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"Steve- If you want the buy rule to be: buy when the StdErrOsc crosses
above 10 and the sell rule (exit long, NOT sell short) to be: sell
when the StdErrOsc crosses below 90, the last two lines of the code
should be:"
Mark,
Thanks for the code tip....but, it is what it is. I want to buy when the
indicator crosses below 10 and sell when the StdErrOsc crosses above 90 (as
illustrated by the chart...I even made pretty little dotted lines for people
that have trouble interpreting my written word).
Many people have been "duped" by trend following nonsense and rules. Don't
believe anything that you read in technical books. As one of the most
famous system developers has stated: "These technical book writers have
been sipping each other's bath water". All I can say is: AMEN brother.
Because of this anticipatory approach, the "en-gen-neers" tell me that my
momentum, mean reversion, market approach tends to have positive slippage.
Positive slippage is kind of counter-intuitive. It's a real problem for
"trend following" and "break out" systems.
Thanks for the input and take care,
Steve
----- Original Message -----
From: "MarkF2" <feierstein@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 16, 2003 11:09 AM
Subject: [amibroker] Re: Please send unmarked bills, in a brown paper bag,
to: ...
> Steve- If you want the buy rule to be: buy when the StdErrOsc crosses
> above 10 and the sell rule (exit long, NOT sell short) to be: sell
> when the StdErrOsc crosses below 90, the last two lines of the code
> should be:
>
> Buy = Cross (StdErrOsc, 10);
> Sell = Cross(90, StdErrOsc);
>
> If the sell short and cover rules are symmmetrical to the above, you'd
> add:
>
> Short = Sell;
> Cover= Buy;
>
> Mark
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading" <kernish@xxxx>
> wrote:
> > Group,
> >
> > I've stayed on the sidelines for the most recent "shit-slinging". I
> thought I'd post an elementary approach to the "Dow"...just so people
> could find another member to attach. Take your best shots at the
> systems (I've been called all kinds of unflattening names and I even
> like some of the "tags").
> >
> > The system hasn't been optimized, tweaked, or manipulated. All
> types of rules and filters could be super-imposed (over, under or
> around the basics...simple is always better). As it stands, it does a
> decent job tracking the CBOT Dow contract.
> >
> >
> >
> > Thanks to HB for providing the code translation:
> > // Standard Error Oscillator (Steve Karnish)
> >
> > StdErrOsc = (C+2*StdErr(C,8)-MA(C,3))/(4*StdErr(C,8))*100;
> >
> > Plot(StdErrOsc, "StdErrOsc", colorBlack, styleLine);
> >
> > Plot(10,"",colorRed); Plot(90,"",colorRed);
> >
> > Buy = Cross (10, C);
> >
> > Sell = Cross (C, 90);
> >
> > Take care,
> >
> > Steve
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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