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Jim
i was looking at this but not sure where to go with it. any thoughts?
// CCI
range = Prefs( 38 );
_N( ranstr = "("+WriteVal( range, 1.0 )+")" );
Plot( i1 = CCI( range ), "CCI"+ranstr, -8 );
Buy=Cross( i1, 100 );
Sell = Cross( 100, i1 );
Short=Cross( -100, i1 );
Cover = Cross( i1, -100 );
Don
--- In amibroker@xxxx, "jnk1997" <jnk1997@xxxx> wrote:
> Has anyone found an indicator addition in order to improve upon the
> trix trading system results?
> Regards
> Jim
>
> --- In amibroker@xxxx, Anthony Faragasso <ajf1111@xxxx> wrote:
> > Hello, Nate
> >
> > You have delay=0 set in your Buy and Short entries, This would be
> > unrealistic, set the delay to 1, and re-optimize and re-backtest.
> Please
> > post the results .
> >
> > Anthony
> >
> > "Dr. S. Nathan Berger" wrote:
> >
> > > Al- 'sHappenen?
> > >
> > > Sorry, Monday morning brain fog.
> > >
> > > Reference is to using the TRIX formula posted last week to the
> group:
> > >
> > >
> > > pds=Optimize("pds",12,5,23,3);
> > > pds2=Optimize("pds2",3,3,15,1);
> > >
> > > Buy=Trix(pds) > EMA(Trix(pds),pds2);
> > > Sell=Trix(pds) < EMA(Trix(pds),pds2);
> > > Short=Trix(pds) < EMA(Trix(pds),pds2);
> > > Cover=Trix(pds) > EMA(Trix(pds),pds2);
> > >
> > > Filter=1;
> > > Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); Short=ExRem
> (Short,Cover);
> > > Cover=ExRem(Cover,Short);
> > >
> > > AddColumn(Buy,"Buy");
> > > AddColumn(Sell,"sell");
> > > AddColumn(Short,"short");
> > > AddColumn(Cover,"cover");
> > >
> > > A remark had been made that this formula seemed workable, but
> that the
> > > selection of stocks to which it was applied made a substantial
> > > difference. In search for such stocks, I tested this formula
over
> the
> > > stocks listed in the CCT50.tls, (which is used by Steve in his
CMO
> > > System).
> > >
> > > When optimizing individually over each stock in the CCT50.tls,
the
> > > results consistently come up pds=5 and pds2=3. When these
> optimized
> > > figures were entered into the formula, the backtested results
for
> > > AMTL, BEAS, CEFT, AHIR, CHKP, CMVT, CTX, DYN, KLAC, MERQ, NVDA,
> SEBL.
> > > came back returning a performance of OVER 1500% for each stock.
Of
> > > these, MERQ is 4800% and NVDA is 4900%
> > >
> > > Settings: Init. Eq 10,000 Positions: Long Periodicity:
> Daily
> > > Long Trade Buy Price: Open Delay: 0
> > > Short Trade Buy Price: Open Delay: 0
> > > Max. Stop Loss, Profit Target, Trailing Stop all are Disabled
> > > Reporting set to Overall Summary
> > >
> > > Hope this is clearer now. Also hope this is reality, and not a
> > > continuation of the brain fog. Perhaps a cup of coffee would
> help...
> > >
> > > Nate
> > >
> > >
> > >
> > >
> > > At 10:08 AM 6/24/02 -0400, you wrote:
> > >
> > >
> > >> Hi, Nate. Long time, no hear. I'm not sure your post is about
the
> > >> CMO5 system or the Turtle system. Can you elaborate a little
on
> what
> > >> you are talking about? What are you setting to 0? How do you
use
> > >> TRIX to evaluate preformance of a system? I'm at work right
now,
> so
> > >> I cannot go back and review past posts. Thanks.
> > >>
> > >> Al Venosa
> > >
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service.
> > >
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