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Ok...lets take the original and roll with it. So, were going to use the FGallFalse.efs right? If so, I am all over it!
Fibbgann
Fibbgann
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go for it!
and use 120 days of data, your cpu will hate it but I think you need to do as long a time as possibleComment
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FG
If you want me to run some of the iterations, let me know.
Maybe I can do the cci's from 10-30 step 1, with the sto and rsi constant.
If so, let's each a couple of the same numbers and make sure our results compare.Comment
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Yeah to bad esignal crashes every time I do this! Sure you name it
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Re: Reply to post 'Signal clarity'
Still running that TRS 80?
>Comment
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LOL, oh that was a killer! Actually I am running a power house. 2 GIG of ram and 6.8 GIG processor. I have 2 pentium 3.4 dual channel XEONS with hyperthreading. I think I have enough.
TRS80 that was great!
FibbgannComment
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I tryed to backtest but, it is crashing esignal everytime. i can backtest a bunch of other efs's. But, this one is instantly killing esignal. I tried on 2 diferent versions on 2 different workstations.
You having any luck?
FibbgannComment
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Just to clarify...my comment was that CCI and RSI are similar in theory and similar in represntation. I was suggesting using something other than CCI and RSI - be it MACD, BBAND or whatever...just something that represents a differentiation.
And once again I will repeat. Using the amount of intraday data available, I would not draw ANY conclution as to which indicators or settings on those indicators work best. Tuning for 15 minutes with 3 months worth of data will be very misleading. All it will tell you is how well this works on a 15 minute ES basis during a bear market rally.
If you really want to do that kind of work, switch to daily and then you have years worth of data to work with...many many more bars that run from a bull to bull market retraces to bears to bear market rally's and everything inbetween.
GarthGarthComment
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Re: Reply to post 'Signal clarity'
FG
BackTesting fine here, suggest you try a trs80.Comment
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Re: Reply to post 'Signal clarity'
Not sure what this means but here goes...
I ran some backtests using 5 minute data for 120 days, varying the cii from
10 to 30 in steps of two, plus I did 15 and 25. The RSI and Stochastic
values where left unchanged.
cci profit
10 3812
12 4037
14 4312
15 3712
16 4362
18 4137
20 3087
22 3712
24 3637
25 3012
26 4475 **
28 5100 **
30 4487 **
I agree with what Garth said - this is only 120 days of 5 min data in a bear
rally - but does this data suggest any thing for further testing?
Note: the three largest returns are from 26, 28 and 30.Comment
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Dloomis I am sorry, but as I stated below. This efs is crashing my Esignal. I have tried others and have no problem. Not sure what the cause of this might be?
FibbgannComment
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Re: Reply to post 'Signal clarity'
FYI
I just received a long signal at 1075.25
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Monday, December 15, 2003 1:11 PM
Subject: Reply to post 'Signal clarity'
> Hello dloomis,
>
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
>Comment
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Which efs. are you using? Because I am still getting instant crashes. I would like to be testing since the market is junk.
FibbgannComment
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Re: Reply to post 'Signal clarity'
FG
send me an email and I send you the one I am using
[email protected]Comment
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David
Why don't you post it here as an attachment? At this point I too am not sure as to which one we should all be on (even though I am not having problems backtesting any of them).
AlexComment
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