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dingo,
Most people trade the Q's from both the long and
short side. There is no penalty (uptick rule) trading this issue.
Factoring in the short trades should straighten out your equity
curve.
Take care,
Steve Karnish, CTACedar Creek Trading<A
href="">www.cedarcreektrading.com1-877-668-1125
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dingo
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Friday, July 19, 2002 10:31
AM
Subject: RE: [amibroker] StoRSI
Hi
Steve!
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size=2>
What
are the beginning and ending dates of your backtest?
<FONT color=#0000ff face=Arial
size=2>
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?
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size=2>
Can
someone please explain the difference?
<FONT color=#0000ff face=Arial
size=2>
<FONT color=#0000ff face=Arial
size=2>dingo
<FONT
face=Tahoma size=2>-----Original Message-----From: SteveKarnish
[mailto:kernish@xxxx] Sent: Friday, July 19, 2002 11:24
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [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, CTACedar Creek Trading<A
href="">www.cedarcreektrading.com1-877-668-1125Your
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
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