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the conditions are OK. The trades are not many. 113 for the whole
N100 group since Jan2000. 22 stocks did not meet the criteria at all.
Maximum # of trades was 3 for 4 stocks.
AMZN was good...
No trades from Jan2000 till Oct2001 and then 3 nice Long trades with
an +120% profit. The system was waiting AMZN all the bearish period
patiently...
DT
--- In amibroker@xxxxxxxxxxxxxxx, "bdsko" <bdsaqa6@xxxx> wrote:
> Greetings
>
> I had a previous post in which I requested assistance for the AFL
> that would create the following:
>
> Price = 20/40
> Stochastics = 14/4/5
> RSI = 14
>
> The rules were to buy when the stochastics break above 50 & the
price
> clearly breaks above its 20 day EMA.
>
> The sell was generated when the RSI breaks below 70.
>
> The code that I am using is below:
>
> pds = 14;
> slw = 4;
> slwd = 5;
> // Fast Stoch
> FSK = 100*(C-LLV(L,pds))/(HHV(H,pds)-LLV(L,pds));
> // Slow Stoch %K
> FLSK = MA( FSK, slw );
> // Slow Stoch %D
> FLSD = MA( FLSK, slwd );
>
> Buy = Cross( FLSD, 50 ) AND Cross( Close, MA( Close, 20 ) );
>
> Sell = Cross( RSI( 14 ), 70 );
>
> The back test results are inconsistent when I compare it aginst
> backtesting with the data feed which is FT.
> Any suggestions on how I might modify the code is greatly
appreciated.
>
> Tx,
>
> Bruce
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