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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@xxxxxxxxx> 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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