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Dimitri,
First I'd like to say , Thank you for your continued contributions to
this group.
I know that trading is a personal endeavour in which everyone has their
own trading style and risk Parameters, But.... do you think it is
possible to add some Money management parameters [ What are your Money
Management Parameters ? Is this to personal ? ] to the systems that
are presented to the list, [ even try the parameters under the Settings
window in AA ...Maximum loss stop , Trailing stop, etc.] , because when
these parameters are added to the systems, the results are less than
Satisfactory .
I know that the presentations are to stimulate further improvements, But
what good is further improvement in the trading system parameters , if
it can not produce satisfactory results by adding Minimal Money
management rules.
Should we try to present a complete trading system [ one that provides ,
minimal money management ], Then the group can adjust to their own
trading styles ?
Best wishes
Anthony
Dimitris Tsokakis wrote:
> Last June 5, 2001, I posted to this list the Tushar Chande Stochastic
> RSI and my Stochastic
> CCI.http://groups.yahoo.com/group/amibroker/message/2394I will not
> speak again for Stochastic RSI, we have seen a lot of details for this
> popular indicator, whichpresents now an optimal solution [8-13-87] for
> QQQ, running at a +250% for the last 30 months.Besides the difficult
> question of the selection of this [8-13-87] combination [although I
> read ...carefullythe messages, I have not seen any kind of
> explanation, serious or humorous, by the user of this combination]I
> wrote that this +250% is not one of the best QQQ performances.We have
> seen a lot of QQQ systems running between +500% and +600% or better.I
> understand that it is not fair to compare different design approaches.
> It is very difficult for Stochastic RSI tobe competitive to D-ratio or
> RSIt or MeanRSI TTM.So, let us compare the quite similar Stochastic
> RSI and Stochastic CCI.Beginning from March 2000 till June 2001, there
> were two almost equal solutions for the respectiveStochCCI system, [I
> follow symmetric triggering just for the comparison under equal terms,
> my personal opinionfor symmetric triggering is analytically expressed
> in other postings]running at +303% and +302%, withequal # of 10
> trades/9 winners/1 loser, as you may see in the StochCCI 1 gif .You
> could select one of them or both of them.Now, one year later, we may
> see the [7,13] at +405% and the [6,15] at +1199%.[StoCCI2 gif]I do not
> believe that there were serious criteria on June 2001 to select the
> [7,13] or the [6,15].CCI differentiation is almost invisible, if you
> change the period from 6 to 7.You surely need a magnifier to separate
> BuyLevel=13 from BuyLevel=15 .If we forget these details, a +1199% may
> sounds great.It is up to you to decide if you prefer attractive
> calculations or positive trading techniques.Anyway, if you are
> interested in this invividualistic trading style and if you prefer
> Stochastic oscillators, tryStochastic CCI among the others. It is not
> popular but it is a bit smarter.Dimitris Tsokakis
>
>
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