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Can you tell me where I could find more information on the D-ratio or
RSIt or even MeanRSI TTM. How do you calculate these ?
Thanks
--- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> 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/2394
> I will not speak again for Stochastic RSI, we have seen a lot of
details for this popular indicator, which
> presents 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 ...carefully
> the 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 to
> be 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 respective
> StochCCI system, [I follow symmetric triggering just for the
comparison under equal terms, my personal opinion
> for symmetric triggering is analytically expressed in other
postings]running at +303% and +302%, with
> equal # 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, try
> Stochastic CCI among the others. It is not popular but it is a bit
smarter.
> Dimitris Tsokakis
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