Re: Slow Stochastic moving buy-sell levels

["Stephane Carrasset" <nenapacwanfr@xxxx>]

Dimitri,

what is "smiling"
with 
Buy=Cross(StochK(pd),Lol);
Sell=Cross(Hil,StochK(pd));
it is a losing system on a universe


with
Buy=Cross(Lol,StochK(pd));
Sell=Cross(StochK(pd),Hil);

it is a winning system, somewhere if we accept big drawdawn with a 
contrarian method ( buy when the price declines)
a system could be winning on a long run


stephane



> Just a hint:
> Change the cross condition
> Buy=Cross(Lol,StochK(5));
> > Sell=Cross(StochK(5),Hil);
> to
> Buy=Cross(StochK(5),Lol);
> Sell=Cross(Hil,Stochk(5));
> to avoid premature entry and exit.
> DT
> 
> 
> --- In amibroker@xxxx, "Stephane Carrasset" <nenapacwanfr@xxxx> 
wrote:
> > Excuse me remove the Macd, good code
> > below
> > 
> > MaxGraph=9;
> > Graph0=StochK(5);
> > Graph0Style=1;
> > Graph0Color=2;
> > 
> > Stosell= IIf(StochK(5)>60,StochK(5),60);
> > Hil=(Peak(Stosell,1,1) + Peak(Stosell,1,2)+ Peak(Stosell,1,3))/3;
> > 
> > Graph1= Hil;
> > Graph1Style=1;
> > Graph1Color=3;
> > Stobuy= IIf(StochK(5)<40,StochK(5),40);
> > Lol=(Trough(Stobuy,1,1) + Trough(Stobuy,1,2)+ Trough
(Stobuy,1,3))/3;
> > Graph2= Lol;
> > Graph2Style=1;
> > Graph2Color=5;
> > 
> > Buy=Cross(Lol,StochK(5));
> > Sell=Cross(StochK(5),Hil);
> > Buy=ExRem(Buy,Sell);
> > Sell=ExRem(Sell,Buy);