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That
might well and good but at the moment I don't know the difference betwee PSAR
and PSHAW! But, I will soon.. I off to hunt PSAR's.. Hope they're nothing
like snipe huntin'
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>dingbat
<FONT
face=Tahoma size=2>-----Original Message-----From: RichardAlford
[mailto:richard.alford@xxxx] Sent: Friday, July 19, 2002 7:15
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
StoRSI - Try someting different!!!
Sounds to me like Herman is hinting at aPSAR
approach..
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dingo
To: <A title=amibroker@xxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, July 19, 2002 6:05
PM
Subject: RE: [amibroker] StoRSI - Try
someting different!!!
<FONT face=Arial color=#0000ff
size=2>That seems very counter intuitive to me. Rather than just
arbitrarily close a trade after x days wouldn't it make better sense totry
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=18
border=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 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 <FONT
color=#000080><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 */
<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);
<FONT face="Courier New"
size=2>Buy = Cross(Blevel,EMA((RSI(period)-LLV(RSI(period),period))/
(HHV(RSI(period),period)- (LLV(RSI(period),period))),3)*100);
<FONT face="Courier New"
size=2>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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