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if you've been checking out the Uncle Steve Live show on Paltalk (Business
and Finance/Teach-Talk-Trade), he's been talking up StoRSI(8, 8, 3) as a way
to trade QQQ. I don't want to argue with him, but I don't get great or
consistent results with it, so I wanted to check my results and AFL with
someone else.
here are my QQQ StoRSI results, trading at next day's open w 1%
commission/slippage, no stops:
99: 0.25 %
00: 106.15 %
01: -38.58 %
02: -37.47 %
03: 21.29 %
here's the code I used; please confirm that too:
r = RSI(8);
StoRSI = EMA( (r - LLV(r, 8) ) / ( (HHV(r, 8) ) - LLV(r, 8) ), 3) * 100;
buy = cover = Cross(13, StoRSI);
sell = short = Cross(StoRSI, 87);
(ideally, you'd add to your position each time you got another cross w/o an
intervening reverse signal. can't do that in AB, so I didn't.)
is this what others see? is the AFL correct? any other comments or
corrections? what's wrong w this picture?
dave
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