[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

StochRSI Parameter Set (Round 2)



PureBytes Links

Trading Reference Links

<x-html><!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD><TITLE>0 Nicholas Stationery</TITLE>
<META content="text/html; charset=iso-8859-1" http-equiv=Content-Type>
<META content="MSHTML 5.00.2014.210" name=GENERATOR></HEAD>
<BODY background="" bgColor=#fffbf0 
style="BACKGROUND-COLOR: #fffbf0; COLOR: #0000ff; FONT-FAMILY: Arial; FONT-SIZE: 12pt">
<DIV><SPAN class=250493517-02051999>StochRSI, Round 2.....</SPAN></DIV>
<DIV><SPAN class=250493517-02051999></SPAN>&nbsp;</DIV>
<DIV><SPAN class=250493517-02051999>The formula I've adopted was put on the 
Silicon Investor thread by 'bdog'.&nbsp; Basically I just leave the Slowing 
Periods to 1, so it really plays no part in things.&nbsp; However, if somebody 
presents a good argument for using other than 1, hey, I'm amenable.</SPAN></DIV>
<DIV><SPAN class=250493517-02051999></SPAN>&nbsp;</DIV>
<DIV><SPAN class=250493517-02051999>Also, I don't know what the hell the 
.0000001 is for, but it's so small that it doesn't appear to affect things 
either.</SPAN></DIV>
<DIV><SPAN class=250493517-02051999></SPAN>&nbsp;</DIV>
<DIV><SPAN class=250493517-02051999>Chande, the original inventor, didn't use 
the moving average on the whole thing.&nbsp; Chande's was sort of choppy.&nbsp; 
I guess along the way people decided to thus add the EMA Periods.</SPAN></DIV>
<DIV><SPAN class=250493517-02051999></SPAN>&nbsp;</DIV>
<DIV><SPAN class=250493517-02051999>Here's the MSWin formula:</SPAN></DIV>
<DIV>&nbsp;</DIV>
<DIV>&nbsp;</DIV>
<DIV>mp1:=Input("RSI Periods",1,377,13);<BR>mp2:=Input("Stoch 
Periods",1,377,13);<BR>mp3:=Input("Slowing Periods",1,377,1);<BR>mp4:=Input("EMA 
Periods",1,377,5);</DIV>
<DIV>&nbsp;</DIV>
<DIV>Mov(Sum((RSI(mp1)-LLV(RSI(mp1),mp2)),mp3)/Sum((.0000001+(HHV(RSI(mp1),mp2)-(LLV(RSI(mp1),mp2)))),mp3),mp4,E)*100</DIV>
<DIV>&nbsp;</DIV>
<DIV>&nbsp;</DIV>
<DIV><SPAN class=250493517-02051999>Now, from posts, etc., the following 
parameters *seem* to be the one's&nbsp;recommended.&nbsp; I'm trying to further 
find consensus among users of StochRSI on what really appears to work for 
them.</SPAN></DIV>
<DIV>&nbsp;</DIV>
<DIV>
<P>StochRSI Set <BR>-------------------- <BR>5 -- 5 -- 3 <BR>8 -- 8 -- 5 <BR>13 
-- 13 -- 13 <BR>21 -- 15 -- 13 <BR>21 -- 21 -- 13 <BR>34 -- 34 -- 13 <BR>55 -- 
55 -- 21 <BR>89 -- 13 -- 34 <BR>89 -- 89 -- 21 <BR>233 -- 233 -- 34</P>
<P>&nbsp;</P>
<P><SPAN class=250493517-02051999>Thanks,</SPAN></P>
<P><SPAN class=250493517-02051999>Nicholas</SPAN></P>
<P>&nbsp;</P></DIV></BODY></HTML>
</x-html>From ???@??? Sun May 02 13:05:43 1999
Received: from listserv.equis.com (204.246.137.2)
	by mail02.rapidsite.net (RS ver 1.0.2) with SMTP id 14092;
	Sun,  2 May 1999 16:00:54 -0400 (EDT)
Received: (from majordom@xxxxxxxxx)
	by listserv.equis.com (8.8.7/8.8.7) id EAA16563
	for metastock-outgoing; Mon, 3 May 1999 04:12:39 -0600
X-Authentication-Warning: listserv.equis.com: majordom set sender to owner-metastock@xxxxxxxxxxxxx using -f
Received: from freeze.metastock.com (freeze.metastock.com [204.246.137.5])
	by listserv.equis.com (8.8.7/8.8.7) with ESMTP id EAA16560
	for <metastock@xxxxxxxxxxxxxxxxxx>; Mon, 3 May 1999 04:12:36 -0600
Received: from pm10sm.pmm.mci.net (pm10sm.pmm.mci.net [208.159.126.157])
	by freeze.metastock.com (8.8.5/8.8.5) with ESMTP id OAA01683
	for <metastock@xxxxxxxxxxxxx>; Sun, 2 May 1999 14:03:15 -0600 (MDT)
Received: from 00023414mciworldc ([153.34.120.24]) by mail-relay.mciworld.com
 (PMDF V5.2-29 #34260) with SMTP id <0FB4005M1F4MG0@xxxxxxxxxxxxxxxxxxxxxxx>
 for metastock@xxxxxxxxxxxxx; Sun,  2 May 1999 19:50:52 +0000 (GMT)
Date: Sun, 02 May 1999 14:49:31 -0500
From: jrwolansky <jrwolansky@xxxxxxxxxxxx>
Subject: Re: StochRSI Parameter Set (Round 2)
To: metastock@xxxxxxxxxxxxx
Message-id: <000c01be94d4$e7c6dde0$18782299@xxxxxxxxxxxxxxxxx>
Organization: exxon
MIME-version: 1.0
X-MIMEOLE: Produced By Microsoft MimeOLE V5.00.2014.211
X-Mailer: Microsoft Outlook Express 5.00.2014.211
Content-type: multipart/alternative;
	boundary="----=_NextPart_000_0009_01BE94AA.FCB62820"
X-Priority: 3
X-MSMail-priority: Normal
References: <000701be94c3$f7391740$8e51b5d1@xxxxxxxxxxxxxxx>
Sender: owner-metastock@xxxxxxxxxxxxx
Precedence: bulk
Reply-To: metastock@xxxxxxxxxxxxx
X-Loop-Detect: 1
X-UIDL: a805809ea2850f321fc57284a5bdbdcc.01

