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Thanks for the prompt reply Dimitris
Bruce
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> the conditions are OK. The trades are not many. 113 for the whole
> N100 group since Jan2000. 22 stocks did not meet the criteria at
all.
> Maximum # of trades was 3 for 4 stocks.
> AMZN was good...
> No trades from Jan2000 till Oct2001 and then 3 nice Long trades
with
> an +120% profit. The system was waiting AMZN all the bearish period
> patiently...
> DT
> --- In amibroker@xxxxxxxxxxxxxxx, "bdsko" <bdsaqa6@xxxx> wrote:
> > Greetings
> >
> > I had a previous post in which I requested assistance for the AFL
> > that would create the following:
> >
> > Price = 20/40
> > Stochastics = 14/4/5
> > RSI = 14
> >
> > The rules were to buy when the stochastics break above 50 & the
> price
> > clearly breaks above its 20 day EMA.
> >
> > The sell was generated when the RSI breaks below 70.
> >
> > The code that I am using is below:
> >
> > pds = 14;
> > slw = 4;
> > slwd = 5;
> > // Fast Stoch
> > FSK = 100*(C-LLV(L,pds))/(HHV(H,pds)-LLV(L,pds));
> > // Slow Stoch %K
> > FLSK = MA( FSK, slw );
> > // Slow Stoch %D
> > FLSD = MA( FLSK, slwd );
> >
> > Buy = Cross( FLSD, 50 ) AND Cross( Close, MA( Close, 20 ) );
> >
> > Sell = Cross( RSI( 14 ), 70 );
> >
> > The back test results are inconsistent when I compare it aginst
> > backtesting with the data feed which is FT.
> > Any suggestions on how I might modify the code is greatly
> appreciated.
> >
> > Tx,
> >
> > Bruce
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