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Yo, Steve...
You have:
<FONT face="Courier New" color=#0000ff
size=3>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, <FONT color=#ff0000
size=7>C);Sell = Cross (<FONT color=#ff0000
size=7>C, 90);
Hopefully, it will
be awhile before the CBOT DOW <FONT color=#ff0000
size=7>Closes below 10.
(That Denver air is what's doin' it.)
-CS
<FONT face="Courier New" color=#0000ff
size=3>
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
<A title=kernish@xxxxxxxxxxxx
href="">CedarCreekTrading
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, July 16, 2003 10:26
AM
Subject: Re: [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 crossesabove 10 and the sell rule (exit long, NOT sell short) to
be: sellwhen the StdErrOsc crosses below 90, the last two lines of the
codeshould be:"Mark,Thanks for the code tip....but, it is
what it is. I want to buy when theindicator crosses below 10 and
sell when the StdErrOsc crosses above 90 (asillustrated by the chart...I
even made pretty little dotted lines for peoplethat have trouble
interpreting my written word).Many people have been "duped" by trend
following nonsense and rules. Don'tbelieve anything that you read in
technical books. As one of the mostfamous system developers has
stated: "These technical book writers havebeen 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 mymomentum, 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 AMSubject: [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> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx>
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