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Brooke,
Your post caught my attention and over the past few days I've been
optimising the system against all the securities I track with credible
results. It certainly needs the DMI on entry to make it useful.
To improve its exit characteristics I added a stochastic crossover
as an alternative which improves its return dramatically in most cases.
With a little bit of tweaking I can get its win to loss ratio around 8:1 for
many of my securities. Unfortunately in not a single instance did it
give a better overall result on any period than the linear regression
system I'm using, so I guess it's not going to make me rich <:-)
Anyway here's the formula I used to test with:
Enter Long
BullFear:=(HHV(HIGH,opt1) - LLV(HIGH,opt1))/2 + LLV(HIGH,opt1);
Cross(C,BullFear) AND (DX(opt2) > opt3)
Close Long
BullFear:=(HHV(HIGH,opt1) - LLV(HIGH,opt1))/2 + LLV(HIGH,opt1);
Cross(BullFear,C) OR Cross(Mov(Stoch(opt4,3),opt5,S),Stoch(opt4,3))
Jeff
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j.ledermann@xxxxxxxxx
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