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Chris,
This is what I'm doing.
On the study I reported I was using
the default values shown.
Clyde
Input: RSILeng(20),ExitRSI(55);
Input: MaxBPerc(30), MinBPerc(5), TMode(0), AMode(0);
Vars: RSIVal(0);
If AMode>0
then RSIVal=PercentR2(RSILeng, 5)
else RSIVal=RSI(C,RSILeng);
If TMode<1 then begin
If MaxBPerc>=30 and MinBPerc<=30 and RSIVal Crosses Under 30 then Buy At
Market else
If MaxBPerc>=25 and MinBPerc<=25 and RSIVal Crosses Under 25 then Buy At
Market else
If MaxBPerc>=20 and MinBPerc<=20 and RSIVal Crosses Under 20 then Buy At
Market else
If MaxBPerc>=15 and MinBPerc<=15 and RSIVal Crosses Under 15 then Buy At
Market else
If MaxBPerc>=10 and MinBPerc<=10 and RSIVal Crosses Under 10 then Buy At
Market else
If MaxBPerc>= 5 and MinBPerc<= 5 and RSIVal Crosses Under 5 then Buy At
Market;
End
Else begin
If MaxBPerc>=30 and MinBPerc<=30 and RSIVal Crosses Over 30 then Buy At
Market else
If MaxBPerc>=25 and MinBPerc<=25 and RSIVal Crosses Over 25 then Buy At
Market else
If MaxBPerc>=20 and MinBPerc<=20 and RSIVal Crosses Over 20 then Buy At
Market else
If MaxBPerc>=15 and MinBPerc<=15 and RSIVal Crosses Over 15 then Buy At
Market else
If MaxBPerc>=10 and MinBPerc<=10 and RSIVal Crosses Over 10 then Buy At
Market else
If MaxBPerc>= 5 and MinBPerc<= 5 and RSIVal Crosses Over 5 then Buy At
Market;
End;
if RSIVal Crosses Over ExitRSI then ExitLong;
{
To compare the results I would like to see the following money management
rule:
Per trade use 3% of the overall equity, so that we dont miss trades.
The system should be tested on the 30 stocks of the DOW.
I would like to compare the results afterwards, so if needed I could send a
set of data in ASCII format and we could condact the test on this data. Is
anyone interested in programming that code in Easy Language. We could post
our results here.
}
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Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: clydelee@xxxxxxxxxxxx
7910 Westglen, Suite 105 Office: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
Details at: www.theswingmachine.com
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----- Original Message -----
From: "Chris Emery" <cemery1@xxxxxxxxxxxxx>
To: "Clyde Lee" <clydelee@xxxxxxxxxx>
Sent: Wednesday, January 30, 2002 1:11 PM
Subject: Re: Compare results of a very good system (RSI)
> Clyde,
> Are you using the 14 period breaking thru the 20 or 25 level? exiting on
the
> 55 level?
> Thanks and Regards
> Chris
>
>
>
>
> -----Original Message-----
> From: Clyde Lee <clydelee@xxxxxxxxxx>
> To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
> Date: Wednesday, January 30, 2002 1:34 PM
> Subject: Re: Compare results of a very good system (RSI)
>
>
> Using TC2000 data for the Dow stocks I constructed a simple
> system based on this post.
>
> The attached picture shows the results.
>
> It is clear that some type of stoploss would need to be put
> in place to get rid of some very, very, very bad drawdowns.
>
> Remember, this system only trades long and is somewhat
> biased by that fact. However, many of the stocks made
> some of their best money in the recent rally from September.
>
> No moneymanagement. Adding 200 shares on each signal.
> Remember, this thing trades multiple signals.
>
> Clyde
>
>
> - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> Clyde Lee Chairman/CEO (Home of SwingMachine)
> SYTECH Corporation email: clydelee@xxxxxxxxxxxx
> 7910 Westglen, Suite 105 Office: (713) 783-9540
> Houston, TX 77063 Fax: (713) 783-1092
> Details at: www.theswingmachine.com
> - - - - - - - - - - - - - - - - - - - - - - - - - - - -
>
> ----- Original Message -----
> From: "Volker Knapp" <vk@xxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Tuesday, January 29, 2002 11:45 PM
> Subject: Compare results of a very good system (RSI)
>
>
> > Hi,
> >
> > there has been an interesting result of a system on the wealth-lab page.
> > It is a pure RSI used on a portfolio of stocks. I am/was not a fan of
>
>
>
>
- - - - - - - - - - - - - - - - - - - - - - - - - - - -
Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: clydelee@xxxxxxxxxxxx
7910 Westglen, Suite 105 Office: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
Details at: www.theswingmachine.com
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