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What are the beginning and ending dates of your backtest?
I've got my version of your system matching your trade arrows exactly
but my equity curve is nothing like your smooth one. I presume you have
no stops in your test and let each trade run its course? And you are
long only?
Can someone please explain the difference?
dingo
-----Original Message-----
From: Steve Karnish [mailto:kernish@x...]
Sent: Friday, July 19, 2002 11:24 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] StoRSI
List,
Last December, I presented my StoRSI indicator to the Fort Collins
Market Technicians Association (a group that gets together to drink beer
and eat Mexican food...at an Irish Pub). At the time, I had been
trading the system for approximately a year. It has continued to trade
profitably during the past six months "slide to hell". For those who
might of missed previous post, the guts of the system are attached.
Sorry, but I can only provide MetaStock code. All trades are initiated
on the opening, the day following the signal.
Take care,
Steve Karnish, CTA
Cedar Creek Trading
www.cedarcreektrading.com
1-877-668-1125
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<DIV><SPAN class=3D760391716-19072002><FONT face=3DArial color=3D#0000ff si=
ze=3D2>Hi=20
Steve!</FONT></SPAN></DIV>
<DIV><SPAN class=3D760391716-19072002><FONT face=3DArial color=3D#0000ff=20
size=3D2></FONT></SPAN> </DIV>
<DIV><SPAN class=3D760391716-19072002><FONT face=3DArial color=3D#0000ff si=
ze=3D2>What=20
are the beginning and ending dates of your backtest?</FONT></SPAN></DI=
V>
<DIV><SPAN class=3D760391716-19072002><FONT face=3DArial color=3D#0000ff=20
size=3D2></FONT></SPAN> </DIV>
<DIV><SPAN class=3D760391716-19072002><FONT face=3DArial color=3D#0000ff si=
ze=3D2>I've=20
got my version of your system matching your trade arrows exa=
ctly=20
but my equity curve is nothing like your smooth one. I presume yo=
u=20
have no stops in your test and let each trade run its course? And you =
are=20
long only?</FONT></SPAN></DIV>
<DIV><SPAN class=3D760391716-19072002><FONT face=3DArial color=3D#0000ff=20
size=3D2></FONT></SPAN> </DIV>
<DIV><SPAN class=3D760391716-19072002><FONT face=3DArial color=3D#0000ff si=
ze=3D2>Can=20
someone please explain the difference?</FONT></SPAN></DIV>
<DIV><SPAN class=3D760391716-19072002><FONT face=3DArial color=3D#0000ff=20
size=3D2></FONT></SPAN> </DIV>
<DIV><SPAN class=3D760391716-19072002><FONT face=3DArial color=3D#0000ff=20
size=3D2>dingo </FONT></SPAN></DIV>
<BLOCKQUOTE style=3D"MARGIN-RIGHT: 0px">
<DIV></DIV>
<DIV class=3DOutlookMessageHeader lang=3Den-us dir=3Dltr align=3Dleft><FO=
NT=20
face=3DTahoma size=3D2>-----Original Message-----<BR><B>From:</B> Steve K=
arnish=20
[mailto:kernish@x...] <BR><B>Sent:</B> Friday, July 19, 2002 11:2=
4=20
AM<BR><B>To:</B> amibroker@xxxxxxxxxxxxxxx<BR><B>Subject:</B> [amibroker]=
=20
StoRSI<BR><BR></FONT></DIV>
<DIV><FONT face=3DArial size=3D2>
<DIV><FONT face=3DArial size=3D2>List,</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=3DArial size=3D2>Last December, I presented my StoRSI ind=
icator to=20
the Fort Collins Market Technicians Association (a group that gets togeth=
er to=20
drink beer and eat Mexican food...at an Irish Pub). At the time, I =
had=20
been trading the system for approximately a year. It has conti=
nued=20
to trade profitably during the past six months "slide to hell". For=
=20
those who might of missed previous post, the guts of the system are=20
attached. Sorry, but I can only provide MetaStock code. All t=
rades=20
are initiated on the opening, the day following the signal.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=3DArial size=3D2>Take care,</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=3DArial size=3D2>Steve Karnish, CTA<BR>Cedar Creek Tradin=
g<BR><A=20
href=3D"http://www.cedarcreektrading.com";>www.cedarcreektrading.com</A><B=
R>1-877-668-1125</FONT></DIV></FONT></DIV><BR><BR><TT>Your=20
use of Yahoo! Groups is subject to the <A=20
href=3D"http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service</A>.</=
TT>=20
<BR></BLOCKQUOTE></BODY></HTML>
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