SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Technical Analysis - Beginners -- Ignore unavailable to you. Want to Upgrade?


To: gonzongo who wrote (10297)5/23/1999 6:24:00 PM
From: Craig DeHaan  Respond to of 12039
 
g,
Here's 4/23/99 scan hit results on the specified criteria with 3 entry/exit
variations. I think it needs a SRSI value summation limit criteria similar to
Grace for best all-around results. I'll speriment on other entry
dates before the gavel falls. Or please to publicly augment yerself.
CP

SRSI(14) Modified Trials

SRSI(14) Factor v1
Enter Long:
>Mov(C,200,S)*1.5 AND
Fml("StocRSI(8,5)")>Ref(Fml("StocRSI(8,5)"),-1) AND
Fml("StocRSI(8,5)")>35 AND
Fml("StocRSI(14)")>Ref(Fml("StocRSI(14)"),-1) AND
Ref(Fml("StocRSI(14)"),-1)<Ref(Fml("StocRSI(14)"),-2)
Close Long:
Cross(200,CCI(13))
OR
Fml("Insync Index") >= 85

SRSI(14) Factor v2
Enter Long:
same as v1
Close Long:
(Fml("StocRSI(14)")>75 AND
Fml("StocRSI(14)")<Ref(Fml("StocRSI(14)"),-1) AND
Ref(Fml("StocRSI(14)"),-1)>Ref(Fml("StocRSI(14)"),-2))

SRSI(14) Factor v3
Enter Long:
same as v1 + Fml("StocRSI(8,5)")+Fml("StocRSI(14)") <100
Close Long:
same as v2

ATR89 scan list hits from 4/23/99 - 752 days data

System Net Profit %Gain W/L Trades Win Lose CurPos DateEnter
ADAM
v2 30404.0391 304.04 N/A 0 0 0 Long 03/15/99
v3 30404.0391 304.04 N/A 0 0 0 Long 03/15/99
v1 3225.7891 32.26 1.9 3 2 1 Out 05/12/99
AMZN
v3 30104.1016 301.04 2.59 5 4 1 Long 05/18/99
v1 19771.2383 197.71 2.91 9 8 1 Long 04/26/99
v2 16534.668 165.35 6.82 6 4 2 Long 04/26/99
ATHM
v2 1316.6846 13.17 1.94 3 2 1 Long 04/13/99
v1 741.4883 7.41 1.65 6 4 2 Long 04/13/99
v3 -3028.29 -30.28 N/A 2 0 2 Long 04/26/99
XCIT
v3 20165.6289 201.66 N/A 3 3 0 Long 04/26/99
v2 16218.4453 162.18 2.22 5 3 2 Long 03/22/99
v1 5314.6924 53.15 1.12 8 5 3 Long 04/26/99
FBG
v1 -2323.9438 -23.24 N/A 0 0 0 Long 04/26/99
v2 -2323.9438 -23.24 N/A 0 0 0 Long 04/26/99
v3 -2323.9438 -23.24 N/A 0 0 0 Long 04/26/99
KLOC
v1 23836.293 238.36 N/A 3 3 0 Long 04/26/99
v3 14026.0586 140.26 N/A 2 2 0 Long 04/26/99
v2 6959.1504 69.59 N/A 3 3 0 Long 04/13/99
LLTC
v3 697.3633 6.97 N/A 1 1 0 Long 04/26/99
v2 483.5459 4.84 N/A 1 1 0 Long 04/26/99
v1 137.0742 1.37 N/A 1 1 0 Long 04/26/99
MXIM
v3 0 0 N/A 0 0 0 Out 04/30/97
v1 -294.4268 -2.94 N/A 0 0 0 Long 04/09/99
v2 -1312.4941 -13.12 N/A 1 0 1 Long 04/16/99
NETE
v3 23118.3359 231.18 N/A 1 1 0 Long 02/09/99
v2 19933.8828 199.34 6.59 2 1 1 Long 02/09/99
v1 -1281.5732 -12.82 0.76 4 2 2 Out 04/29/99
NPIX
v1 2181.5889 21.82 N/A 2 2 0 Out 05/10/99
v2 796.8154 7.97 N/A 1 0 1 Long 04/26/99
v3 0 0 N/A 0 0 0 Out 04/30/97
BEAM
v2 4887.0234 48.87 N/A 1 1 0 Long 04/26/99
v3 4492.291 44.92 N/A 1 1 0 Long 05/14/99
v1 876.1182 8.76 0.44 2 1 1 Long 05/14/99



To: gonzongo who wrote (10297)5/23/1999 7:56:00 PM
From: Craig DeHaan  Read Replies (1) | Respond to of 12039
 
g,
Correction:
SRSI(14) Modified Trials

SRSI(14) Factor v1
Enter Long:
C >Mov(C,200,S)*1.5 AND ............

or
150% "above" as in "greater" being C>Mov(C,200,S)*2.5 ?
That should cut applicants down to PhD-volatility/trend status.
Best to check it first.

CP