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<DIV><FONT size=2>Last June 5, 2001, I posted to this list the Tushar Chande
Stochastic RSI and my Stochastic CCI.</FONT></DIV>
<DIV><FONT size=2><A
href="http://groups.yahoo.com/group/amibroker/message/2394";>http://groups.yahoo.com/group/amibroker/message/2394</A></FONT></DIV>
<DIV><FONT size=2>I will not speak again for Stochastic RSI, we have seena lot
of details for this popular indicator, which</FONT></DIV>
<DIV><FONT size=2>presents now an optimal solution [8-13-87] for QQQ, running at
a +250% for the last 30 months.</FONT></DIV>
<DIV><FONT size=2>Besides the difficult question of the selection of this
[8-13-87] combination [although I read ...carefully</FONT></DIV>
<DIV><FONT size=2>the messages, I have not seen any kind of
explanation, serious or humorous, by the user of this combination]</FONT></DIV>
<DIV><FONT size=2>I wrote that this +250% is not one of the best QQQ
performances.</FONT></DIV>
<DIV><FONT size=2>We have seen a lot of QQQ systems running between +500%and
+600% or better.</FONT></DIV>
<DIV><FONT size=2>I understand that it is not fair to compare different
design approaches. It is very difficult for Stochastic RSI to</FONT></DIV>
<DIV><FONT size=2>be competitive to D-ratio or RSIt or MeanRSI TTM.</FONT></DIV>
<DIV><FONT size=2>So, let us compare the quite similar Stochastic RSI and
Stochastic CCI.</FONT></DIV>
<DIV><FONT size=2>Beginning from March 2000 till June 2001, there were two
almost equal solutions for the respective</FONT></DIV>
<DIV><FONT size=2>StochCCI system, [I follow symmetric triggering just for the
comparison under equal terms, my personal opinion </FONT></DIV>
<DIV><FONT size=2>for symmetric triggering is analytically expressed in other
postings]running at +303% and +302%, with </FONT></DIV>
<DIV><FONT size=2>equal # of 10 trades/9 winners/1 loser, as you may see
in</FONT><FONT size=2> the StochCCI 1 gif</FONT> <FONT
size=2>.</FONT></DIV>
<DIV><FONT size=2>You could select one of them or both of them.</FONT></DIV>
<DIV><FONT size=2>Now, one year later, we may see the [7,13] at +405% andthe
[6,15] at +1199%.[StoCCI2 gif]</FONT></DIV>
<DIV><FONT size=2>I do not believe that there were serious criteria on June 2001
to select the [7,13] or the [6,15].</FONT></DIV>
<DIV><FONT size=2>CCI differentiation is almost invisible, if you change the
period from 6 to 7.</FONT></DIV>
<DIV><FONT size=2>You surely need a magnifier to separate BuyLevel=13 from
BuyLevel=15 .</FONT></DIV>
<DIV><FONT size=2>If we forget these details, a +1199% may sounds
great.</FONT></DIV>
<DIV><FONT size=2>It is up to you to decide if you prefer attractive
calculations or positive trading techniques.</FONT></DIV>
<DIV><FONT size=2>Anyway, if you are interested in this invividualistic trading
style and if you prefer Stochastic oscillators, try</FONT></DIV>
<DIV><FONT size=2>Stochastic CCI among the others. It is not popular but it is a
bit smarter.</FONT></DIV>
<DIV><FONT size=2>Dimitris Tsokakis</FONT></DIV></BODY></HTML>
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