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----- Original
Message -----
<FONT
face="Times New Roman">From: <A href=""
title=tsokakis@xxxx>Dimitris
Tsokakis
To: <A
href="" title=amibroker@xxxxxxxxxxxxxxx><FONT
face="Times New Roman">amibroker@xxxxxxxxxxxxxxx<FONT
face="Times New Roman">
Sent: Saturday, July 20, 2002 2:51
PM
Subject: Fw: The Magic OUT3 [andthe
STOCHRSI]
Since it was to be continued, here is the application on QQQ
StochRSI.
Apply the magic Y<=2 to improve profitability from+242% to
+474% !!!
Just with the magic OUT3.
Settings
buy, sell, short, cover at open, delay +1
commission 0.5%, all stops disabled
Application QQQ
period March 01, 2000 till now.
/*StochRSI system*/
Period = 8;Blevel = 17;Slevel = 100 - Blevel;
D=DateNum()>1000301;
Buy = Cross(Blevel,EMA((RSI(period)-LLV(RSI(period),period))/
(HHV(RSI(period),period)- (LLV(RSI(period),period))),3)*100);
Buy=D*Buy;
Sell = Cross(EMA((RSI(period)-LLV(RSI(period),period))/
(HHV(RSI(period),period)- (LLV(RSI(period),period))),3)*100, Slevel);
Sell=D*Sell;
Short = Sell;
Cover = Buy;
56 trades, +242%
/*Improved StochRSI system with the Magic OUT3
additive*/
Period = 8; <FONT
color=#0000ff>
Blevel = 17;<FONT
color=#0000ff>
Slevel = 100 - Blevel;<FONT
size=2>
Y=Foreign("~OUT3","V"<FONT
color=#0000ff>);
D=DateNum()>1000301<FONT
color=#0000ff>;
Buy = Cross(Blevel,EMA((RSI(period)-LLV(RSI(period),period))/
(HHV(RSI(period),period)- (LLV(RSI(period),period))),3)*100)
AND Y<=2;
Buy=D*Buy;<FONT
size=2>
Sell = Cross(EMA((RSI(period)-LLV(RSI(period),period))/
(HHV(RSI(period),period)- (LLV(RSI(period),period))),3)*100<FONT
color=#000000>, Slevel);
Sell=D*Sell;
Short = Sell;
Cover = Buy;
34 trades, +474%
Not bad at all...
Dimitris Tsokakis
PS. Applying the simple STOCHRSI system on the bloody WCOME
you end with a -87% for the same period.
With the magic OUT3 additive, you are at a nice +23% and, if
you are a WCOME fun, you may keep on trading this stock
----- Original
Message -----
<FONT
face="Times New Roman">From: <A href=""
title=tsokakis@xxxx>Dimitris
Tsokakis
To: <A
href="" title=amibroker@xxxxxxxxxxxxxxx><FONT
face="Times New Roman">amibroker@xxxxxxxxxxxxxxx<FONT
face="Times New Roman">
Sent: Wednesday, June 26, 2002 4:06
PM
Subject: The Magic
OUT3
Are you disappointed from your trading system ?Apply the
magic condition and you will be surprised !!Create first the "~OUT3"
artificial ticker.Scan the whole N100 with
/*OUT 1, 2,
3*/KUP=EMA((H+L+C)/3,10)+EMA(H-L,10);KDOWN=EMA((H+L+C)/3,10)-EMA(H-L,10);OUT1=C<KDOWN
AND Ref(C,-1)>Ref(KDOWN,-1);OUT2=C<KDOWN AND
Ref(OUT1,-1);OUT3=C<KDOWN AND
Ref(OUT2,-1);AddToComposite(OUT3,"~OUT3","V");Buy=0;
The "magic" ticker is Y, defined from the
relationY=Foreign("~OUT3","V");Let us see some
applications.a. The MACD() crossover.We all know that
MACD crossover fails in bearish markets.Except if we add the magic OUT3Y==0
or Y==1.
The MACD crossover, after March1, 2000 is
<FONT
size=2>D=DateNum()>1000301;Buy=D*(Cross(MACD(),Signal()));Sell=D*(Cross(Signal(),MACD()));Short=Sell;Cover=Buy;
On QQQ gives a -67%.Magic OUT3 may change it to +9.36%
with/*Magic
1*/Y=Foreign("~OUT3","V");D=DateNum()>1000301;Buy=D*(Cross(MACD(),Signal())
AND
Y==1);Sell=D*(Cross(Signal(),MACD()));Short=Sell;Cover=Buy;
or to +60% with
/*Magic
2*/Y=Foreign("~OUT3","V");D=DateNum()>1000301;Buy=D*(Cross(MACD(),Signal())
AND
Y==0);Sell=D*(Cross(Signal(),MACD()));Short=Sell;Cover=Buy;
For the whole N100, the simple MACD() crossover is "extreme
game" : -61%with 5 profitable and 96 not profitable stocks !!!With the
magic OUT3 may rise to +3% or +9% for the respective additions.
B. The Stochastics 30/70 systemAnother
nice but suffering system
For the whole N100, the "traditional" 30/70
<FONT
size=2>D=DateNum()>1000301;Buy=D*(Cross(StochD(),30));Sell=D*(Cross(70,StochD()));Short=Sell;Cover=Buy;
gives a -30%.Touch it with the magic OUT3 and you change
from -30% to +30% !!
<FONT
size=2>Y=Foreign("~OUT3","V");D=DateNum()>1000301;Buy=D*(Cross(StochD(),30)
AND Y==1);Sell=D*(Cross(70,StochD()));Short=Sell;Cover=Buy;For
example, YHOO changes from +32% to +250%.
So, if you still use loosing systems, you may improve their
performance, adding Y==0 or
Y==1 or Y<2 etc to the previous Buy condition.
Dimitris Tsokakis
PS Are you curious for the respective magic Sell additive
?
[to be continued]
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