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The revised graph is attached.
dingo
-----Original Message-----
From: dingo [mailto:dingo@x...]
Sent: Friday, July 19, 2002 1:30 PM
To: amibroker@xxxxxxxxxxxxxxx
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"?
Assuming that they are.. the closest I've been able to get is the
attached - much better looking than the original!
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 for the long on 1/6/200 to show on the graph...??
Here's the code I used:
------------------------------------------------------------------------
--------------------------------------------------
/* CCT StochRSI For qqq**
** Originally developed by Steve Karnish
** <http://www.cedarcreektrading.com> http://www.cedarcreektrading.com
**
** AFL translation by Tomasz Janeczko **
** Set scaling: Custom 0..100 */
Period = 8;
Blevel = 17;
Slevel = 100 - Blevel;
//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;
------------------------------------------------------------------------
--------------------------------------------------
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.
Thanks for all of your discussion on this board - I've learned a lot
after reading all of the messages on this board.
dale (dingo)
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<DIV><FONT face=3DArial color=3D#0000ff size=3D2><SPAN class=3D719331519-19=
072002>Just=20
wanted to set the record a little straighter. I discovered after the post b=
elow=20
that I had not set the short trades settings to next day open. They were se=
t to=20
next day close. My appologies. It will sure be nice when we can set all of =
this=20
stuff in code!</SPAN></FONT></DIV>
<DIV><FONT face=3DArial color=3D#0000ff size=3D2><SPAN=20
class=3D719331519-19072002></SPAN></FONT> </DIV>
<DIV><FONT face=3DArial color=3D#0000ff size=3D2><SPAN class=3D719331519-19=
072002>The=20
revised graph is attached.</SPAN></FONT></DIV>
<DIV><FONT face=3DArial color=3D#0000ff size=3D2><SPAN=20
class=3D719331519-19072002></SPAN></FONT> </DIV>
<DIV><FONT face=3DArial color=3D#0000ff size=3D2><SPAN=20
class=3D719331519-19072002>dingo</SPAN></FONT></DIV>
<BLOCKQUOTE style=3D"MARGIN-RIGHT: 0px">
<DIV></DIV>
<DIV class=3DOutlookMessageHeader lang=3Den-us dir=3Dltr align=3Dleft><FO=
NT=20
face=3DTahoma size=3D2>-----Original Message-----<BR><B>From:</B> dingo=20
[mailto:dingo@x...] <BR><B>Sent:</B> Friday, July 19, 2002 1:30=20
PM<BR><B>To:</B> amibroker@xxxxxxxxxxxxxxx<BR><B>Subject:</B> RE: [amibro=
ker]=20
StoRSI<BR><BR></FONT></DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial color=3D#0000ff =
size=3D2>I=20
understand that but you don't seem to have shorts on the gif's you attach=
ed or=20
are they "implied"? </FONT></SPAN></DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial color=3D#0000ff=
=20
size=3D2></FONT></SPAN> </DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial color=3D#0000ff=
=20
size=3D2>Assuming that they are.. the closest I've been able to get is th=
e=20
attached - much better looking than the original!</FONT></SPAN></DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial color=3D#0000ff=
=20
size=3D2></FONT></SPAN> </DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial color=3D#0000ff =
size=3D2>This=20
test was run from 12/30/1999 - 7/19/2002 (using intraday on the 19th). Th=
e=20
reason for 12/30/1999 is that is the latest date I could use in order for=
the=20
long on 1/6/200 to show on the graph...??</FONT></SPAN></DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial color=3D#0000ff=
=20
size=3D2></FONT></SPAN> </DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial color=3D#0000ff=
=20
size=3D2>Here's the code I used:</FONT></SPAN></DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial color=3D#0000ff=
=20
size=3D2></FONT></SPAN> </DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial color=3D#0000ff=
=20
size=3D2>----------------------------------------------------------------=
----------------------------------------------------------</FONT></SPAN></D=
IV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3D"Courier New" size=3D2=
>/* CCT=20
StochRSI For qqq** <BR>** Originally developed by Steve Karnish <BR>**=20
</FONT><A href=3D"http://www.cedarcreektrading.com";><FONT face=3D"Courier=
New"=20
size=3D2>http://www.cedarcreektrading.com</FONT></A><FONT face=3D"Courier=
New"=20
size=3D2> ** <BR>** AFL translation by Tomasz Janeczko ** <BR>** Set scal=
ing:=20
Custom 0..100 */ </FONT></SPAN></DIV>
<DIV><FONT face=3D"Courier New" size=3D2></FONT> </DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3D"Courier New" size=3D2=
>Period =3D=20
8; <BR>Blevel =3D 17;<BR>Slevel =3D 100 - Blevel;</FONT></SPAN></DIV>
<DIV><FONT face=3D"Courier New" size=3D2></FONT> </DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3D"Courier New"=20
size=3D2>//ApplyStop(2,1,Optimize("Stop %",15,5,20,1),0);</FONT></SPAN></=
DIV>
<DIV><FONT face=3D"Courier New" size=3D2></FONT> </DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3D"Courier New" size=3D2=
>Buy =3D=20
Cross(Blevel,EMA((RSI(period)-LLV(RSI(period),period))/=20
(HHV(RSI(period),period)- (LLV(RSI(period),period))),3)*100);=20
</FONT></SPAN></DIV>
<DIV><FONT face=3D"Courier New" size=3D2></FONT> </DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3D"Courier New" size=3D2=
>Sell =3D=20
Cross(EMA((RSI(period)-LLV(RSI(period),period))/ (HHV(RSI(period),period)=
-=20
(LLV(RSI(period),period))),3)*100, Slevel); </FONT></SPAN></DIV>
<DIV><FONT face=3D"Courier New" size=3D2></FONT> </DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3D"Courier New" size=3D2=
>Short =3D=20
Sell;<BR>Cover =3D Buy;<BR>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial color=3D#0000ff=
=20
size=3D2>----------------------------------------------------------------=
----------------------------------------------------------</FONT></SPAN></D=
IV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial=20
color=3D#0000ff></FONT></SPAN> </DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial color=3D#0000ff>=
BTW - I=20
personally couldn't live without some sort of stoploss and the above appl=
ystop=20
optimized out at 15% but that's still too high for me.. so I'll have to=20
tinker.</FONT></SPAN></DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial=20
color=3D#0000ff></FONT></SPAN> </DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial color=3D#0000ff>=
Thanks for=20
all of your discussion on this board - I've learned a lot after reading a=
ll of=20
the messages on this board.</FONT></SPAN></DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial=20
color=3D#0000ff></FONT></SPAN> </DIV>
<DIV><SPAN class=3D597435716-19072002><FONT face=3DArial color=3D#0000ff>=
dale=20
(dingo)</FONT></SPAN></DIV></FONT></SPAN></DIV>
<BLOCKQUOTE style=3D"MARGIN-RIGHT: 0px">
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