News Focus
News Focus
icon url

positiontrader

03/26/06 5:45 PM

#26981 RE: tclark1 #26968

Very impressive work tclark 1

This gives people options on how to use the system depending on their comfort level with downdraws.

Best Regards

Marc
icon url

KovuLK

03/26/06 6:20 PM

#26982 RE: tclark1 #26968

tclark1 re: NDO comparisons w/ stops


Now thats exactly what we need; some concise and understandable way to compare all these stop loss choices. Most excellant.

Now this is for 'next day open' trading. For us mutual fund traders is there an easy way for you to set up this spreadsheet for the results as related to EOD?? Or has it been done and I missed it?? Over the long run there may not be that much difference in these results between the two time periods, as I look at MFB's postings for back testing (#24678 & #24052).

Thanks much for your work
kovu
icon url

stock-trace

03/26/06 6:47 PM

#26986 RE: tclark1 #26968

nice. amibroker?

what is the reentry criteria after a stop out?

could you give the trade by trade for the 5%/3%?

thank you.




icon url

positiontrader

04/06/06 9:58 PM

#28772 RE: tclark1 #26968

tclark 1,

Could you please run a comparison using hard stops,,short 4% long 15% "except add the cash when rsi 14 hits 70" in this order of dominance during a bull mode.

Bull-Bear Signal Combined System - EOD Signal

Use Bear Signal If PPO(5EMA,10EMA) line is between -1.6 and 1.6 and lower than yesterdays line
Use Bull Signal Otherwise

Bull Signal System - Listed by order of dominance

Long VTO Buy at 28 sell at 50
Cash when RSI 14 is >70
Long NDX100 > NDX100 EMA10
Short RSI 5 above 70
Long NASI EMA5 above NASI EMA24
Short NASI EMA5 below NASI EMA24

Bear Signal System - Listed by order of dominance

Long VTO Buy at 28 sell at 50
Short RSI 5 above 70
Long NASI EMA5 above NASI EMA24
Short NASI EMA5 below NASI EMA24


Regards

Marc

icon url

stock-trace

04/15/06 5:52 PM

#29108 RE: tclark1 #26968

tc-
lets assume the following-

that one gets stopped out to cash on an rsi5 play at 3% loss. the price then goes up and the rsi 5 is now 32. what is the position at that point?

what would be the signal if
1. rsi then goes to 51
2. rsi dips below 28 again

thx for the clarification

st