|
PureBytes Links
Trading Reference Links
|
The 'Kicker' is the most powerful candlestick signal according to the
books by Steve Nison, Greg Morris and Stephen Bigalow (read
http://www.candlestickforum.com/article_kicker.html). Attached is a
simple AFL code that you can use to scan for 'Kicker' signals. I
tested it, as a trading system, on a sample of 300+ NYSE and NASDAQ
stocks over a recent 6 mth period and came up with 214% annualized
profits....only buying long. I would NOT trade this system without
doing out-of-sample and walk forward testing but I don't have time
now and I'll leave that upto the reader. You can also create
a 'Kicker' bearish signal by changing the signs below (i.e., make
anything " > " into " < " and vice versa). Enjoy.......and I would
appreciate comments and improvements.
// Kicker bullish signal
Cond1 = Close > Open AND Low > Ref(High, -1);
Cond2 = Ref(High, -1) < Ref(High, -2) AND Ref(High, -2) < Ref(High, -
3);
Cond3 = Ref(Low, -1) < Ref(Low, -2) AND Ref(Low,-2) < Ref(Low, -3);
Cond4 = Volume > Ref( Volume, -1);
Buy = Cond1 AND Cond2 AND Cond3 AND Cond4;
Sell = Close < (0.5 * HHV (Close, 2));
ApplyStop(stopTypeLoss,
stopModePercent,
Optimize( "max. loss stop level", 5, 1, 5, 1 ),
True );
ApplyStop( stopTypeNBar, stopModeBars, Optimize ("max stop days", 5,
1, 20, 1), True);
------------------------ Yahoo! Groups Sponsor --------------------~-->
In low income neighborhoods, 84% do not own computers.
At Network for Good, help bridge the Digital Divide!
http://us.click.yahoo.com/EpW3eD/3MnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|