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Dimitri,
I wouldn't mind a co-operative experience. You may email me privately
if you wish to discuss your direction for the formula.
Anthony
Dimitris Tsokakis wrote:
> Suppose you trade INTC with a Stochastic CCI [6,12,70] system.
> The total % net profit, after 18trades/12 winners/6losers is -15.85%
> See INTC1.gif
> [buy,sell,short,cover at open, delay +1, commission 0.5%, all stops
> disabled] with the use of the code: /*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 examplePS3. Some other examplesCSCO from
> +39% to +364%MSFT from -11% to +87%QQQ from +158% to +328%butORCL from
> +36% to +9% etc. etc
>
>
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