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RE: [amibroker] StoRSI - Try someting different!!!



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That 
seems very counter intuitive to me.  Rather than just arbitrarily close a 
trade after x days wouldn't it make better sense to try and combine / modify the 
oscillator with something else? What? I have no idea.. but that's what "seems" 
to be intuitive to me..
<FONT face=Arial color=#0000ff 
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Or how 
about a smarter way to apply stops? 
<FONT face=Arial color=#0000ff 
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<FONT face=Arial color=#0000ff 
size=2>dingo


<FONT 
face=Tahoma size=2>-----Original Message-----From: Herman van den 
Bergen [mailto:psytek@xxxx] Sent: Friday, July 19, 2002 6:54 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
StoRSI - Try someting different!!!
<SPAN 
class=090570122-19072002>Nobody is making any gain improvement <FONT 
color=#000080 size=4><IMG height=18 
src="" width=18 border=0 
NOSEND="1">
<SPAN 
class=090570122-19072002> 
Why 
not check out if all your trades are "efficient", i.e. do they earn money 
for everyday the position is open? Oscilators have tendency to get stuck;the 
longer you are in a position the greater the damage could be. Perhaps you 
might as well close your positions after a certain number of days? 
Your gain might go up and your exposure might go down, ... wouldn't be 
bad would it <IMG height=18 
src="" width=18 border=0 
NOSEND="1">
<SPAN 
class=090570122-19072002> 
<SPAN 
class=090570122-19072002>Herman.
<SPAN 
class=090570122-19072002> 


<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>--------------------------------------------------------------------------------------------------------------------------
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