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The "Kicker" formula ws posted a short time ago.... I presume it is
the same one you have referenc to. Here is formula as posted. I've
added explortion. So far results ae not impressive. If anyone can
improve I would like to see.
Dick H
//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);
// 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);
Cond5 = EMA (Close, 20) < EMA (Close, 50);
// Kicker Bearish Signal
Cond6 = Close < Open AND High <= Ref(Low, -1);
Cond7 = Ref(High, -1) > Ref(High, -2) AND Ref(High, -2) > Ref(High, -
3);
Cond8 = Ref(Low, -1) > Ref(Low, -2) AND Ref(Low,-2) > Ref(Low, -3);
Cond9 = Volume > Ref( Volume, -1);
Cond10 = EMA (Close, 20) > EMA (Close, 50);
// Buy signal for Kicker Bullish Signal
Buy = Cond1 AND Cond2 AND Cond3 AND Cond4 AND Cond5;
Sell = Close < (0.5 * HHV (Close, 2));
// Short signal for Kicker Bearish Signal
Short = Cond6 AND Cond7 AND Cond8 AND Cond9 AND Cond10;
Cover = Close > (0.5 * HHV (Close, 2));
ApplyStop(stopTypeLoss,
stopModePercent,
Optimize( "max. loss stop level", 1, 1, 5, 1 ),
True );
ApplyStop( stopTypeNBar, stopModeBars, Optimize ("max stop days", 5,
1, 20, 1), True);
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ));
Filter = C <35 AND C >2 AND Volume > 100000 AND C> Ref(C,-1);
Result = WriteIf(Buy,"Buy","Sell");
AddTextColumn(Result,"Trade",
formatChar,IIf(Buy,colorDarkGreen,colorRed ),
IIf(Sell,colorPink,colorLime));
AddColumn( Close, "Close", 1.2, IIf( ROC(C, 1 ) >= 0,
colorDarkGreen,colorRed ),50 );
AddColumn(Ref(Close,-1),"Y-Close",1.2, IIf(
ROC(Ref(C,-1),1)>=0,colorDarkGreen, colorRed ),50 );
AddColumn( Volume, "Volume", 10.0, IIf( ROC(V, 1 ) >=
0,colorDarkGreen, colorRed ) );
AddColumn( ROC( Close, 1 ), "ROC(1)", 1.2, IIf( ROC(C, 1 ) >=
0,colorDarkGreen, colorRed));
--- In amibroker@xxxxxxxxxxxxxxx, "jacquesmmathieu"
<jacquesmmathieu@xxxx> wrote:
> I was just reading the latest issue of Active Trader when I saw the
> article on candlesticks and how kickers were the most powerful trading
> symbols. Anyway I tried coding a buy signal for a kicker and I got
> horrible results. Can anyone look at my code and tell me how I could
> improve it, or even if it is correct?
>
> Thanks,
>
> Jacques
>
> Buy = Ref(Close, 1)*1.01 < Ref(Open, 1) AND Open > Ref(Open, 1) AND
> Open*1.01 < Close;
> Buy = ExRemSpan( Buy, 5 );
> Sell = Ref( Buy, -5 );
>
> I put in the coefficients after the first attempt. I tried using
> different percent moves, so the one percent isn't fixed.
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