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Mark - Jim Varney's "Candlestochastics" (AFL lib) has what you are
looking for - except with stochs instead of RSI. I've also posted
a "CandleCCTKTSI" code a couple of weeks ago which uses CCTK/TSI
instead of stochs to find your hammer pattern (along with other
candle patterns) in oversold areas.
--- In amibroker@xxxxxxxxxxxxxxx, "Mark Keitel" <mkeitel@xxxx> wrote:
> Dickie,
>
>
>
> Best indicator that I can think of is the old "key reversal" candle
or day,
> as it can be intraday or daily or weekly, etc.
>
> The candle has a long narrow body and a big green head like a long
sticked
> lollipop
>
>
>
> You open down and fall, followed by a big reversal to close up.
It's even
> more impressive if you take put a big red candle or several ones of
5, 10,
> 30, 60min or daily!
>
>
>
> Now if you add RSI descends to less than 30% and reverses up, it
> reinforces the indicators strength
>
>
>
> Being new to Amibroker I can not write the above, but have made
out well
> with it. If you want to try this out
>
>
>
>
>
> Mark
>
>
>
>
>
>
> <file:///C:\Documents%20and%20Settings\Owner\Application%
20Data\Microsoft\Si
> gnatures\www.aajonahfish.com\astronomyhaven.htm>
>
>
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Dickie Paria
> Sent: Monday, June 13, 2005 3:22 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: 'Kicker' Signal Trading System
>
>
>
> Folks - thanks for all the pvt emails. It seems the general
> consensus is that the system is unprofitable. I did a simple
> backtest on another sample of stocks and got negative results also
(6
> mth period, 36 trades and -25% loss). I played around with the
> system and added another condition. Same backtest - but now I got
> less signals (18) and got a 5.96% profit for the same sample of
> stocks. Attached is the complete code with the extra condition and
> also the 'Bearish Kicker Signal' code attached for short/cover.
>
> // 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);
> Cond5 = EMA (Close, 20) < EMA (Close, 50);
>
> // Kicker Bearish Signal
>
> Cond6 = Close < Open AND High <= Ref(Low, -1);
> Cond7 = Ref(High, -1) > Ref(High, -2) AND Ref(High, -2) > Ref
(High, -
> 3);
> Cond8 = Ref(Low, -1) > Ref(Low, -2) AND Ref(Low,-2) > Ref(Low, -3);
> Cond9 = Volume > Ref( Volume, -1);
> Cond10 = EMA (Close, 20) > EMA (Close, 50);
>
> // Buy signal for Kicker Bullish Signal
>
> Buy = Cond1 AND Cond2 AND Cond3 AND Cond4 AND Cond5;
> Sell = Close < (0.5 * HHV (Close, 2));
>
> // Short signal for Kicker Bearish Signal
>
> Short = Cond6 AND Cond7 AND Cond8 AND Cond9 AND Cond10;
> Cover = Close > (0.5 * HHV (Close, 2));
>
> ApplyStop(stopTypeLoss,
> stopModePercent,
> Optimize( "max. loss stop level", 1, 1, 5, 1 ),
> True );
> ApplyStop( stopTypeNBar, stopModeBars, Optimize ("max stop days",
5,
> 1, 20, 1), True);
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Dickie Paria" <babui@xxxx> wrote:
> > Eric - I had checked it against 316 stocks picked at random for
the
> > last 6 mths of 2004 with the usual setups($18 comm, one
> > day 'buy/sell' delays). I wasn't planning on a trading system
but
> > ran a quick bactest to make sure the trade signals were being
> > correctly picked up. I was pleasantly surprised to find an
> > annualized 214% profit. Before throwing it in the garbage heap,
I
> > would check the system against small caps vs large caps or put in
> > some additional filter (for long) like EMA(C,15) < EMA
> (C,50)....just
> > to see if results are better. Just my thoughts
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, eric paradis
> > <thechemistrybetweenus@xxxx> wrote:
> > > Dickie, just backtested the system using 100 round lot
> > > size and 1,1,1,1 trade delays, long only for the
> > > entire US Stocks database, with 100k starting 1/1/2000
> > > and it blew the account, only $1500 bucks left in it.
> > > ]
> > >
> > > Eric
> > >
> > > --- Dickie Paria <babui@xxxx> wrote:
> > >
> > > > 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);
> > > >
> > > >
> > > >
> > > >
> > >
> > >
> > > __________________________________________________
> > > Do You Yahoo!?
> > > Tired of spam? Yahoo! Mail has the best spam protection around
> > > http://mail.yahoo.com
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
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>
>
>
>
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