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



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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>--------------------------------------------------------------------------------------------------------------------------
<FONT face=Arial 
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