direction of the prevailing market trend.
When a stock is moving strongly in a direction, the MACD histogram will increase in height.
When the MACD histogram does not increase in height or begins to shrink, the market is slowing down and is a warning of a possible reversal.
*/
//=================

/*REVERSAL SIGN
The MACD is NOT only good for Buy AND Sell signals, the MACD can be used for warnings of potential change in the direction of stocks.

===Bearish divergence occurs when a technical analysis indicator is suggesting that a price should be going down
but the price of the stock is continuing to maintain its current uptrend.
Misal: Price bikin High ke Higher (garis trend up) tapi MACD malah bikin LowerHigh <= High (garis trend down). Sinyal trend akan bearish.
This bearish divergence was an early warning sign of things to come with the market/stock.
This bearish divergence warned of the impending downturn of the market.

===Bullish divergence occurs when the indicator is indicating that price should be bottoming and heading higher,
yet the actual price action is continuing downward.
Misal: Price bikin Higher ke LowHigh (garis trend down) tapi MACD malah bikin HigherHigh > High (garis trend up). Sinyal trend akan bullish.

===In addition to bearish and bullish divergences, the MACD can confirm price movement as well.
Misal: MACD dari High bikin Higher diterusin bikin Higher lagi (Bullish Continuation), sebaliknya MACD dari Low bikin LowerLow bikin LowerLow lagi (Bearish Continuation).

These valuable divergences can signal to get out of a long or short position before profits erode.
*/

//========================
/*
CATATAN:
===MACD is a trend following indicator, and is designed to identify trend changes. It's generally not recommended for use in ranging market conditions.
===The signal line crossing is the usual trading rule. This is to buy when the MACD crosses up through the signal line, or sell when it crosses down through the signal line.
These crossings may occur too frequently, and other tests may have to be applied.
===With the emergence of computerized analysis, it has become highly unreliable in the modern era, and standard MACD based trade execution now produces a greater
distribution of losing trades [citation needed].
===Some additions have been made to MACD over the years but even with the addition of the MACD histogram, it remains a lagging indicator.
===Most strategies no longer recommend using MACD as the primary method of analysis, but instead believe it should be used as a monitoring tool only.
===The histogram shows when a crossing occurs. When the MACD line crosses through zero on the histogram it is said that the MACD line has crossed the signal line.
The histogram can also help visualizing when the two lines are coming together. Both may still be rising, but coming together, so a falling histogram suggests a crossover may be approaching.
===A crossing of the MACD line up through zero is interpreted as bullish, or down through zero as bearish.
These crossings are of course simply the original EMA(12) line crossing up or down through the slower EMA(26) line.
===It is recommended to look at a MACD on a weekly scale before looking at a daily scale to avoid making short term trades against the direction of the intermediate trend.
Sometimes it is prudent to apply a price filter to the Bullish Moving Average Crossover to ensure that it will hold.
An example of a price filter would be to buy if MACD breaks above the 9-day EMA and remains above for three days. The buy signal would then commence at the end of the third day.
===The MACD is a filtered measure of the velocity (ES: speed). The velocity has been passed through two first order linear low pass filters.
The "signal line" is that resulting velocity, filtered again. The difference between those two, the histogram, is a measure of the acceleration, with all three filters applied.
The "MACD crossing the signal line" suggests that the direction of the acceleration is changing. "MACD line crossing zero" suggests that the average velocity is changing direction.

//==============================

/*OTHER INTERPRETATION
The MACD can be a very helpful technical indicator, and is subject to several conventional interpretations which can all be useful depending on your trading and investment philosophies:
1.  One interpretation is that a positive MACD value is a bullish signal, and a negative MACD value is a bearish signal.
2.  The crossover interpretation is the most common. The signal line is used alongside the MACD to determine the appropriate entry and exit point.
Using this interpretation, the trading rule is to sell when the MACD falls below its signal line. Similarly, a buy signal occurs when the MACD rises above its signal line.
3.  A third popular method of interpretation is that when the MACD is making new highs or lows, and the price is not also making new highs and lows,
it signals a possible trend reversal. This type of interpretation is often verified with an overbought/oversold oscillator.

//=======================

*/



=======================
Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share

Feature AmiBroker - Optimasi-BackTest- Walk Forward

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Transaksi Hanya Saham DES dan JII

Investasikan Dunia Mu Untuk Akherat Mu

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Ini email saya ke milis beberapa waktu yang lalu... mudah-mudahan masih nyambung...

=====================
Saya pingin share pertanyaan dari pro yg sering baca di news letter atau buku, siapa tau ada teman2 yang bersedia membantu.