<x-html><!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD><TITLE>0 Nicholas Stationery</TITLE>
<META content="text/html; charset=iso-8859-1" http-equiv=Content-Type>
<META content="MSHTML 5.00.2014.210" name=GENERATOR>
<STYLE></STYLE>
</HEAD>
<BODY background="" bgColor=#fffbf0 
style="BACKGROUND-COLOR: #fffbf0; COLOR: #0000ff; FONT-FAMILY: Arial; FONT-SIZE: 12pt">
<DIV><FONT color=#000000 size=2>The .0000001 is to avoid a "division by zero" 
error from showing up in Metastock.</FONT></DIV>
<BLOCKQUOTE 
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
  <DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
  <DIV 
  style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B> 
  <A href="mailto:nkormanik@xxxxxxxxxx"; title=nkormanik@xxxxxxxxxx>Nicholas 
  Kormanik</A> </DIV>
  <DIV style="FONT: 10pt arial"><B>To:</B> <A 
  href="mailto:metastock@xxxxxxxxxxxxx"; 
  title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx</A> </DIV>
  <DIV style="FONT: 10pt arial"><B>Sent:</B> Sunday, May 02, 1999 12:48 PM</DIV>
  <DIV style="FONT: 10pt arial"><B>Subject:</B> StochRSI Parameter Set (Round 
  2)</DIV>
  <DIV><BR></DIV>
  <DIV><SPAN class=250493517-02051999>StochRSI, Round 2.....</SPAN></DIV>
  <DIV><SPAN class=250493517-02051999></SPAN>&nbsp;</DIV>
  <DIV><SPAN class=250493517-02051999>The formula I've adopted was put on the 
  Silicon Investor thread by 'bdog'.&nbsp; Basically I just leave the Slowing 
  Periods to 1, so it really plays no part in things.&nbsp; However, if somebody 
  presents a good argument for using other than 1, hey, I'm 
  amenable.</SPAN></DIV>
  <DIV><SPAN class=250493517-02051999></SPAN>&nbsp;</DIV>
  <DIV><SPAN class=250493517-02051999>Also, I don't know what the hell the 
  .0000001 is for, but it's so small that it doesn't appear to affect things 
  either.</SPAN></DIV>
  <DIV><SPAN class=250493517-02051999></SPAN>&nbsp;</DIV>
  <DIV><SPAN class=250493517-02051999>Chande, the original inventor, didn't use 
  the moving average on the whole thing.&nbsp; Chande's was sort of 
  choppy.&nbsp; I guess along the way people decided to thus add the EMA 
  Periods.</SPAN></DIV>
  <DIV><SPAN class=250493517-02051999></SPAN>&nbsp;</DIV>
  <DIV><SPAN class=250493517-02051999>Here's the MSWin formula:</SPAN></DIV>
  <DIV>&nbsp;</DIV>
  <DIV>&nbsp;</DIV>
  <DIV>mp1:=Input("RSI Periods",1,377,13);<BR>mp2:=Input("Stoch 
  Periods",1,377,13);<BR>mp3:=Input("Slowing 
  Periods",1,377,1);<BR>mp4:=Input("EMA Periods",1,377,5);</DIV>
  <DIV>&nbsp;</DIV>
  <DIV>Mov(Sum((RSI(mp1)-LLV(RSI(mp1),mp2)),mp3)/Sum((.0000001+(HHV(RSI(mp1),mp2)-(LLV(RSI(mp1),mp2)))),mp3),mp4,E)*100</DIV>
  <DIV>&nbsp;</DIV>
  <DIV>&nbsp;</DIV>
  <DIV><SPAN class=250493517-02051999>Now, from posts, etc., the following 
  parameters *seem* to be the one's&nbsp;recommended.&nbsp; I'm trying to 
  further find consensus among users of StochRSI on what really appears to work 
  for them.</SPAN></DIV>
  <DIV>&nbsp;</DIV>
  <DIV>
  <P>StochRSI Set <BR>-------------------- <BR>5 -- 5 -- 3 <BR>8 -- 8 -- 5 
