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BTW Steve, I notice you are using asymmetrical Thresholds :-)
OK, who is going to jiggle this one and make it fly? I want at least
RAR=500% :-)))
The QQQ is nice for an AB group effort... how about some tutorial
fun/discussion? This could be, if documented, a practical system development
project that could teach everyone something... a great help file for
newcomers!
see AFL code below for starters...
Take care,
Herman.
StoRSI = EMA((scRSI(C,8) - LLV(scRSI(C,8),8))/
(HHV(scRSI(C,8),8) - LLV(scRSI(C,8),8)),3)*100;
Buy = Cross(17,StoRSI);
Sell= Cross(StoRSI,83);
Short = Sell;
Cover = Buy;
Plot(Equity(),"Equity",1,1);
-----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
Yahoo! Groups Sponsor
ADVERTISEMENT
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
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<HTML><HEAD>
<META content=3D"text/html; charset=3Diso-8859-1" http-equiv=3DContent-Type=
>
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<BODY bgColor=3D#ffffff>
<DIV>
<P><SPAN class=3D380483616-19072002></SPAN><FONT color=3D#0000ff><FONT size=
=3D2><FONT=20
face=3D"Courier New">T<SPAN class=3D380483616-19072002>hanks for sharing=20
Steve!<BR><BR>BTW Steve, I notice you are using asymmetrical Thresholds :-)=
=20
</SPAN></FONT></FONT></FONT></P>
<P><FONT color=3D#0000ff><FONT size=3D2><FONT face=3D"Courier New"><SPAN=20
class=3D380483616-19072002>OK, who is going to jiggle this one and make it=
=20
fly? I want <U>at least</U> RAR=3D500% :-)))=20
</SPAN></FONT></FONT></FONT><FONT color=3D#0000ff><FONT size=3D2><FONT=20
face=3D"Courier New"><SPAN class=3D380483616-19072002><BR><BR>The QQQ is ni=
ce for an=20
AB group effort... how about some tutorial fun/discussion? This could be, i=
f=20
documented, a practical system development project that could teach everyon=
e=20
something... a great help file for newcomers!</SPAN></FONT></FONT></FONT></=
P>
<P><FONT color=3D#0000ff><FONT size=3D2><FONT face=3D"Courier New"><SPAN=20
class=3D380483616-19072002></SPAN></FONT></FONT></FONT><FONT color=3D#0000f=
f><FONT=20
size=3D2><FONT face=3D"Courier New"><SPAN=20
class=3D380483616-19072002></SPAN></FONT></FONT></FONT><FONT color=3D#0000f=
f><FONT=20
face=3D"Courier New" size=3D2><SPAN class=3D380483616-19072002>see AFL code=
below for=20
starters...</SPAN></FONT></FONT></P>
<P><FONT color=3D#0000ff><FONT face=3D"Courier New" size=3D2><SPAN=20
class=3D380483616-19072002>Take care,<BR></SPAN></FONT><FONT face=3D"Courie=
r New"=20
size=3D1><SPAN class=3D380483616-19072002><FONT=20
size=3D2>Herman</FONT>.</SPAN></FONT></FONT></P><FONT color=3D#000000><FONT=
=20
size=3D1><FONT face=3D"Courier New">
<P>StoRSI =3D </FONT></FONT><FONT face=3D"Courier New"><FONT=20
color=3D#0000ff>EMA</FONT><FONT color=3D#000000>((</FONT><FONT=20
color=3D#0000ff>scRSI</FONT><FONT color=3D#000000>(<B>C</B>,</FONT><FONT=20
color=3D#ff00ff>8</FONT><FONT color=3D#000000>) - </FONT><FONT=20
color=3D#0000ff>LLV</FONT><FONT color=3D#000000>(</FONT><FONT=20
color=3D#0000ff>scRSI</FONT><FONT color=3D#000000>(<B>C</B>,</FONT><FONT=20
color=3D#ff00ff>8</FONT><FONT color=3D#000000>),</FONT><FONT=20
color=3D#ff00ff>8</FONT></FONT><FONT face=3D"Courier New"></FONT><FONT=20
size=3D1>))/<BR>(</FONT></FONT><FONT face=3D"Courier New"=20
size=3D1>HHV(scRSI(<B>C</B>,8),8) - LLV(scRSI(<B>C</B>,8),8)),3)*100</FONT>=
<FONT=20
face=3D"Courier New" size=3D1>;<BR><B>Buy</B> =3D Cross</FONT><FONT face=3D=
"Courier New"=20
size=3D1>(<SPAN class=3D380483616-19072002>17</SPAN>,StoRSI);<BR><B>Sell</B=
>=3D=20
Cross</FONT><FONT face=3D"Courier New" size=3D1>(StoRSI,<SPAN=20
class=3D380483616-19072002>83</SPAN>);<BR><B>Short</B> =3D=20
<B>Sell</B>;<BR><B>Cover</B> =3D <B>Buy</B>;<BR></FONT><FONT=20
face=3D"Courier New"><FONT size=3D1>Plot</FONT><FONT size=3D1>(</FONT><FONT=
=20
size=3D1>Equity</FONT><FONT size=3D1>(),</FONT><FONT size=3D1>"Equity"</FON=
T><FONT=20
size=3D1>,</FONT><FONT size=3D1>1</FONT><FONT size=3D1>,</FONT><FONT=20
size=3D1>1</FONT><FONT size=3D1>);</P></FONT></FONT></DIV>
<BLOCKQUOTE>
<DIV align=3Dleft class=3DOutlookMessageHeader dir=3Dltr><FONT face=3DTah=
oma=20
size=3D2>-----Original Message-----<BR><B>From:</B> Steve Karnish=20
[mailto:kernish@x...]<BR><B>Sent:</B> Friday, July 19, 2002 11:24=
=20
AM<BR><B>To:</B> amibroker@xxxxxxxxxxxxxxx<BR><B>Subject:</B> [amibroker]=
=20
StoRSI<BR><BR></DIV></FONT>
<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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