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Hi there -- I read an interesting article by Caesar Alvarez who found good results using a revised RSI2 Connors type strategy on stocks that are NOT in the Russell 3000 but were so in the past.
Can we scan such a list? Thanks in advance,
P.S. Here is the link:
Thanks. True Strength is very very similar (raw) to TSI.
I have found discussions on TSI but not sure it is what I'm looking for. I use the following which I have translated from Amibroker to Metastock. IS it possible to do the same for TC2000 v12.3:
Ratio:= (CLOSE - Ref(CLOSE,-10)) / ATR(10) ;
C < AVGC10.1 *.9 AND H <= AVGC10 AND C > O
Here is the SELL code:
Thanks. It wasn't showing the same as Tradestation so I went back and re-read the rules. If anyone else cares it should be:
C > AVGC10.1 *1.1 AND L >= AVGC10 AND C < O
This is a modified CVRIII as per Dave Landry.
Thanks I got it working. One last question...is there a way to see where the condition was true in the past? In tradestation I would use a paintbar or a "dot on close" plotted right on the chart of VIX...
Right now I have a column with a condition and a "dot" if positive. I also used PPO set to 1,10 for a rough idea...thx in advance.
It's the HIGH of the day that needs to be below the 10d MA.
Instead of a 4 day exit let's use a close above yesterday's 10d MA.
Buy signals are reversed:
low of the VIX must be above 10d MA
C> 10d MA
Exit on close the day VIX trades below yesterday's 10d MA (mean reversion).
Is the best way to plot this as a "show dot" in a column?
Bruce can you pls help me code the Connors VIX Reversal III:
vix moves 10% or more below its 10day moving average
vix reverses intraday and closes above open
exit 4 days later
thank you in advance,