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The
full code would be GREATLY appreciated...Thank you again for all of your help
and excellent contributions...
<FONT face=Tahoma
size=2>-----Original Message-----From: dtsokakis
[mailto:TSOKAKIS@xxxx]Sent: Thursday, July 25, 2002 11:35
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]Re:
Optimal solutions of the past and future
profitsExactly !I prefer a 5-day simple smoothed
StochCCI to avoid some unimportant whipsaws.If you want the full code
let me know.DT--- In amibroker@xxxx, "nurudinkaba" <n.kaba@xxxxx>
wrote:> Thank you Dimitris for all of your contributions...I wouldlike
to > ask a few questions....for your StochCCI. What does [7,13] stand
for?> > The 7 for CCI period? 13 for the first level
thresold and (100-13) > for the other threshold(Buy/Sell
Levels)?> > Thanks again> > > --- 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.> > <A
href="">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 1gif
.> > 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 TsokakisYour
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