Re: [amibroker] Re: Slow Stochastic moving buy-sell levels

[Anthony Faragasso <ajf1111@xxxx>]

Dimitri;
I do not mean to bring up old discussions, but this concerns something
I am currently working on, so please bear with me. Where does this number
come from ( -18)
/*MEAN %D EXPLORATION*/
                                
MEANST=cum(stochd())/(cum(1)-18);
                                
filter=CUM(1)>100;
                                
numcolumns=1;
                                
column0=MEANST;
                                
column0format=1.0;
                                
column0name="MEAN STOCHD";
How about these numbers, did you arbitrarily chose them to start the
optimization, if so ,why those numbers.
/*Buy-Sell moving levels for Slow Stochastic*/
                                
Dbuy=Optimize("Dbuy",14,0,20,1);
                                
Dsell=Optimize("Dsell",8,0,20,1);
                                
X1=Optimize("X1",13,10,20,1);
                                
s1=StochD(X1);
                                
AVST=MA(s1,100);
                                
Buy = Cross( s1,AVST-DBuy);
                                
Sell = Cross( AVST+Dsell,s1);
Also, concerning the parameters for buy at the low ,and
sell at the high, delay 1 day,  are we buying at previous
days low, and selling at previous days high, or after signals are given
( 1 day delay), we use our best guesstimate as to the low and high for
the day?
Thank you
Anthony
DIMITRIS TSOKAKIS wrote:
Begin at 5119, 5120 and then at 5161 messages of
this list.
DT
--- In amibroker@xxxx, Anthony Faragasso <ajf1111@xxxx> wrote:
> Hi Dimitri;
>
> Could you explain how you arrived at the Dbuy and Dsell numbers in
your
> formula.Were they produced by doing some optimization, if so, could
you
> supply the optimization.
>
>
> /*Slow Stochastic moving buy-sell levels*/
>
> Dbuy=14;
> Dsell=8;
> X1=13;
> MaxGraph=12;
> ST3=StochK(X1);
> ST33=StochD(X1);
> Graph0=ST3;
> Graph1=ST33;
> AVST=MA(StochD(X1),100);
> Graph9=AVST-Dbuy;Graph10=AVST+Dsell;
> Graph8=avst;Graph8Style=8;Graph8BarColor=2;
> Graph9Style=Graph10Style=8;
> Graph9BarColor=Graph10BarColor=1;
>
> Thank you.
> Anthony
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