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Sounds to me like Herman is hinting at a PSAR
approach..
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dingo
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, July 19, 2002 6:05 PM
Subject: RE: [amibroker] StoRSI - Try
someting different!!!
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
size=2>
Or
how about a smarter way to apply stops?
<FONT face=Arial color=#0000ff
size=2>
<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=18border=0
NOSEND="1">
<SPAN
class=090570122-19072002>
<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 positionthe
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 <FONT
color=#000080><IMG height=18
src="" width=18border=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 */
<FONT face="Courier New"
size=2>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);
<FONT face="Courier New"
size=2>Short = Sell;Cover = Buy;
<FONT face=Arial color=#0000ff
size=2>--------------------------------------------------------------------------------------------------------------------------
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