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Strategies & Market Trends : TA-Quotes Plus -- Ignore unavailable to you. Want to Upgrade?

To: Craig DeHaan who wrote (8748)2/23/1999 11:10:00 PM
From: Sean W. Smith  Respond to of 11149
 
Craig,

You have the idea, I use the same duration for the test just different periods of time. I have also generated some synthetic data but haven't gotten it into TF+ yet.

Sean



To: Craig DeHaan who wrote (8748)2/23/1999 11:25:00 PM
From: Bob Jagow  Read Replies (2) | Respond to of 11149
 
Who optimized the CCI/Close peak relation, Craig?
'take another [random?] scan sample from day -120 to day -60'?

The problem I have is that the CCI spike guarantees volatility; it isn't fair to use my maxpostCl as a profit measure without a stop-loss exit in place -- did you page thru the list and note the swings?
i.e., I think you need more than
Avg chg peak +30.19%
Median chg peak +19.13%
Max peak gain 318.15%
Max peak loss -39.69%

Bob


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