Another of those based on Range.
The original concept of SR based system was inspired by Saint's work but the code is based on the system posted by Karthik.
The example above is one of the ideal cases, we do get lots of wips.
You can see from both the charts that use of the buffer / filter or room make a big difference in getting right reversals and avoiding wipsaws.
Also the moneny management lesson of the flow method have been an eye opener for me, the adds will make all the difference, I have incorporated the filter concept buy yet to fully get the adds in.
I have posted a question to Karthik earlier on this thread, if you do find some time plz get back on that.
How to optimize a system/method to get a smoother equity curve? If you want I will upload examples / test runs based on the system you have shared on your blog (also posted here at later date). If that helps I can also ask you specific questions based on those backtests.
Regards
PK
The original concept of SR based system was inspired by Saint's work but the code is based on the system posted by Karthik.
Range based SRs
Saint Flow
(no adds, no gaps, no wrbs or BO failures, no lots of other things)
(no adds, no gaps, no wrbs or BO failures, no lots of other things)
The example above is one of the ideal cases, we do get lots of wips.
You can see from both the charts that use of the buffer / filter or room make a big difference in getting right reversals and avoiding wipsaws.
Also the moneny management lesson of the flow method have been an eye opener for me, the adds will make all the difference, I have incorporated the filter concept buy yet to fully get the adds in.
I have posted a question to Karthik earlier on this thread, if you do find some time plz get back on that.
How to optimize a system/method to get a smoother equity curve? If you want I will upload examples / test runs based on the system you have shared on your blog (also posted here at later date). If that helps I can also ask you specific questions based on those backtests.
Regards
PK
Hi Pk,
Thanks for the chart,If it's okay to you ,please post the AFL's for the charts you have plotted. i,m a bit weak in AFL coding.
Thanks In Advance.
Avinash:thumb: