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

["Greg" <greg.bean@xxxx>]

Hi dingo,
 
I plugged in values manually , starting at 35 and 
worked my way down. Just dumb luck that I came up with a value of 20 for ADX 
(14) . 
 
Greg
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
dingo 
To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Friday, July 19, 2002 10:20 
PM
Subject: RE: [amibroker] StoRSI - Try 
someting different!!!

Good 
news!
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size=2> 
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..
<FONT face=Arial color=#0000ff 
size=2> 
I 
presume you optimized the ADX values...?
<FONT face=Arial color=#0000ff 
size=2> <FONT 
face=Arial color=#0000ff size=2>

<FONT 
color=#0000ff>d<SPAN 
class=525501701-20072002>ingo
<SPAN 
class=525501701-20072002> 
<SPAN 
class=525501701-20072002> -----Original 
Message-----From: Greg [mailto:greg.bean@xxxx] 
Sent: Friday, July 19, 2002 9:04 PMTo: <A 
href="">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,<FONT color=#ff00ff 
size=1>8),<FONT color=#ff00ff 
size=1>8))/
(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,<FONT color=#ff00ff 
size=1>8),<FONT color=#ff00ff 
size=1>8)),<FONT color=#ff00ff 
size=1>3)*<FONT color=#ff00ff 
size=1>100;
Buy = Cross<FONT 
color=#000000 size=1>(17<FONT 
color=#000000 size=1>,StoRSI) AND <FONT color=#0000ff 
size=1>ADX(<FONT color=#ff00ff 
size=1>14)><FONT color=#ff00ff 
size=1>20;
Sell= Cross<FONT 
color=#000000 size=1>(StoRSI,<FONT color=#ff00ff 
size=1>83) ;
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 
class=525501701-20072002><FONT face=Arial color=#0000ff 
size=2> 
<SPAN 
class=525501701-20072002> 
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