System 3
Sorry to bother you again, but I still need a few clarifications before I can program this.
FILTERS:
If the $COMPQ 20day EMA is above the $COMPQ 250day EMA, the sell filter is in effect. If the $COMPQ 20day EMA is below the $COMPQ 250day EMA, the buy filter is in effect. (I actually use the 20, 250 PPO)
BUY:
A. If the sell filter is in effect, buy when the CCI rises above -100.
B. If the sell filter is in effect, buy when the CCI rises above 0.
C. If the Buy Filter is in effect, the CCI must first fall below -240 and then rise above -100 to generate a Buy.
D. Buy if the 20day EMA crosses above the 250day EMA.
As far as I understood from the previous discussions, you mean "if not invested, Buy when any of the conditons A, B, C or D occur". Correct?
Note, however, that if condition D occurs, then the Sell Filter will be in effect. Then, what is the purpose of conditions A and B (i.e., waiting for additional CCI-related conditions to be fulfilled), if condition D tells us to Buy immediately?
I tested the system by going through the chart signal by signal.
Do you want me to backtest the system over exactly the same time period as you (in order to confirm the trades) - or over the whole lifespan of the $COMPQ?
BTW, I am back from my business trip - but my main computer has problems and is being repaired, so I probably won't be able to access this site often. (I am doing it now using a notebook computer with an awful keyboard which often misses keypresses.) In addition, the next week I have to attend a conference, so I again won't be able to read this forum regularly.
Regards,
Vesselin
Sorry to bother you again, but I still need a few clarifications before I can program this.
FILTERS:
If the $COMPQ 20day EMA is above the $COMPQ 250day EMA, the sell filter is in effect. If the $COMPQ 20day EMA is below the $COMPQ 250day EMA, the buy filter is in effect. (I actually use the 20, 250 PPO)
BUY:
A. If the sell filter is in effect, buy when the CCI rises above -100.
B. If the sell filter is in effect, buy when the CCI rises above 0.
C. If the Buy Filter is in effect, the CCI must first fall below -240 and then rise above -100 to generate a Buy.
D. Buy if the 20day EMA crosses above the 250day EMA.
As far as I understood from the previous discussions, you mean "if not invested, Buy when any of the conditons A, B, C or D occur". Correct?
Note, however, that if condition D occurs, then the Sell Filter will be in effect. Then, what is the purpose of conditions A and B (i.e., waiting for additional CCI-related conditions to be fulfilled), if condition D tells us to Buy immediately?
I tested the system by going through the chart signal by signal.
Do you want me to backtest the system over exactly the same time period as you (in order to confirm the trades) - or over the whole lifespan of the $COMPQ?
BTW, I am back from my business trip - but my main computer has problems and is being repaired, so I probably won't be able to access this site often. (I am doing it now using a notebook computer with an awful keyboard which often misses keypresses.) In addition, the next week I have to attend a conference, so I again won't be able to read this forum regularly.
Regards,
Vesselin
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