Kevin_in_GA
4,599 posts
msg #83641
- Ignore Kevin_in_GA |
11/30/2009 9:25:53 PM
Hey, I ran across this interesting post tonight, and thought it might be worthwhile sharing with others here at SF:
Trading on the DV(2) versus the RSI(2)
It is similar to the RSI(2). At the link I posted here they have done some performance backtesting to compare the RSI(2) to the DV(2) - based on what is shown, it might be worth taking a look at if you currently use the RSI(2).
Here is a quick filter for it - feel free to critique and modify as you see fit:
I'm not sure how well this works - looks like a lot of crossovers where you can get whipsawed. Anyway, it might make for some useful tinkering.
Kevin
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chetron
2,817 posts
msg #83642
- Ignore chetron
modified |
11/30/2009 9:44:13 PM
maybe....
BACK TO BASICS.....
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Kevin_in_GA
4,599 posts
msg #83656
- Ignore Kevin_in_GA |
12/1/2009 7:51:55 AM
"Draw SHORT on plot BUY" is causing a filter performance restiction on this one. I just removed the "on plot BUY" portion and it works nicely.
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chetron
2,817 posts
msg #83658
- Ignore chetron |
12/1/2009 8:30:09 AM
UPDATED, THANX KEV.
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Kevin_in_GA
4,599 posts
msg #83662
- Ignore Kevin_in_GA |
12/1/2009 8:50:52 AM
Chet - what time zone are you in? Don't you sleep???
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Eman93
4,750 posts
msg #83765
- Ignore Eman93 |
12/2/2009 8:42:12 PM
Sleep is over rated
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Mactheriverrat
3,135 posts
msg #118127
- Ignore Mactheriverrat |
2/8/2014 2:44:28 PM
Well that's some interesting code to play around with on my other filters.
Hmmmm!
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guspenskiy13
976 posts
msg #120376
- Ignore guspenskiy13
modified |
6/3/2014 5:27:51 PM
I found this pretty useful from the first glance and the recent brief back-testing...
Might implement this in Tos...
Thanks Kevin.
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boston
58 posts
msg #120377
- Ignore boston |
6/3/2014 7:33:41 PM
I think you get just a little bit of a smoothed out version of the cci with the dv . Just looking at them
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