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Dingo,
Try this on the QQQ's:
set range to : 1/01/2000 to 7/19/2002
Current Stock
In the settings window:
positions= long and short
buy=open
sell=open
short=open
cover=open
all delays=1
commision= .5 %
all other settings disabled
/****************************************************/
StochRsi=EMA((RSI(8)-LLV(RSI(8),8))/(HHV(RSI(8),8)-LLV(RSI(8),8)),3)*100;
Buy=Cross(17,StochRsi) AND ADX(14) > 20 AND RSI(4)<50;
Sell=Cross(StochRsi,83)AND ADX(14) > 13 AND RSI(4)>50;
Short=Sell;Cover=Buy;
Filter=1;
AddColumn(Buy,"buy");
Plot(Stochrsi,"",4,1);
Plot(17,"",5,1);
Plot(83,"",5,1);
/*******************************************************/
+863.19 %
43 trades = 33profit/10 loss=76.7%
Hope this helps
Anthony
dingo wrote:
> Sometimes the crossing doesn't actually occur on a day's boundary and
>
> will give the impression that the buy signal is "late" and extra day
> when looking at the chart without a trade list and a crosshair on the
> chart. I think that's what you're seeing.
>
> As to the extras - His system is designed to be in the market at all
> times. In other words: whenever you see the first buy he purchases
> stock, when you see the sell he not only sells the stock but he also
> shorts it at the same time. The next buy then actually covers the
> preceeding short but also buys. In other words there is an implicit
> short for every sale and an implicit cover for every buy. With it
> working this way you can't have 2 buys in a row or 2 shorts in a row.
>
> Does that help?
>
> dingo
>
> -----Original Message-----
> From: Anthony Faragasso [mailto:ajf1111@x...]
> Sent: Saturday, July 20, 2002 11:10 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] StoRSI
>
>
> Hello Dingo,
>
> If you look at the image file that I attached to the post, if you
> start
> from the left of the screen and counting the buy signals, the fourth
> and
> seventh buy signals do not jive with the StochRsi above it, Also,
> starting from the left of the screen and counting the boxes, the
> fourth
> box contains several buy signals ( 5 ?), the next box contains (2 ? )
> the last box contains ( 3 ? that can be seen ), What does Steve use to
>
> filter out the successive buy signals ?
>
> Thanks
> Anthony
>
> dingo wrote:
>
> > Anthony,
> >
> > Have you run the formula? I did and looked at every signal and
> > compared
> > my chart with his and they jibe. The buy arrows show up the day
> after
> >
> > the StochRsi Crosses the 17 line just as he said.
> >
> > According to the formula there aren't any extra signals. That's what
> a
> >
> > lot of the discussion on this thread has been about - how to make it
>
> > more efficient.
> >
> > dingo
> >
> > -----Original Message-----
> > From: Anthony Faragasso [mailto:ajf1111@x...]
> > Sent: Saturday, July 20, 2002 10:21 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] StoRSI
> >
> >
> > Hello Steve,
> >
> > Please see the attached image, Thank you for sharing the StochRsi
> > formula, but I have some questions regarding your buy signals, in
> your
> >
> > post you state "All trades are initiated on the opening, the day
> > following the signal."
> >
> > If this is true, then looking at the image file #1 you provided ,
> the
> > Buy signals do not seem to coincide with the Trigger level of the
> > StochRsi , Also, how do you filter out the excessive buy signals.
> > Would
> > you be able to share more of the formula ?
> >
> > Thank you
> > Anthony
> >
> > Steve Karnish wrote:
> >
> > > List, Last December, I presented my StoRSI indicator to the Fort
> > > Collins Market Technicians Association (a group that gets together
>
> > to
> > > drink beer and eat Mexican food...at an Irish Pub). At the time,
> I
> > > had been trading the system for approximately a year. It has
> > > continued to trade profitably during the past six months "slide to
>
> > > hell". For those who might of missed previous post, the guts of
> the
> >
> > > system are attached. Sorry, but I can only provide MetaStock
> code.
> > > All trades are initiated on the opening, the day following the
> > > signal. Take care, Steve Karnish, CTA
> > > Cedar Creek Trading
> > > www.cedarcreektrading.com
> > > 1-877-668-1125
> > >
> > >
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