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Herman,
I can't think of an argument (and I've heard some
good ones from people that I respect) that would steer me away from
symmetry. I know a few folks that are day trading 400-500 contracts at a
whack (using momentum oscillators) and their opinion (subjective/objective)is
the same as mine: symmetry is robust...assymmetry is a "dream
state".
I believe we "waltzed" to this tune before.
I'm always looking for improvements to an approach. I would especially
like to hear about how to protect a trade when the "wheels fall off" (gimmee
something that protects me from the big drawdowns). Thanks for
providing the AB code.
Take care,
Steve Karnish, CTACedar Creek Trading<A
href="">www.cedarcreektrading.com1-877-668-1125
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Herman vanden
Bergen
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Friday, July 19, 2002 11:07
AM
Subject: RE: [amibroker] StoRSI
<FONT
size=2>Thanks for
sharing Steve!BTW Steve, I notice you are using asymmetrical
Thresholds :-)
<SPAN
class=380483616-19072002>OK, who is going to jiggle this one and make it
fly? I want at least RAR=500% :-)))
<FONT
face="Courier New">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!
<SPAN
class=380483616-19072002><FONT
size=2><SPAN
class=380483616-19072002><FONT
face="Courier New" size=2>see AFL code below
for starters...
<SPAN
class=380483616-19072002>Take care,<FONT face="Courier New"
size=1><FONT
size=2>Herman.<FONT
size=1>
StoRSI = <FONT
color=#0000ff>EMA((<FONT
color=#0000ff>scRSI(C,<FONT
color=#ff00ff>8) - <FONT
color=#0000ff>LLV(<FONT
color=#0000ff>scRSI(C,<FONT
color=#ff00ff>8),<FONT
color=#ff00ff>8<FONT
size=1>))/(<FONT face="Courier New"
size=1>HHV(scRSI(C,8),8) - LLV(scRSI(C,8),8)),3)*100<FONT
face="Courier New" size=1>;Buy = Cross<FONT
face="Courier New" size=1>(<SPAN
class=380483616-19072002>17,StoRSI);Sell= Cross<FONT
face="Courier New" size=1>(StoRSI,<SPAN
class=380483616-19072002>83);Short =
Sell;Cover = Buy;<FONT
face="Courier New">Plot(<FONT
size=1>Equity(),"Equity"<FONT
size=1>,1,<FONT
size=1>1);
<FONT face=Tahoma
size=2>-----Original Message-----From: Steve Karnish
[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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