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Eric - I had checked it against 316 stocks picked at random for the
last 6 mths of 2004 with the usual setups($18 comm, one
day 'buy/sell' delays). I wasn't planning on a trading system but
ran a quick bactest to make sure the trade signals were being
correctly picked up. I was pleasantly surprised to find an
annualized 214% profit. Before throwing it in the garbage heap, I
would check the system against small caps vs large caps or put in
some additional filter (for long) like EMA(C,15) < EMA(C,50)....just
to see if results are better. Just my thoughts
--- In amibroker@xxxxxxxxxxxxxxx, eric paradis
<thechemistrybetweenus@xxxx> wrote:
> Dickie, just backtested the system using 100 round lot
> size and 1,1,1,1 trade delays, long only for the
> entire US Stocks database, with 100k starting 1/1/2000
> and it blew the account, only $1500 bucks left in it.
> ]
>
> Eric
>
> --- Dickie Paria <babui@xxxx> wrote:
>
> > The 'Kicker' is the most powerful candlestick signal
> > according to the
> > books by Steve Nison, Greg Morris and Stephen
> > Bigalow (read
> >
> http://www.candlestickforum.com/article_kicker.html).
> > Attached is a
> > simple AFL code that you can use to scan for
> > 'Kicker' signals. I
> > tested it, as a trading system, on a sample of 300+
> > NYSE and NASDAQ
> > stocks over a recent 6 mth period and came up with
> > 214% annualized
> > profits....only buying long. I would NOT trade this
> > system without
> > doing out-of-sample and walk forward testing but I
> > don't have time
> > now and I'll leave that upto the reader. You can
> > also create
> > a 'Kicker' bearish signal by changing the signs
> > below (i.e., make
> > anything " > " into " < " and vice versa).
> > Enjoy.......and I would
> > appreciate comments and improvements.
> >
> > // Kicker bullish signal
> >
> > Cond1 = Close > Open AND Low > Ref(High, -1);
> > Cond2 = Ref(High, -1) < Ref(High, -2) AND Ref(High,
> > -2) < Ref(High, -
> > 3);
> > Cond3 = Ref(Low, -1) < Ref(Low, -2) AND Ref(Low,-2)
> > < Ref(Low, -3);
> > Cond4 = Volume > Ref( Volume, -1);
> >
> > Buy = Cond1 AND Cond2 AND Cond3 AND Cond4;
> > Sell = Close < (0.5 * HHV (Close, 2));
> >
> > ApplyStop(stopTypeLoss,
> > stopModePercent,
> > Optimize( "max. loss stop level", 5, 1, 5,
> > 1 ),
> > True );
> > ApplyStop( stopTypeNBar, stopModeBars, Optimize
> > ("max stop days", 5,
> > 1, 20, 1), True);
> >
> >
> >
> >
>
>
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