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/*Smoothed Stochastic CCI*/
P =6;D=DateNum()>1000301;
Blevel =Optimize("BL",12,10,20,1);Slevel = Optimize("SL",70,70,90,1);
StOcci=100*(CCI(6)-LLV(CCI(6),14))/(HHV(CCI(6),14)-LLV(CCI(6),14));
stocci=MA(stocci,5);
Buy=Cross(STOCCI,BLEVEL);Sell= Cross(STOCCI, Slevel);
Buy=D*(Buy);Sell=D*Sell;Short = Sell;Cover = Buy;
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);
E1=Equity();EM40=MA(E1,40);
XB=Flip(Buy,Sell);XS=Flip(Sell,Buy);
XSH=2*Flip(Short,Cover);XCO=2*Flip(Cover,Short);
XBSH=(XB+XSH);
XSXCO=(XS+XCO);
ASC=Cross(E1,EM40);DESC=Cross(EM40,E1);
// Buy=ASC*(XBSH==1);Sell=DESC*(XSXCO==1);Short=ASC*(XBSH==2);Cover=DESC*(XSXCO==2);
Do you want to transform the -15.85% to a +126% somehow automatically ?
Simply delete the // from the last line !!
6trades/5winners/1loser and thatīs it.
See INTC2.gif
Dimitris Tsokakis
PS1. Any volunteers to improve this method and reach its final form with a co-operative work ??
We may create a method belonging to this excellent list.
This is my ambition. I know what to do for myself. With or, sometimes, without strict coding.
PS2. The above combination [6,12,70] is just for the example
PS3. Some other examples
CSCO from +39% to +364%
MSFT from -11% to +87%
QQQ from +158% to +328%
but
ORCL from +36% to +9% etc. etc
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<DIV><FONT size=2>Suppose you trade INTC with a Stochastic CCI [6,12,70]
system.<BR>The total % net profit, after 18trades/12 winners/6losers is
-15.85%<BR>See INTC1.gif<BR>[buy,sell,short,cover at open, delay +1, commission
0.5%, all stops disabled] with the use of the code:</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>/*Smoothed Stochastic CCI*/<BR>P
=6;D=DateNum()>1000301;<BR>Blevel =Optimize("BL",12,10,20,1);Slevel =
Optimize("SL",70,70,90,1);<BR>StOcci=100*(CCI(6)-LLV(CCI(6),14))/(HHV(CCI(6),14)-LLV(CCI(6),14));<BR>stocci=MA(stocci,5);<BR>Buy=Cross(STOCCI,BLEVEL);Sell=
Cross(STOCCI, Slevel); <BR>Buy=D*(Buy);Sell=D*Sell;Short = Sell;Cover=
Buy;<BR>Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);<BR>Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);<BR>E1=Equity();EM40=MA(E1,40);<BR>XB=Flip(Buy,Sell);XS=Flip(Sell,Buy);<BR>XSH=2*Flip(Short,Cover);XCO=2*Flip(Cover,Short);<BR>XBSH=(XB+XSH);<BR>XSXCO=(XS+XCO);<BR>ASC=Cross(E1,EM40);DESC=Cross(EM40,E1);</FONT></DIV>
<DIV><FONT size=2>//
Buy=ASC*(XBSH==1);Sell=DESC*(XSXCO==1);Short=ASC*(XBSH==2);Cover=DESC*(XSXCO==2);</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Do you want to transform the -15.85% to a +126% somehow
automatically ?<BR>Simply delete the // from the last line
!!<BR>6trades/5winners/1loser and thatīs it.</FONT></DIV>
<DIV><FONT size=2>See INTC2.gif<BR>Dimitris Tsokakis<BR>PS1. Any volunteers to
improve this method and reach its final form with a co-operative work
??</FONT></DIV>
<DIV><FONT size=2>We may create a method belonging to this excellent
list.</FONT></DIV>
<DIV><FONT size=2>This is my ambition.</FONT><FONT size=2> I know what to
do for myself. With or, sometimes, without strict coding.</FONT></DIV>
<DIV><FONT size=2>PS2. The above combination [6,12,70] is just for the
example</FONT></DIV>
<DIV><FONT size=2>PS3. Some other examples</FONT></DIV>
<DIV><FONT size=2>CSCO from +39% to +364%</FONT></DIV>
<DIV><FONT size=2>MSFT from -11% to +87%</FONT></DIV>
<DIV><FONT size=2>QQQ from +158% to +328%</FONT></DIV>
<DIV><FONT size=2>but</FONT></DIV>
<DIV><FONT size=2>ORCL from +36% to +9% etc. etc </FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2><BR> </FONT></DIV></BODY></HTML>
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