guru_trader
485 posts
msg #71074
- Ignore guru_trader |
1/30/2009 2:05:04 AM
Found this on Cool-Trade's forums ... posted by "bogusexception" on Dec/26/2008 8:16 PM
"I have a killer strategy for GS that uses MACD, DM and CCI. Backtests at 51.49%/39.56% monthly profit! It goes basically like this:
Open
MACD[MACD,Close,12,26,9,1] > MACD[Signal,Close,12,26,9,1] AND
DirectionalMovement[+DI,14,14,1] < DirectionalMovement[-DI,14,14,1] AND
DirectionalMovement[+DI,14,14,1] < DirectionalMovement[ADX,14,14,1]
Close
DirectionalMovement[+DI,14,14,1] < DirectionalMovement[-DI,14,14,1] AND
CCI[CCI,20,1] > 100 AND
CCI[CCI,20,D,1] >= 100
No trailing stops, nothing. Try it."
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maxreturn
745 posts
msg #71117
- Ignore maxreturn |
1/31/2009 5:50:08 PM
Hello Guru_Trader. What does the "1" parameter represent for each indicator?
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chetron
2,817 posts
msg #71118
- Ignore chetron |
1/31/2009 5:57:31 PM
1 minute interval, except for the D,1, which is 1 day ago.
hth
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guru_trader
485 posts
msg #71160
- Ignore guru_trader |
2/4/2009 5:15:23 AM
Ya, I like that Cool-Trade allows you to enter additional criteria like time intervals directly into the technical indicators.
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chetron
2,817 posts
msg #71161
- Ignore chetron
modified |
2/4/2009 6:41:24 AM
i had a hard time putting something together at cool trades. it bogged down when i tried to test my code. strategydesk lets you put in the time interval also.
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guru_trader
485 posts
msg #71194
- Ignore guru_trader |
2/5/2009 7:09:36 AM
Thanks Chetron, I haven't tried StrategyDesk yet
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chetron
2,817 posts
msg #71197
- Ignore chetron |
2/5/2009 8:09:29 AM
ONLY ISSUE I HAVE HAD IS THAT IF A BACKTEST WINDOW IS OPEN DURING TRADING HOURS, THEN THE PROGRAM WILL HANG UP ON MY PC.
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acfncp3
59 posts
msg #73678
- Ignore acfncp3 |
4/19/2009 5:21:16 PM
I just got strategy desk... if I read this right the MACD is climbing but the +di(14) is below the -di(14) and the adx is below the +di(14)... can you explain the logic of this Trading Strategy a little more.
Thanks
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chetron
2,817 posts
msg #73682
- Ignore chetron |
4/19/2009 8:39:30 PM
i believe it is just a basic divergence play
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