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dingo,
"I
understand that but you don't seem to have shorts on the gif's you attachedor
are they "implied"? "
I believe a red arrow implies a sell (would you
like to see a different symbol to represent a sell signal?). My first
trade was triggered on 1/6/00.
".. the closest I've been able to get is the
attached"
Sorry, I don't see an attachment.
Many people on this forum, and others, spend way
too much time wasting energy on trying to "match" each trade and duplicating the
exact results. Please understand, different data vendors, disseminate
slightly different data. Also, individual files can be corrupted witha
single incorrect opening or close. The important points are always
supporting the trading "vehicle", not the integrity of the data base.
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 11:29
AM
Subject: RE: [amibroker] StoRSI
I
understand that but you don't seem to have shorts on the gif's you attached or
are they "implied"?
<FONT color=#0000ff face=Arial
size=2>
<FONT color=#0000ff face=Arial
size=2>Assuming that they are.. the closest I've been able to get is the
attached - much better looking than the original!
<FONT color=#0000ff face=Arial
size=2>
This
test was run from 12/30/1999 - 7/19/2002 (using intraday on the 19th). The
reason for 12/30/1999 is that is the latest date I could use in order forthe
long on 1/6/200 to show on the graph...??
<FONT color=#0000ff face=Arial
size=2>
<FONT color=#0000ff face=Arial
size=2>Here's the code I used:
<FONT color=#0000ff face=Arial
size=2>
<FONT color=#0000ff face=Arial
size=2>--------------------------------------------------------------------------------------------------------------------------
/* CCT
StochRSI For qqq** ** Originally developed by Steve Karnish **
<FONT face="CourierNew"
size=2>http://www.cedarcreektrading.com<FONT face="CourierNew"
size=2> ** ** AFL translation by Tomasz Janeczko ** ** Set scaling:
Custom 0..100 */
Period =
8; Blevel = 17;Slevel = 100 - Blevel;
<FONT face="Courier New"
size=2>//ApplyStop(2,1,Optimize("Stop %",15,5,20,1),0);
Buy =
Cross(Blevel,EMA((RSI(period)-LLV(RSI(period),period))/
(HHV(RSI(period),period)- (LLV(RSI(period),period))),3)*100);
Sell =
Cross(EMA((RSI(period)-LLV(RSI(period),period))/ (HHV(RSI(period),period)-
(LLV(RSI(period),period))),3)*100, Slevel);
Short =
Sell;Cover = Buy;
<FONT color=#0000ff face=Arial
size=2>--------------------------------------------------------------------------------------------------------------------------
<FONT color=#0000ff
face=Arial>
BTW - I
personally couldn't live without some sort of stoploss and the above applystop
optimized out at 15% but that's still too high for me.. so I'll have to
tinker.
<FONT color=#0000ff
face=Arial>
Thanks for
all of your discussion on this board - I've learned a lot after reading all of
the messages on this board.
<FONT color=#0000ff
face=Arial>
dale
(dingo)
<FONT
face=Tahoma size=2>-----Original Message-----From: SteveKarnish
[mailto:kernish@xxxx] Sent: Friday, July 19, 2002 12:52
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] StoRSI
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
<FONT color=#0000ff face=Arial
size=2>Hi Steve!
<FONT color=#0000ff face=Arial
size=2>
<FONT color=#0000ff face=Arial
size=2>What are the beginning and ending dates of your
backtest?
<FONT color=#0000ff face=Arial
size=2>
<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?
<FONT color=#0000ff face=Arial
size=2>
<FONT color=#0000ff face=Arial
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: Steve
Karnish [mailto:kernish@xxxx] Sent: Friday, July19,
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
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