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Another peculiar property of RSI H/L system:
I try ^NDX and ask in Settings 8% Stop Loss.
the best combination gives +88%
(per=6, X1=12)
I try with Stop Loss disabled and I get +188%
for the same combination, which is again the best.
It is a bit against the common sense...
(As you see, ^NDX needs fast period for RSI).
Dimitris Tsokakis
--- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> I wrote yesterday that this system is strange.
> One behavior never met before is the following:
> I scan with the exposed buy/sell conditions
> Buy=Cross(C2,C1);Sell=Cross(C1,C2);
> The best % Net profit was +391% and all the 120 combinations
> from optimization were profitable.
> Then I inverse buy/sell with sell/buy, ie
> Sell=Cross(C2,C1);Buy=Cross(C1,C2);
> The best % net profit was 88.4% (!!) and the half of the 120
combinations
> were profitable, if for a period of
> two years you were making mistakes all the time (32 trades).
> It is not easy to explain this property.
> Dimitris Tsokakis
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