HPotter

1-2-3 Reversal Backtest Strategy

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This is backtesting script.
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
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Hi,

It is written "/// ....during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50...." however the code is "....vFast > Level..."

Can you please recheck?

BR
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HPotter gunaydines
@gunaydines, Hi, In the code as default sets 14, it was changed for strategy. Sorry.
You can change it in the input settings dialog on the 9 or other wise.
Responder
gunaydines HPotter
@HPotter, Hi again, thanks for the feedback. The main point that I asked actually was;

*** for pos =1;
----- Is it vFast > Level(=50) as it is in the code or "Stochastic Slow Oscillator is lower than 50" as in the descripiton? which one is correct?
***for pos=-1;
------ Is it vFast < Level(=50) as it is in the code or "Stochastic Fast Oscillator is higher than 50" as in the descripiton? which one is correct?

I have searched many web sites in order to find the original Ulf Jensen strategy, however I couldn't. I might be a bit older to find the right way to search... :)))

BR
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HPotter gunaydines
@gunaydines, It was be changed for more profitable of strategy. I also do not know how it should be as original ))) If you will found, I can make modification and publish it.
Responder
Thanks for your contribution @HPotter I think it is a good indicator to add to a strategy for buy/sell areas assuming it is tuned properly. Very interesting!
Responder
@hankle, You are welcome.
Responder
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