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Strategies & Market Trends : Stochastics -- Ignore unavailable to you. Want to Upgrade?


To: mark bluhm who wrote (199)2/19/1998 8:32:00 AM
From: Wayners  Respond to of 927
 
Excellent work. So that's how you do a "cross" function in WoW. I wasn't sure how to do it. You've got it right. I'm glad I posted that stuff.

The entry and/or exit points are when the slow stochastic first crosses those mid point bollinger bands.

One thing to add to improve the % profitability. You should add something that allows you to only trade in the direction of the current trend/moving average on price. The 3 or 5 day slope of the moving average should be + for going long and - for shorting. If you have formulas in mind PLEASE post them here. Thanks.



To: mark bluhm who wrote (199)2/19/1998 12:32:00 PM
From: Wayners  Read Replies (1) | Respond to of 927
 
Here's a Wow function for the slope/trend (12 day moving average). The slope is measured over the past 5 days. Alternately you could use 3 days or something else:

(ref(mov(c,12,s),-5)-ref(mov(c,12,s),0))/5

Enter long if the above is greater than some neutral trend threshold and your formulas are true.

Close long if the trend goes neutral or you get the hook in stochastics by your formulas



To: mark bluhm who wrote (199)2/19/1998 1:04:00 PM
From: Wayners  Read Replies (1) | Respond to of 927
 
Mark, on the exit long formulas, your greater than and less than signs need to be reversed so that the exit occurs later--when the stochastic turns below the midway bollinger band line.