it is not perfect- it misses some of the in between turns and I can't figure out why.:
try this minor change:
exit:
if((hhv(mov(stoch(55,21),5,w),34)>70),(mov(stoch(55,21),5,w) 70), (mov(stoch(55,21),5,w)
example:
INTC:
SYSTEM TEST PERFORMANCE REPORT FOR:
stoch(55,21)-5dwma- turn up-sell on <70 or <50 on INTEL CORP
From 9/14/1993 to 7/18/1997 beginning with $10000.00.
Current position is LONG @ 80.75, entered on 7/14/1997, gain/loss $3570.37.
S U M M A R Y
Total Net Profit: $44550.60 Average trade gain/loss ($): $4455.06
Total percentage gain/loss: 445.51% Average trade gain/loss (%): 22.36%
Annualized rate of return: 115.90%
S U M M A R Y W I T H O U T B E S T A N D W O R S T T R A D E S
Total Net Profit: $24030.68 Average trade gain/loss ($): $3003.83
Total percentage gain/loss: 240.31% Average trade gain/loss (%): 18.54%
Annualized rate of return: 62.52%
T R A D E S T A T I S T I C S
Total no. of trades: 10 Percentage profitable trades: 80.00%
No. Profitable Trades: 8 No. Losing Trades: 2
Amount of profitable trades: $44964.58 Amount of losing trades: $-1207.53
Largest profitable trade: $21571.03 Largest losing trade: $-1051.11
Average profitable trade: $5620.57 Average losing trade: $-603.76
No. of stop hits: 0 Average gain/loss per stop: $0.00
trades:
OUT
Long 02/17/94 $16.63
LClose 04/14/94 $14.94
Long 05/18/94 $14.75
LClose 06/02/94 $16.13
Long 07/11/94 $14.81
LClose 10/07/94 $14.94
Long 11/01/94 $15.38
LClose 12/23/94 $15.75
Long 01/04/95 $15.94
LClose 08/04/95 $31.25
Long 10/13/95 $31.31
LClose 11/22/95 $31.13
Long 02/07/96 $29.06
LClose 07/16/96 $37.00
Long 08/02/96 $39.38
LClose 03/06/97 $73.25
Long 04/18/97 $68.50
LClose 04/23/97 $74.13
Long 07/14/97 $80.75
Current 07/18/97 $86.44 |
