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Where
did you get your QQQ data...my numbers aren't anywhere near yours...any help
would be appreciated. My QQQ data is from Yahoo...
and my
equity is ~ 55,753.00.
<FONT face=Tahoma
size=2>-----Original Message-----From: dingo
[mailto:dingo@xxxx]Sent: Friday, July 19, 2002 12:18
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: 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)
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