Thanks for sharing your indicators and your stochastics knoledge. Would you mind explaining what you mean by sufficient "hook" size. I placed this into WOW and tried the system shown below. I'm trying to find the best system for SP-500 and OEX. This gave me 71% profitable trades with a 475 OEX point gain from 1988-1997. Unfortunatly the
data I used was not split so the point total would be half (i'm at work and have pre-split data).
Thanks
mark
enter long:
(stoch(peri,3) > (mov(stoch(peri,3),peri2,s)+(mov(stoch(peri,3),peri2,s)-std(stoch(peri,3),peri2,devi)))/2) and
(ref(stoch(peri,3), -1) < ref((mov(stoch(peri,3),peri2,s)+(mov(stoch(peri,3),peri2,s)-std(stoch(peri,3),peri2,devi)))/2, -1))
close long:
(stoch(peri,3) > (mov(stoch(peri,3),peri2,s)+(mov(stoch(peri,3),peri2,s)+std(stoch(peri,3),peri2,devi)))/2) and
ref(stoch(peri,3), -1) < ref((mov(stoch(peri,3),peri2,s)+(mov(stoch(peri,3),peri2,s)+std(stoch(peri,3),peri2,devi)))/2, -1)
|
