RE: [amibroker] whoops, here's the "picture"

["Ken Close" <closeks@xxxx>]

Steve:thanks for 
the picture. The osc works very nicely.
<SPAN 
class=580583018-22042002>Ken
<FONT face=Tahoma 
size=2>-----Original Message-----From: Steve Karnish 
[mailto:kernish@xxxx]Sent: Monday, April 22, 2002 12:26 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] 
whoops, here's the "picture"

CS & list,
 
I'm not up to speed on AB code...yet.  Here's 
a TSF approach that can work well.  Attached is a chart of KLAC, showing 
triggers on the Forecast Oscillator (same indicator).  The Forecast 
Oscillator is a TSF set to 13 periods (in this example).  In this case, 
whenever price moves more than 11% (in the opposite direction of your position) 
from the projected linear regression, you reverse your position (all signals are 
calculated EOD, and position are put on the following opening) .  Since 
1/1/2000, this has produced results, in KLAC, of 28-9 with a return of $159(no 
slippage or commissions).  Just thought I'd toss in an approach that, at 
times, can extract a few pennies.
 
Take care,
 
Steve
<A 
href="">www.cedarcreektrading.com
----- Original Message -----