RE: [amibroker] Help! Trading System is Failing in recent rally

["dingo" <dingo@xxxx>]

/* Stochastic - RSI , and 
ADX*/
 
StoRSI = EMA((scRSI(C,8)- 
LLV(scRSI(C,8),8))/
 
(HHV(scRSI(C,8),8) - 
LLV(scRSI(C,8),8)),3)*100;
 
BuySto = 20;BuyAdx = 
36;
 
Buy = Cross(StoRSI, BuySto) AND 
ADX(14) > BuyAdx;Sell= Cross(83,StoRSI) ;
 
Short = Sell;Cover = 
Buy;
 
<FONT face=Arial color=#0000ff 
size=2>ApplyStop(stopTypeTrailing,stopModePercent,12,0); 
ApplyStop(stopTypeProfit,stopModePercent,21,0);
 
<FONT face=Arial color=#0000ff 
size=2>//Plot(Equity(),"Equity",1,1);Plot(StoRSI,"StoRSI",1,1);
 
 
 
 


<FONT 
face=Tahoma size=2>-----Original Message-----From: jnk1997 
[mailto:jnk1997@xxxx] Sent: Saturday, November 02, 2002 5:04 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
Help! Trading System is Failing in recent rallyIhave 
been using the following trading system on the QQQ and have had success in 
downward market (going short). The system appears to work better going 
short rather than long. Backtest from the beginning of 2002 and you will 
see on QQQ this formula picks tops well, but does not pick bottoms 
properly.Any ideas out there on how to improve performance going 
long?Thanks in advanceJim/* Stochastic - RSI , and 
ADX*/StoRSI = EMA((scRSI(C,8) - 
LLV(scRSI(C,8),8))/(HHV(scRSI(C,8),8) - 
LLV(scRSI(C,8),8)),3)*100;Buy = Cross(17,StoRSI) AND 
ADX(14)>20;Sell= Cross(StoRSI,83) ;Short = 
Sell;Cover = 
Buy;//Plot(Equity(),"Equity",1,1);Plot(StoRSI,"StoRSI",1,1);  
Post 
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
href="">http://groups.yahoo.com/group/amiquote/messages/)Check 
group FAQ at: <A 
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Your use of Yahoo! Groups is subject to the <A 
href="">Yahoo! Terms of Service.