[no subject]

<FONT 
face=Tahoma size=2>-----Original Message-----From: Dimitris 
Tsokakis [mailto:TSOKAKIS@xxxx] Sent: Saturday, July 20, 2002 
7:52 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
StoRSI - Try someting different!!!
Since it was to be continued, here is the applicationon QQQ 
StochRSI.
Apply the magic Y<=2 to improve profitability from +242% 
to +474% !!!
Just with the magic OUT3.
Settings
buy, sell, short, cover at open, delay +1
commission 0.5%, all stops disabled
Application QQQ
period March 01, 2000 till now.
/*StochRSI system*/<FONT face=Verdana 
size=2>
Period = 8<FONT face=Verdana 
size=2>;<FONT 
face="Times New Roman">Blevel = 17<FONT 
face=Verdana size=2>;<FONT 
face="Times New Roman">Slevel = 100<FONT 
face=Verdana size=2> - Blevel;<FONT 
face=Verdana size=2>
D=DateNum<FONT 
size=2>()>1000301<FONT 
face="Times New Roman">;
Buy = Cross(Blevel,<FONT 
size=2>EMA((RSI<FONT 
size=2>(period)-LLV(<FONT 
size=2>RSI(period),period))/ (<FONT 
size=2>HHV(RSI<FONT 
size=2>(period),period)- (LLV<FONT 
size=2>(RSI<FONT 
size=2>(period),period))),3<FONT 
size=2>)*100);<FONT 
face=Verdana size=2>
Buy=D*Buy;<FONT 
face="Times New Roman">
Sell = Cross(<FONT 
size=2>EMA((RSI<FONT 
size=2>(period)-LLV(<FONT 
size=2>RSI(period),period))/ (<FONT 
size=2>HHV(RSI<FONT 
size=2>(period),period)- (LLV<FONT 
size=2>(RSI<FONT 
size=2>(period),period))),3<FONT 
size=2>)*100<FONT 
face="Times New Roman">, Slevel); 
Sell=D*Sell;
Short = Sell;
Cover = Buy;<FONT 
face="Times New Roman">
56 trades, +242% 
/*Improved StochRSI system with the Magic OUT3 
additive*/<FONT 
color=#0000ff>
Period = 8<FONT face=Verdana 
size=2>; <FONT 
color=#0000ff>
Blevel = 17<FONT face=Verdana 
size=2>;<FONT 
color=#0000ff>
Slevel = 100<FONT face=Verdana 
size=2> - 
Blevel;
Y=Foreign<FONT 
color=#0000ff>("~OUT3"<FONT 
size=2>,"V"<FONT 
face="Times New Roman" color=#0000ff>);<FONT face=Verdana 
size=2>
D=DateNum<FONT 
color=#0000ff>()>1000301<FONT 
face=Verdana size=2><FONT face="Times New Roman" 
color=#0000ff>;
Buy = Cross(Blevel,<FONT 
size=2>EMA((RSI<FONT 
size=2>(period)-LLV(<FONT 
size=2>RSI(period),period))/ (<FONT 
size=2>HHV(RSI<FONT 
size=2>(period),period)- (LLV<FONT 
size=2>(RSI<FONT 
size=2>(period),period))),3<FONT 
size=2>)*100);<FONT 
face=Verdana size=2><FONT face="Times New Roman" 
color=#0000ff>// AND Y<=2; 
<FONT 
face="Times New Roman">Buy=D*Buy;<FONT 
face="Times New Roman">
Sell = Cross(<FONT 
size=2>EMA((RSI<FONT 
size=2>(period)-LLV(<FONT 
size=2>RSI(period),period))/ (<FONT 
size=2>HHV(RSI<FONT 
size=2>(period),period)- (LLV<FONT 
size=2>(RSI<FONT 
size=2>(period),period))),3<FONT 
size=2>)*100<FONT face=Verdana color=#000000 
size=2>, Slevel); 

<FONT 
face="Times New Roman">Sell=D*Sell;
Short = Sell;
Cover = 
Buy;
 
34 trades, +474%
Not bad at all...
Dimitris Tsokakis
PS. Applying the simple STOCHRSI system on the bloody WCOME you end with 
a -87% for the same period.
With the magic OUT3 additive, you are at a nice +23% and, if you area 
WCOME fun, you may keep on trading this stock
 
----- Original Message ----- 
From: <A 
title=tsokakis@xxxx href="">Dimitris 
Tsokakis 
To: <A title=amibroker@xxxxxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Wednesday, June 26, 2002 4:06 PM
Subject: The Magic OUT3

Are you disappointed from your trading system ?Apply the 
magic condition and you will be surprised !!Create first the "~OUT3" 
artificial ticker.Scan the whole N100 with
/*OUT 1, 2, 
3*/KUP=EMA((H+L+C)/3,10)+EMA(H-L,10);KDOWN=EMA((H+L+C)/3,10)-EMA(H-L,10);OUT1=C<KDOWN 
AND Ref(C,-1)>Ref(KDOWN,-1);OUT2=C<KDOWN AND 
Ref(OUT1,-1);OUT3=C<KDOWN AND 
Ref(OUT2,-1);AddToComposite(OUT3,"~OUT3","V");Buy=0;
 
The "magic" ticker is Y, defined from the 
relationY=Foreign("~OUT3","V");Let us see some 
applications.a. The MACD() crossover.We all know that 
MACD crossover fails in bearish markets.Except if we add the magic OUT3 
Y==0 or Y==1.
 
The MACD crossover, after March1, 2000  is
 
<FONT 
size=2>D=DateNum()>1000301;Buy=D*(Cross(MACD(),Signal()));Sell=D*(Cross(Signal(),MACD()));Short=Sell;Cover=Buy;
 
On QQQ gives a -67%.Magic OUT3 may change it to +9.36% 
with/*Magic 
1*/Y=Foreign("~OUT3","V");D=DateNum()>1000301;Buy=D*(Cross(MACD(),Signal()) 
AND 
Y==1);Sell=D*(Cross(Signal(),MACD()));Short=Sell;Cover=Buy;
 
or to +60% with
 
/*Magic 
2*/Y=Foreign("~OUT3","V");D=DateNum()>1000301;Buy=D*(Cross(MACD(),Signal()) 
AND 
Y==0);Sell=D*(Cross(Signal(),MACD()));Short=Sell;Cover=Buy;
 
For the whole N100, the simple MACD() crossover is "extreme 
game" : -61%with 5 profitable and 96 not profitable stocks !!!With the 
magic OUT3 may rise to +3% or +9% for the respective additions.
 
B. The Stochastics 30/70 systemAnother 
nice but suffering system
For the whole N100, the "traditional" 30/70 
<FONT 
size=2>D=DateNum()>1000301;Buy=D*(Cross(StochD(),30));Sell=D*(Cross(70,StochD()));Short=Sell;Cover=Buy;
gives a -30%.Touch it with the magic OUT3 and youchange 
from -30% to +30% !!
 
<FONT 
size=2>Y=Foreign("~OUT3","V");D=DateNum()>1000301;Buy=D*(Cross(StochD(),30) 
AND Y==1);Sell=D*(Cross(70,StochD()));Short=Sell;Cover=Buy;For 
example, YHOO changes from +32% to +250%.
 
So, if you still use loosing systems, you may improvetheir 
performance, adding Y==0 or
Y==1 or Y<2 etc to the previous Buy 
condition.
 
Dimitris Tsokakis
PS Are you curious for the respective magic Sell additive 
?
[to be continued] 
 
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