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Anthony, Rick, Stephane, Ken, Herman and others,
The idea is "simple":
Stop the existing trade when cross(EM40,E1), begin a new one when
cross(E1,EM40).
One question is, when you are ready to begin, what trade to begin.
One solution is to remember the trade without the E1, EM40 condition
and start it after the bullish equity cross. There are other possible
solutions.
the system now should remember the new decision.
the system should terminate existing profitable trades or interupring
them when a bearish equity cross happens.
I would like to have your opinions/ideas. We may find an interesting
solution for more general application.
Do not stay in specific results, it is not the main subject.
I apply this method with local decisions. I think we may interchange
ideas, find a good solution, code it and try to follow it for a
period.
A common method will make discussion easier.
The target of this method is perhaps the most interesting. Make
profits when the system is profitable, stay out when not.
Let us discuss and, probably, agree in a common basis.
Dimitris Tsokakis
--- In amibroker@xxxx, Anthony Faragasso <ajf1111@xxxx> wrote:
> 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
> >
> >
> > Yahoo! Groups Sponsor
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>
> >
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Service.
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