dougR,
I have added a ROC test to the RSI scan, namely
roc1:=Mov(ROC(C,13,%),8,E);
roc2:=Ref( Mov(ROC(C,13,%),8,E),-1);
T5:=If(ROC(C,13,%)>roc1 AND roc1>roc2 AND roc1>0,1,0);
The cross of ROC(C,13,%) with a 8 day EMA gives a reasonable signal, combined with the RSI,CCI, and stoch indicators, it looks very plausible.
Backtesting in Jan99 gave good results, in March99 it gave so-so results and in Aug99 it gave good results also.
The only current hit with the weekend data is:
TSCP
opinion on TSCP??
wart |
