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Anthony,
a.
Stochd() is empty for the first 18 days.
Stochd() begins the 19th day to be calculated and this
day is when cum(1)=19 and cum(1)-18=1
I have to repeat here that 5119, 5120 where the first attempts
and then at 5161 a first operative formula was presented.
b. as for settings, it would be interesting to spend some time
and read discussion following 5161 and then put your own settings
to your optimization.
c. I think that moving buy-sell levels work better than solid
30/70 or similar ones, for stochastic, RSI etc.
There are many ways to create moving levels, somehow related
to the under examination function. One attempt is the plus-minus
levels around the average and was presented to this list.
It is just an invitation to see some benefits and create further steps
to this direction.
Any innovative idea appreciated.
Dimitris Tsokakis
--- In amibroker@xxxx, Anthony Faragasso <ajf1111@xxxx> wrote:
> 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
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
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