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Sorry I can't duplicate your results here, but maybe you can suggest what I
might be doing wrong. For example, in 1999, I get -12.72% using the Regular
backtester and -10.04% for the Portfolio backtester. (Did you use Portfolio
or Regular backtester for your results?)
My settings file is attached and, FWIW, I am using EOD data from Yahoo.
TIA
-john
----- Original Message -----
From: "Dave Merrill" <dmerrill@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, November 21, 2003 8:22 AM
Subject: [amibroker] any karnish watchers out there? QQQ-StoRSI confirmation
> 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
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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