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Dimitri;
a. thank you
b. Intend to.
c. Will continue to examine
Thank you, just needed some clarifications.....Will continue.
Anthony
DIMITRIS TSOKAKIS wrote:
> Anthony,
> a.
> Stochd() is empty for the first 18 days.
> Stochd() begins the 19th day to be calculated and this
> day is when cum(1)=19 and cum(1)-18=1
> I have to repeat here that 5119, 5120 where the first attempts
> and then at 5161 a first operative formula was presented.
>
> b. as for settings, it would be interesting to spend some time
> and read discussion following 5161 and then put your own settings
> to your optimization.
>
> c. I think that moving buy-sell levels work better than solid
> 30/70 or similar ones, for stochastic, RSI etc.
> There are many ways to create moving levels, somehow related
> to the under examination function. One attempt is the plus-minus
> levels around the average and was presented to this list.
> It is just an invitation to see some benefits and create further steps
> to this direction.
> Any innovative idea appreciated.
>
> Dimitris Tsokakis
> --- In amibroker@xxxx, Anthony Faragasso <ajf1111@xxxx> wrote:
> > Dimitri;
> >
> > I do not mean to bring up old discussions, but this concerns
> something I am
> > currently working on, so please bear with me. Where does this
> number come
> > from ( -18)
> >
> > /*MEAN %D EXPLORATION*/
> > MEANST=cum(stochd())/(cum(1)-18);
> > filter=CUM(1)>100;
> > numcolumns=1;
> > column0=MEANST;
> > column0format=1.0;
> > column0name="MEAN STOCHD";
> >
> > How about these numbers, did you arbitrarily chose them to start the
> > optimization, if so ,why those numbers.
> >
> > /*Buy-Sell moving levels for Slow Stochastic*/
> > Dbuy=Optimize("Dbuy",14,0,20,1);
> > Dsell=Optimize("Dsell",8,0,20,1);
> > X1=Optimize("X1",13,10,20,1);
> > s1=StochD(X1);
> > AVST=MA(s1,100);
> > Buy = Cross( s1,AVST-DBuy);
> > Sell = Cross( AVST+Dsell,s1);
> >
> > Also, concerning the parameters for buy at the low ,and sell at the
> high,
> > delay 1 day, are we buying at previous days low, and selling at
> previous
> > days high, or after signals are given ( 1 day delay), we use our
> best
> > guesstimate as to the low and high for the day?
> >
> > Thank you
> > Anthony
> > DIMITRIS TSOKAKIS wrote:
> >
> > > Begin at 5119, 5120 and then at 5161 messages of this list.
> > > DT
> > > --- In amibroker@xxxx, Anthony Faragasso <ajf1111@xxxx> wrote:
> > > > Hi Dimitri;
> > > >
> > > > Could you explain how you arrived at the Dbuy and Dsell numbers
> in
> > > your
> > > > formula.Were they produced by doing some optimization, if so,
> could
> > > you
> > > > supply the optimization.
> > > >
> > > >
> > > > /*Slow Stochastic moving buy-sell levels*/
> > > >
> > > > Dbuy=14;
> > > > Dsell=8;
> > > > X1=13;
> > > > MaxGraph=12;
> > > > ST3=StochK(X1);
> > > > ST33=StochD(X1);
> > > > Graph0=ST3;
> > > > Graph1=ST33;
> > > > AVST=MA(StochD(X1),100);
> > > > Graph9=AVST-Dbuy;Graph10=AVST+Dsell;
> > > > Graph8=avst;Graph8Style=8;Graph8BarColor=2;
> > > > Graph9Style=Graph10Style=8;
> > > > Graph9BarColor=Graph10BarColor=1;
> > > >
> > > > Thank you.
> > > > Anthony
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
>
>
>
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