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

Re: Winning Systems



PureBytes Links

Trading Reference Links

hysteresis=a delay
form the hystera=later, after
For the Greek Language,
D. T.
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> David,
> 
> The signal is generated because CCI moves sharply slightly above 0 
then falls back
> below so sell then buy is generated.
> To eliminate such effects you may consider introducing some so-
called histeresis:
> 
> Buy = CCI() > 10 ;
> 
> Sell = CCI() < -10 ;
> 
> Buy = ExRem( Buy, Sell );
> 
> Sell = ExRem( Sell, Buy );
> 
> You may even try to optimize this:
> 
> histeresis = optimize( "Histeresis", 10, 0, 30, 1 );
> 
> buy = CCI() > histeresis;
> 
> sell = CCI() < -histeresis;
> 
> Best regards,
> 
> Tomasz Janeczko
> 
> amibroker.com
> 
> ----- Original Message ----- 
> From: David Holzgrefe 
> To: amibroker@xxxx 
> Sent: 04 October, 2001 23:50
> Subject: Re: [amibroker] Winning Systems
> 
> 
> Thanks Tom 
> I was thinking more along the lines of an exploration code 
> to create buy sell signals for backtesting.
> 
> I tried this thinking it would capture the movements but it seem 
to give false signals that done appear correct compared to chart .
> 
> maybe I have read the signal wrong ?
> 
> 
> Buy = CCI() > 0 ;
> 
> Sell = CCI() < 0 ;
> 
> Buy = ExRem( Buy, Sell );
> 
> Sell = ExRem( Sell, Buy );
> 
> 
> 
> Thanks David
> 
> Yahoo! Groups Sponsor 
> 
> 
> 
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
Service.