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RE: [amibroker] STOCH CROSSING LOOKBACK



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<SPAN 
class=761512513-13082003>Ron,
You 
may want to take a look at Optimize in the help files, this function allows you 
to find the setting that has worked best in the past. Keep in mind that while in 
theory the approach sounds good you may also run the risk of curve fitting the 
settings to your data. That is why it is important to optimize on a given set of 
data then run your settings on a different set to see if it holds up. For 
instance optimize on data from 2001-2002 then check it against 2002-2003. 

 
Regards, 
Jayson 
<FONT face=Tahoma 
size=2>-----Original Message-----From: mrdavis9 
[mailto:mrdavis9@xxxxxxxxxx]Sent: Wednesday, August 13, 2003 5:56 
AMTo: amibrokeryahoogroupsCc: jeff 
davisSubject: [amibroker] STOCH CROSSING 
LOOKBACK
Based on what I see by looking at charts, 
I think that all scans which include cross( stochk(14), 
stochd(14));  can be improved, but I am not experienced enough to code 
this possible improvement.  IMHO there are two code modules that 
would improve stoch crossing scans. .  The first of these modules would 
function as follows:  It would tell a scan that when it finds  a 
stoch crossing, it must look back to all of the previous  buy and sell 
stoch crossings that occurred consecutively while still under the stochastic 
value  of 35.  This condition is what I refer to as stochastic 
kissing.  The purpose of this code module is to prevent a buy 
signal when it discovers that kissing is happening.  The other code 
module  would look back to at least to the most previous  
buy type crossing, and it would prevent a  buy arrow based on the 
value at which the last buy type stoch crossing occurred.  It will prevent 
a buy arrow if the last buy crossing occurred at a stochastic value greater than 
the current stochastic value under consideration.  This module would 
 allow a buy arrow only if the present stochastic value is greater that the 
stochastic value of the previous cross.   I have other things in my 
buy scans, but these code modules would improve any buy type scans that include 
the stoch cross AFL function.  The inverse logic of this would also improve 
those scans that are looking for shorts.  TIA for any ideas or comments. 
Ron D
  
 
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