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

["dingo" <dingo@xxxx>]

Good 
news!
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I'm 
still hunting snipe out in parabolic SAR land.. been experimenting but nothing 
to report other than I think somebody's messing with my 
head..
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I 
presume you optimized the ADX values...?
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d<SPAN 
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<SPAN 
class=525501701-20072002> -----Original 
Message-----From: Greg [mailto:greg.bean@xxxx] 
Sent: Friday, July 19, 2002 9:04 PMTo: 
amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] StoRSI - Try 
someting different!!!

Hi,
 
I tried adding another condition to the buy side of 
the equation using ADX(14) and made a significant increase in returns with 
fewer trades between 30/12/1999 and 19/07/02.  There was also an article 
in ActiveTrader Magazine  May 2002 that discussed using MACD as an 
additional trigger.
 
Greg
 

/* Stochastic - RSI , and ADX*/
 
StoRSI = EMA<FONT color=#000000 
size=1>((scRSI<FONT color=#000000 
size=1>(C,8<FONT color=#000000 
size=1>) - LLV<FONT color=#000000 
size=1>(scRSI<FONT color=#000000 
size=1>(C,8<FONT color=#000000 
size=1>),8<FONT color=#000000 
size=1>))/
(HHV<FONT color=#000000 
size=1>(scRSI<FONT color=#000000 
size=1>(C,8<FONT color=#000000 
size=1>),8<FONT color=#000000 
size=1>) - LLV<FONT color=#000000 
size=1>(scRSI<FONT color=#000000 
size=1>(C,8<FONT color=#000000 
size=1>),8<FONT color=#000000 
size=1>)),3<FONT color=#000000 
size=1>)*100<FONT color=#000000 
size=1>;
Buy = Cross<FONT color=#000000 
size=1>(17<FONT color=#000000 
size=1>,StoRSI) AND ADX<FONT 
color=#000000 size=1>(14<FONT 
color=#000000 size=1>)>20<FONT 
color=#000000 size=1>;
Sell= Cross<FONT color=#000000 
size=1>(StoRSI,83<FONT color=#000000 
size=1>) ;
Short = Sell;
Cover = Buy;
//Plot(Equity(),"Equity",1,1);<FONT color=#000000 
size=1>
Plot(StoRSI,<FONT color=#ff00ff 
size=1>"StoRSI",<FONT color=#ff00ff 
size=1>1,<FONT color=#ff00ff 
size=1>1);<SPAN 
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size=2> 
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