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Steve,
<FONT face=Arial color=#0000ff
size=2>
No
need to change arrows - I was sorta thinking out loud with my post.. I'm in
synch with your formula now.
<FONT face=Arial color=#0000ff
size=2>
I
understand what you're saying - about the "vehicle" but I was trying to make
sure I was in the same one.
<FONT face=Arial color=#0000ff
size=2>
As you
posted to Herman "(gimmee something that protects me from
the big drawdowns)" I am totally with you on this one and would like to some
better approaches than just an ApplyStop.
<FONT face=Arial
size=2>
<FONT face=Arial
size=2>dingo
<FONT
face=Tahoma size=2>-----Original Message-----From: Steve Karnish
[mailto:kernish@xxxx] Sent: Friday, July 19, 2002 1:47
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
StoRSI
dingo,
"I
understand that but you don't seem to have shorts on the gif's you attached or
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 isthe
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 with a 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 title=amibroker@xxxxxxxxxxxx
href="">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 face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Assuming that they are.. the closest I've been able to get is the
attached - much better looking than the original!
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
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 usein
order for the long on 1/6/200 to show on the graph...??
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Here's the code I used:
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>--------------------------------------------------------------------------------------------------------------------------
/* CCT
StochRSI For qqq** ** Originally developed by Steve Karnish **
<FONT face="Courier New"
size=2>http://www.cedarcreektrading.com<FONT face="Courier New"
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 face=Arial color=#0000ff
size=2>--------------------------------------------------------------------------------------------------------------------------
<FONT face=Arial
color=#0000ff>
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 face=Arial
color=#0000ff>
Thanks
for all of your discussion on this board - I've learned a lot after reading
all of the messages on this board.
<FONT face=Arial
color=#0000ff>
dale
(dingo)
<FONT
face=Tahoma size=2>-----Original Message-----From: Steve
Karnish [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
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, July 19, 2002 10:31
AM
Subject: RE: [amibroker]
StoRSI
<FONT face=Arial color=#0000ff
size=2>Hi Steve!
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>What are the beginning and ending dates of your
backtest?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
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 face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Can someone please explain the difference?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>dingo
<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
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