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<P><FONT face="Century Schoolbook" size=2><FONT size=2>Remember in past posts,
the use of VAR MA was the 5.11 version, not the crippled one in 6.0. Would not
recommend anyone with 6.0 using VAR above 18 day period.</FONT></FONT>
<P><FONT face="Century Schoolbook" size=2><FONT size=2>Richard Estes</FONT>
<P></P>
----<BR>
<B>From: </B>Philip <pschmi02@xxxxxxxxxxx><BR>
<B>To: </B>MICHAEL J ARNOLDI <michael.arnoldi@xxxxxxxx><BR>
<B>Cc: </B>metastock-list@xxxxxxxxx<BR>
<B>Date: </B>Monday, May 26, 1997 10:42 AM<BR>
<B>Subject: </B>Re: STOCHRSI<BR>
<BR>
<HTML><BODY><FONT size=2>Greetings Mike,<BR>
<BR>
I have also been following the StochRSI discussion and would welcome a<BR>
further exchange of ideas. I believe - others will know for sure -
that<BR>
it was first advanced by Chande, but don't quote me on that.
Meanwhile,<BR>
there was a discussion of StochRSI at Silicon Investor. I
"downloaded"<BR>
those posts and have reproduced them below.<BR>
<BR>
I am currently using a StochRSI(5,3) on various futures contracts. For<BR>
the moment, all I can say is that it ventures into the extremes faster<BR>
than the plain vanilla Stoch(5,3). The next step will be to see how it<BR>
interacts - in a visual sense - with RSI.<BR>
<BR>
I have also experimented with StochRSI in a simple system test and found<BR>
it worthy of further investigation. The underlying strategy here was
to<BR>
identify a clear trend using and ADX, and then use StochRSI retracements<BR>
to buy weakness/sell strength.<BR>
<BR>
Enjoy, and let me know what you come it with. <BR>
<BR>
Philip<BR>
<BR>
<BR>
<BR>
<BR>
If(Mov(C,5,VAR) > Mov(C,40,VAR),+1,0)<BR>
<BR>
Give it a try and let us know how it turns out.. Dave
Evans<BR>
=============================<BR>
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</x-html>From ???@??? Mon May 26 11:39:26 1997
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to claud, richard & philip many thanks for the help on stochrsi- i'll be
playing with it the next few days.
i have not figured out where this formula goes:
If(Mov(C,5,VAR) > Mov(C,40,VAR),+1,0)
is it an "and" formula that is to be added to the stochrsi or
a filter ?
mike
re: my previous posting: superimposing of linear reg & slope- this does
not work,
as one is an indicator, while the other is an oscillator & metastock
superimposes them to fit on one screen very nicely, but when you scroll
through time they shift in position relative to each other.
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