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/* Stochastic - RSI , and ADX*/
StoRSI = EMA((scRSI(C,8) - LLV(scRSI(C,8),8))/
(HHV(scRSI(C,8),8) - LLV(scRSI(C,8),8)),3)*100;
Buy = Cross(StoRSI,17) AND ADX(14)>20 ;
Sell= Cross(83,StoRSI) ;
Short = Sell;
Cover = Buy;
//Plot(Equity(),"Equity",1,1);
Plot(StoRSI,"StoRSI",1,1);
jnk1997 wrote:
> I have been using the following trading system on the QQQ and have
> had success in downward market (going short). The system appears to
> work better going short rather than long.
> Backtest from the beginning of 2002 and you will see on QQQ this
> formula picks tops well, but does not pick bottoms properly.
> Any ideas out there on how to improve performance going long?
> Thanks in advance
> Jim
>
> /* Stochastic - RSI , and ADX*/
>
>
> StoRSI = EMA((scRSI(C,8) - LLV(scRSI(C,8),8))/
>
> (HHV(scRSI(C,8),8) - LLV(scRSI(C,8),8)),3)*100;
>
> Buy = Cross(17,StoRSI) AND ADX(14)>20;
>
> Sell= Cross(StoRSI,83) ;
>
> Short = Sell;
>
> Cover = Buy;
>
> //Plot(Equity(),"Equity",1,1);
>
> Plot(StoRSI,"StoRSI",1,1);
>
>
>
>
>
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