[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] StoRSI - Correction



PureBytes Links

Trading Reference Links


Hello,
 
Although you can not set *everything* in the code yet, but you 
certainly can set the price:
 
BuyPrice = SellPrice = ShortPrice = CoverPrice = 
Open;
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
dingo 
To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Friday, July 19, 2002 9:18 PM
Subject: RE: [amibroker] StoRSI - 
Correction

Just 
wanted to set the record a little straighter. I discovered after the post 
below that I had not set the short trades settings to next day open. Theywere 
set to next day close. My appologies. It will sure be nice when we can set all 
of this stuff in code!
<SPAN 
class=719331519-19072002> 
The 
revised graph is attached.
<SPAN 
class=719331519-19072002> 
<SPAN 
class=719331519-19072002>dingo


<FONT 
face=Tahoma size=2>-----Original Message-----From: dingo 
[mailto:dingo@xxxx] Sent: Friday, July 19, 2002 1:30 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: 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)

Your 
use of Yahoo! Groups is subject to the <A 
href="">Yahoo! Terms of Service.