Strategy Variations with the
DV Super Smoothed Double Stochastic Oscillator
September 14, 2009

Testing some more of David Varadi's strategies from CSS Analytics

20/80 DV Super Smoothed Double Stochastic Oscillator

    Long Strategy
    • Entry if DV Oscillator <= 20
    • Exit if DV Oscillator >= 80
    Short Strategy
    • Entry if DV Oscillator >= 80
    • Exit if DV Oscillator <= 20

50/50 DV Super Smoothed Double Stochastic Oscillator

    Long Strategy
    • Entry if DV Oscillator <= 50
    • Exit if DV Oscillator >= 50
    Short Strategy
    • Entry if DV Oscillator >= 50
    • Exit if DV Oscillator <= 50

05/50 - 95/50 DV Super Smoothed Double Stochastic Oscillator

    Long Strategy
    • Entry if DV Oscillator <= 5
    • Exit if DV Oscillator >= 50
    Short Strategy
    • Entry if DV Oscillator >= 95
    • Exit if DV Oscillator <= 50

05/05 - 95/95 DV Super Smoothed Double Stochastic Oscillator

    Long Strategy
    • Entry if DV Oscillator <= 5
    • Exit if DV Oscillator >= 5
    Short Strategy
    • Entry if DV Oscillator >= 95
    • Exit if DV Oscillator <= 95

*System was run without trade frictions, calculating Oscillator at close and placing trade at close price



Full Report



Here is the Excel file David Varadi sent over for the calculations of the
DV Super Smoothed Double Stochastic Oscillator
(right click: save link as)


Update:

Here is the Excel 97-2003 Version (.xls)
(right click: save link as)



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