logo
Welcome Guest! To enable all features please Login or Register.

Notification

Icon
Error

Options
Go to last post Go to first unread
uasish  
#1 Posted : Sunday, April 8, 2007 1:10:43 PM(UTC)
uasish

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 8/13/2005(UTC)
Posts: 170

Thanks: 7 times

Hi,

Most have migrated to new concept & indicators,but basics are basic .This is one of my oldest most simple code.

..............................................8........................................

a:= LLV(RSI(14),20)< Ref(LLV(RSI(14),20),-2) AND LLV(RSI(14),20) < 35;
b:= If(Ref(a,-1) =1 AND a =0 ,1,0);
m:= Alert(b,10) AND WillR(14) < -95;
n:= If(Ref(m,-1) =1 AND m =0 ,1,0);
n;

.................................8...............................................

With Entry at next day open & 2% SL and 50% exit at 4 % above Entry and balance 50 % at 2nd 70 value of RSI(14),kindly do a simmulation test.On Indian Indices last 10 yrs data has given on a monte carlo test of TradeSim 46.82 % winning trades .So now it is for all to evaluate.

Asish

mozillan  
#2 Posted : Friday, April 13, 2007 9:58:12 AM(UTC)
mozillan

Rank: Member

Groups: Registered, Registered Users
Joined: 2/23/2007(UTC)
Posts: 26

Dear Asish,

46.82% winning trades could also be expressed as 53.18% losing trades, in which case we would have made a loss. Or is it that the winning trades earned more than the loss on the losing trades? Kindly give Rupees earned/lost in this system.

uasish  
#3 Posted : Friday, April 13, 2007 12:25:50 PM(UTC)
uasish

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 8/13/2005(UTC)
Posts: 170

Thanks: 7 times

mozillan,

The test was done on TradeSim Entrprise edition ,on a Data base of 10 yrs on Indian Stocks.The link :

http://www.4shared.com/file/14023757/e7362d15/Test_By_TradeSim.html

Asish

Users browsing this topic
Guest (Hidden)
Forum Jump  
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.