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Preston
Well, tried your suggestion of LinReg, Momentum and RSI.
{Acciona Binary Wave Compsite II}
LinReg:= If(Dema(10000*LinRegSlope(C,8)/C,8) > 5,+1,
If(Dema(10000*LinRegSlope(C,8)/C,8) < -13,-1,0));
Momen:= If(Dema(Mo(13),5) > 96, +1, If(Dema(Mo(13),5) < 106, -1,0));
RS:=If(Dema(RSI(13),5) > 35, +1, If(Dema(RSI(13),5) < 70, -1,0));
LinReg+Momen+RS
Buy:
Fml("Acciona Binary Wave Compsite II") > Mov(Fml("Acciona Binary Wave
Compsite II"),2,E) AND Ref(Fml("Acciona Binary Wave Compsite II"),-1)=-1
Sell:
Mov(Fml("Acciona Binary Wave Compsite II"),9,E)<Fml("Acciona Binary
Wave Compsite II") AND Ref(Fml("Acciona Binary Wave Compsite II"),-1)=-3
Systems Test Results:
Total net profit 3403.42
Percent gain/loss 340.34 Annual percent gain/loss 99.86
Buy/Hold profit 3233.31
Avg Win/Avg Loss ratio 14.93
Total winning trades 3 Total losing trades 1
Amount of winning trades 2294.21 Amount of losing trades -51.22
Total bars out 41 Average length out 8.20
Longest out period 31
Profit/Loss index 98.52
Reward/Risk index 99.93
Max open trade drawdown -129.89 Buy/Hold index 41.15
Which is an improvement on our previous system. The main advantage
with Acciona Binary Wave Composite II is that it doesn´t seem to get
whipsawed as much as before.
I have uploaded a file to have a look at.
PAUL
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