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<SPAN
class=215480803-25112003>Thanks for this Anthony, it's the best performing
version of this I've seen so far. I'm a little worried that it might be a bit of
a curve fit, since it doesn't seem to do well for many other issues, or even
with QQQ in some fairly recent time frames. Nevertheless, it does fairly
well.
<SPAN
class=215480803-25112003>
<SPAN
class=215480803-25112003>Dave
<BLOCKQUOTE
>
I
have posted this QQQ system before...
from June 2000 to November,
21,2003....
Results:
583.82 % Return on Account
Drawdown % = 32 %
Settings:
all stops disabled
delay 1
buy , sell , short , cover : Open
commission: .5 %
//StochRSI on the QQQ's
StochRsi=EMA<FONT
size=2>((RSI<FONT
size=2>(8<FONT
size=2>)-LLV<FONT
size=2>(RSI<FONT
size=2>(8<FONT
size=2>),8<FONT
size=2>))/(HHV<FONT
size=2>(RSI<FONT
size=2>(8<FONT
size=2>),8<FONT
size=2>)-LLV<FONT
size=2>(RSI<FONT
size=2>(8<FONT
size=2>),8<FONT
size=2>)),3<FONT
size=2>)*100<FONT
size=2>;
Buy=<FONT color=#0000ff
size=2>Cross(<FONT color=#ff00ff
size=2>17,StochRsi) AND <FONT color=#0000ff
size=2>ADX(<FONT color=#ff00ff
size=2>14) > <FONT color=#ff00ff
size=2>20 AND <FONT color=#0000ff
size=2>RSI(<FONT color=#ff00ff
size=2>4)<<FONT color=#ff00ff
size=2>50;
Sell=Cross<FONT
size=2>(StochRsi,83<FONT
size=2>)AND ADX<FONT
size=2>(14) >
13 AND
RSI(<FONT
color=#ff00ff size=2>4)><FONT
color=#ff00ff size=2>50;
Short=Sell;Cover=Buy;
Filter=1<FONT
size=2>;
AddColumn(Buy,<FONT color=#ff00ff
size=2>"buy");
Plot(Stochrsi,<FONT color=#ff00ff
size=2>"",<FONT color=#ff00ff
size=2>4,<FONT color=#ff00ff
size=2>1);
Plot(<FONT color=#ff00ff
size=2>17,<FONT color=#ff00ff
size=2>"",<FONT color=#ff00ff
size=2>5,<FONT color=#ff00ff
size=2>1);
Plot(<FONT color=#ff00ff
size=2>83,<FONT color=#ff00ff
size=2>"",<FONT color=#ff00ff
size=2>5,<FONT color=#ff00ff
size=2>1<FONT
size=2>);
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