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[Patacôncio]

Stochastic and RSI System

Mov((RSI(8)-LLV(RSI(8),8))/(HHV(RSI(8),8)-(LLV(RSI(8),8))),5,w)*100

A formula like this works best with confirming indicators. If the MACD 13-34-89 is above the zero line (purple line in window 2 above), it confirms and uptrend and the indicator is usually more accurate. If the MACD 13-34-89 is below the zero line, then a "short" indication from the StochRSI may give better results.StochRSI 13 also gives excellent indicators- in this index it had 4 out of 5 winning signals in two year period. The time between signals is of course longer. Check this method out on your favorite issues.

from Andy G. andyg@megsinet.net


PS Bom para "leading" e divergências !

[Patacôncio]

Um "relatório" de um provável sistema deste indicador, mas sem contar com comissões e "slipagges" !

Item Value Item Value
Total net profit 9.0200 Open position value 0.3100
Percent gain/loss N/A Annual percent gain/loss N/A
Initial investment N/A Interest earned N/A

Current position Short Date position entered 09-12-2002

Buy/Hold profit -3.9700 Days in test 748
Buy/Hold pct gain/loss N/A Annual B/H pct gain/loss N/A

Total closed trades 51 Commissions paid 0.0000
Avg profit per trade 0.1708 Avg Win/Avg Loss ratio 1.47
Total long trades 26 Total short trades 25
Winning long trades 16 Winning short trades 15

Total winning trades 31 Total losing trades 20
Amount of winning trades 15.5300 Amount of losing trades -6.8200
Average win 0.5010 Average loss -0.3410
Largest win 2.8100 Largest loss -1.1500
Average length of win 12.58 Average length of loss 6.45
Longest winning trade 30 Longest losing trade 14
Most consecutive wins 6 Most consecutive losses 2

Total bars out 20 Average length out 20.00
Longest out period 20

System close drawdown 0.0000 Profit/Loss index 56.94
System open drawdown -0.3000 Reward/Risk index 96.78
Max open trade drawdown -0.9000 Buy/Hold index 335.01


Este sistema apenas incorpora posições longas e curtas mas para futurames !