Pertanyaan yg masih ingat sbb:
1. Kenapa penting untuk memiliki Trading Systems (Rules Buy Sell) ?
2. Kenapa Trading Systems harus dioptimasi dan backtest ?
3. Berapa lama periode data yang valid dipakai dalam optimasi dan backtest ?
4. Apakah anda percaya dan nyaman dengan sistem yg sekarang anda pakai ?
5. Apakah sistem yg anda ikuti menguntungkan, balik modal, atau malah rugi ?

Saya share juga karena chart yang terlihat "cantik" katanya belum tentu menguntungkan... misalnya: yang sekarang lagi naik daun --- si Buaya beserta teman2nya atau MLP atau EW... dll --- Apakah anda sudah pernah backtest/optimasi sendiri sistem ini, apakah menguntungkan atau malah merugikan? Apakah benar bahwa trading di atas buaya pasti menguntungkan ? Apakah dalam backtest/optimasi anda memasukkan money management di dalamnya ?

Jika rekan2 atau para trainer, ada yang sudah backtest/optimasi sistem2 ini atau sistem lain yg sering didisplay... mohon berkenan share rules buy sell dan hasil optimasi serta backtestnya serta money managementnya... Kenapa trainer perlu menerangkan sistemnya? karena saya lihat materi cara optimasi dan backtest yg dilengkapi dengan money management belum ada ? kalaupun ada... sayangnya tidak diajarkan lengkap dan detail ke peserta, sehingga banyak yg belum bisa... CMIIW

Kalau anda belum bisa menjawab pertanyaan2 ini... berarti sama dengan saya... sistem yang sekarang diikuti belum dioptimasi/backtest lengkap dgn money managementnya... haruskah ? Katanya sih harus !!!

Sistem apapun yg akan anda ikuti... pastikan anda tau dulu... menguntungkan atau tidak... jangan sampai beli karung dalam kucing... eeh kebalik ya... hehehe...

Terima kasih atas pencerahan dan sharenya... mohon maaf kalau ada kata2 yg salah dan CMIIW.

Thanks,
Majulah TA Indonesia !!!
ES
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Update 01 Desember 2009

Tadinya saya juga rada-rada malas untuk optimasi, backtest dan walk forward test... kalau lihat chartnya sudah bagus berarti pasti menguntungkan lah... ternyata saya keliru besar !

Sistem yg dipost beberapa hari belakang - seperti: Alligator - BATS / TRSS - T3B - dll - semakin menambah kebingungan mau pakai yg mana ? Untuk memilih mau gak mau saya harus belajar optimasi dan backtest... yg secara ringkas saya gambarkan pada slide terlampir/dibawah...

Alasan kenapa sistem harus divalidasi melalui walk forward test... bisa dilihat pada contoh chart BUMI terlampir/di bawah... secara kasat mata chart itu indah dilihat... waktu saya optimasi dan backtest, hasilnya bagus... tapi saya harus pilih sistem lain untuk BUMI karena TRSS ini tidak lulus walk forward test... yg menurut mbak Ami sistemnya gak realistic !!!

Mengenai walk forward test mbak Ami bilang begini (sok-sokan ngerti... hehehe) :

The purpose of walk-forward test is to determine whenever the performance of optimized trading system is the realistic or the result of curve-fitting. The performance of the system can be considered realistic if it has predicitive value and performs good on unseen (out-of-sample) market data. When the system is properly designed, the real-time trading performance should be in relation to that uncovered during optimization. If the system is going to work in real trading, it must first pass a walk-forward test. In other words, we don't really care about in-sample results as they are (or should be) always good. What matters is out-of-sample system performance. It is the realistic estimate of how the system would work in real trading and will quickly reveal any curve-fitting issues. If out-of-sample performance is poor then you should not trade such a system.

The premise of performing several optimization/tests steps over time is that the recent past is a better foundation for selecting system parameter values than the distant past. We hope is that the parameter values chosen on the optimization segment will be well suited to the market conditions that immediately follow. This may or may not be the case as markets goes through bear/bull cycle, so care should be taken when choosing the length of in-sample period. For more information about system design and verification using walk-forward procedure and all issues involved, we can recommend Howard Bandy's book: "Quantitative Trading Systems" (see links on AmiBroker page).

Banyak yg belum saya mengerti... sepertinya ini pendekatan statistik ya ?

So…. ?  Saya harus belajar optimasi, backtest dan walk forward test... biar gak salah pilih atau ngikutin suatu sistem.

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Jangan begitu saja percaya dengan TA Katrok ini... selalu always recek dan percaya dengan TA dan chart Anda.

Semoga bermanfaat.

Eco Syariah Share