  <BR>13 -- 13 -- 13 <BR>21 -- 15 -- 13 <BR>21 -- 21 -- 13 <BR>34 -- 34 -- 13 
  <BR>55 -- 55 -- 21 <BR>89 -- 13 -- 34 <BR>89 -- 89 -- 21 <BR>233 -- 233 -- 
  34</P>
  <P>&nbsp;</P>
  <P><SPAN class=250493517-02051999>Thanks,</SPAN></P>
  <P><SPAN class=250493517-02051999>Nicholas</SPAN></P>
  <P>&nbsp;</P></DIV></BLOCKQUOTE></BODY></HTML>
</x-html>From ???@??? Mon May 03 07:26:40 1999
Received: from listserv.equis.com (204.246.137.2)
	by mail05.rapidsite.net (RS ver 1.0.2) with SMTP id 10893;
	Mon,  3 May 1999 00:40:46 -0400 (EDT)
Received: (from majordom@xxxxxxxxx)
	by listserv.equis.com (8.8.7/8.8.7) id MAA17013
	for metastock-outgoing; Mon, 3 May 1999 12:25:22 -0600
X-Authentication-Warning: listserv.equis.com: majordom set sender to owner-metastock@xxxxxxxxxxxxx using -f
Received: from freeze.metastock.com (freeze.metastock.com [204.246.137.5])
	by listserv.equis.com (8.8.7/8.8.7) with ESMTP id MAA17010
	for <metastock@xxxxxxxxxxxxxxxxxx>; Mon, 3 May 1999 12:25:20 -0600
Received: from one.net.au (darkblue.one.net.au [203.17.224.215])
	by freeze.metastock.com (8.8.5/8.8.5) with SMTP id WAA01854
	for <metastock@xxxxxxxxxxxxx>; Sun, 2 May 1999 22:15:59 -0600 (MDT)
Received: (qmail 9977 invoked from network); 3 May 1999 04:03:32 -0000
Received: from modem47-mel-isp-5.one.net.au (HELO iburgy.one.net.au) (203.101.12.48)
  by darkblue.one.net.au with SMTP; 3 May 1999 04:03:32 -0000
Message-ID: <372D1FE3.2F77@xxxxxxxxxx>
Date: Mon, 03 May 1999 14:02:43 +1000
From: Ian Burgoyne <iburgy@xxxxxxxxxx>
X-Mailer: Mozilla 3.02 (Win95; I)
MIME-Version: 1.0
To: metastock@xxxxxxxxxxxxx
Subject: Re: wheat charts and opinions are like ....
References: <000f01be9364$58222d00$652cb3d1@xxxxxxxx>
Content-Type: text/plain; charset=us-ascii
Content-Transfer-Encoding: 7bit
Sender: owner-metastock@xxxxxxxxxxxxx
Precedence: bulk
Reply-To: metastock@xxxxxxxxxxxxx
X-Loop-Detect: 1
X-UIDL: e59f87e6732bdce46d162525142f4d64.04

Would appreciate a copy thanks Steve.

Ian Burgoyne (iburgy@xxxxxxxxxx)



Robert Bennett wrote:
> 
> Please send a copy thank you
> Bob
> -----Original Message-----
> From: Steve Karnish <kernish@xxxxxxxxxxxx>
> To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>;
> metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
> Date: Friday, April 30, 1999 3:26 PM
> Subject: wheat charts and opinions are like ....
> 
> >List(s),
> >
> >Wednesday evening I sent out about 20 emails to individuals who have
> >expressed interest in some of my technical work.  Most of my work showed
> >strong evidence of a bottom in wheat.  The emails contained 6 charts, each
> >with a different indicator (i.e., Bollinger Band Histogram Oscillator, MACD
> >Histogram, etc.).  I didn't post it to the list because it's about a 90k
> >package.  If anyone would like to look at it, just email me privately.
> >Let's be nice and not burden the list with public requests.  I'm long
> >sugar, cocoa, silver and wheat  ...  is deflation grinding to a halt?
> >
> >Steve Karnish
> >CCT
> >