|
PureBytes Links
Trading Reference Links
|
Minor
Improvement:
<FONT face=Arial color=#0000ff
size=2>
/*
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; BuySto = 20;BuyAdx = 36;SellSto
= 84;
Buy =
Cross(StoRSI, BuySto) AND ADX(14) > BuyAdx;Sell= Cross(SellSto,StoRSI)
; Short = Sell;Cover =
Buy; ApplyStop(stopTypeTrailing,stopModePercent,11,0);
ApplyStop(stopTypeProfit,stopModePercent,18,0); //Plot(Equity(),"Equity",1,1);Plot(StoRSI,"StoRSI",1,1);
<FONT
face=Tahoma size=2>-----Original Message-----From: dingo
[mailto:dingo@xxxx] Sent: Saturday, November 02, 2002 7:25
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Help! Trading System is Failing in recent rally
/* 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;
BuySto = 20;BuyAdx=
36;
Buy = Cross(StoRSI, BuySto) AND
ADX(14) > BuyAdx;Sell= Cross(83,StoRSI) ;
Short = Sell;Cover=
Buy;
<FONT face=Arial color=#0000ff
size=2>ApplyStop(stopTypeTrailing,stopModePercent,12,0);
ApplyStop(stopTypeProfit,stopModePercent,21,0);
<FONT face=Arial color=#0000ff
size=2>//Plot(Equity(),"Equity",1,1);Plot(StoRSI,"StoRSI",1,1);
<FONT
face=Tahoma size=2>-----Original Message-----From: jnk1997
[mailto:jnk1997@xxxx] Sent: Saturday, November 02, 20025:04
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Help! Trading System is Failing in recent rallyI
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 of2002
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 advanceJim/* 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);
Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
|