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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?
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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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