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Adam,
I sure hope you come up with the same numbers as I do...but, the system as
applied to Oats has traded 19 times with 18 winners this year.
Steve
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From: Von Hef <VonHef@xxxxxxxxxxxxx>
To: metastock@xxxxxxxxxxxxx
Subject: Re: S&P 500 chart....
Date: Tuesday, August 10, 1999 6:54 PM
Benzie,
The first number is 13 for the RSI, the 8 is for the HHV and LLV value and
5 is the smoothing. Below is the code:
name: STOCH-RSI 13,8,5 (80%-20%)
Mov((RSI(13)-LLV(RSI(13),8))/(HHV(RSI(13),8)-
(LLV(RSI(13)+.00001,8))),5,E)*100
Later,
Adam
----- Original Message -----
From: <bspark@xxxxxxxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Tuesday, August 10, 1999 9:03 PM
Subject: Re: S&P 500 chart....
> Guy
> Have had a look at your SP500 chart and was wondering at what
> formula you are using for your StochRSI (3 paramater?)
>
> I have been using a variation that I found on the list (1 paramater)
> where I am smoothing the SR (with an 5 day MA)
>
> p1:= 21;
> s1:= 5;
> l1:=20;
> l2:=80;
> SR:=(((RSI(p1)-LLV(RSI(p1),p1))/((HHV(RSI(p1),p1))-
> LLV(RSI(p1),p1)))*100);
> SRmov:= Mov(SR,s1,E);
> top:= Ref(l1,-1);
> bot:= Ref(l2,-1);
> Srmov;
> top;
> bot;
>
> Regards
>
> Benzie
>
> > Guy,
> > Just out of curiosity, what kind of time span is your short and
> > intermediate systems?
> > Thanks,
> > Adam
> > ----- Original Message -----
> > From: Guy Tann
> > To: metastock@xxxxxxxxxxxxx
> > Sent: Tuesday, August 10, 1999 12:43 AM
> > Subject: RE: S&P 500 chart....
> >
> >
> > Adam
> >
> > FWIW, our system still is long (the Intermediate Term System and our
> > Short Term System) so we're not looking for a major break yet. Our
> > system has been pretty good at picking market tops and bottoms, and
> > while we've been getting tossed about lately, we've been holding on
and
> > riding the trades out for small gains. Actually, we've been
averaging
> > down (or up as the case may be) and making a few bucks.
> >
> > Until our ITS turns bearish, we'll be trading the long and short side
of
> > the S&Ps based upon our STS. When the ITS and the STS both turn
down,
> > we'll be buying all kinds of Puts as well as shorting the S&Ps. Our
ITS
> > went bullish at 994 (S&P) so it's been a fairly good ride so far. We
> > had one ITS (without a STS sell) sell on 6/3/99 with a buy on 6/15/99
> > and that was the only sell we've had on the ITS since our original
buy
> > at 994. Made a few points on the sell and are fairly even on the buy
> > side, so far.
> >
> > Regards
> >
> > Guy
> >
> >
> >
> > -----Original Message-----
> > From: owner-metastock@xxxxxxxxxxxxx
> > [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Von Hef Sent:
Monday,
> > August 09, 1999 8:21 PM To: MetaStock Subject: S&P 500 chart....
> >
> >
> > Looks like the S&P may be ready to turn up. The price is close to
> > support (the center tine of the long-term fork) AND the short-term
> > momentum is turning (but hasn't crossed the trigger line yet). Will
> > wait and see what the next bar's action is.
> >
> > Adam
> >
> >
> >
>
>
> ************************
> Brightspark
> sales@xxxxxxxxxxxxx
> Voice: +61 9 375-1178
> Fax: +61 9 375-1668
> Unit 7, 11-13 Marchant Way
> Morley WA 6062 Australia
> Visit our WEB Page
> http://www.bspark.com.au
> ************************
Attachment Converted: "c:\eudora\attach\Wholly Grilled Oats.doc"
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