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Dimitris,
Have you posted the code and the rules for your Stochastic CCI system
somewhere? If you have in previous posts I apologize.
Thanks agin for all your posts.
--- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> Another [interesting] example.
> Athens SE General Index had a nice fitting to the Stochastic CCI
system from A [Aug 2000] to
> B [April 2001]. Take the Profits [nearly +60%] and stay in cash.
> The 40-day EMA cross at B is more than clear.
> The system is no good anymore for a quite long period.
> Slightest attempts for the Equity red curve to exceed its EMA were
very dangerous until mid December 2001.
> A new fitting period seem to begin and give some interesting
profits [+10%] till Feb 2002 and out of the
> system again and again.
> The actual Equity curve should point 17000, the equity without this
type of management is at 7276.
> The all-season "blind backtesting" has no relation with real
trading conditions.
> Any excellent system may change.
> You should be there to stop it, instead of insisting with some
fanatism and loose the profits and a part of the
> initial equity in the name of the holly system.
> Dimitris Tsokakis
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