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Vitaly I received a hand from Equis Support and the system folows, thanks
for your help.
J.Carlos
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> From: José Carlos Duarte Areia <areia@xxxxxxxxxxxxxxx>
> To: areia <areia@xxxxxxxxxxxxxxx>
> Subject: Fw: Stochastic system optimize
> Date: Domingo, 28 de Setembro de 1997 22:56
>
>
>
> ----------
> From: Equis Support <support@xxxxxxxxx>
> To: 'areia@xxxxxxxxxxxxxxx'
> Subject: RE: Stochastic system optimize
> Date: Sexta-feira, 26 de Setembro de 1997 22:24
>
> > The trouble is that the indicator will not usually cross the 20 or 80
> > line on exactly the same day as %K crosses %D. This means you have to
> > decide if you want the 20/80 line to cross first or he %K %D line to
> > cross first. Then simply write your rules using an Alert to keep one
> > or
> > the other condition true while waiting for the second cross.
> >
> > the Alert() function is used for this purpose. In the following
> > example
> > Alert(condition,10) keeps the Alert condition true for 10 periods to
> > wait for the second cross. To increase this alert period simply
> > increase 10 to a larger number in the formula rules.
> >
> > You could set an Alert() period. This could tell the System Tester
> > that
> > Stochastic must cross the 20 or 80 line first and after that the %K
> > crossing %D would trigger a buy or sell.
> >
> > The rules for something like this would be:
> >
> > Enter Long:
> > Alert(Cross(Stoch(5,3),20),10) AND
> > Cross(Stoch(5,3),Mov(Stoch(5,3),3,E))
> >
> > Close Long:
> > Alert(Cross(80,Stoch(5,3)),10) AND
> > Cross(Mov(Stoch(5,3),3,E),Stoch(5,3))
> >
> > Enter Short:
> > Alert(Cross(80,Stoch(5,3)),10) AND
> > Cross(Mov(Stoch(5,3),3,E),Stoch(5,3))
> >
> > Close Short:
> > Alert(Cross(Stoch(5,3),20),10) AND
> > Cross(Stoch(5,3),Mov(Stoch(5,3),3,E))
> >
> > You could optimize this test by replacing any number in the rules with
> > an OPT variable. For example Stoch(5,3) might become
> > Stoch(OPT1,OPT2).
> > OPT1 might represent any number from 5 to 25 and OPT2 could do the
> > same.
> >
> >
> >
> > George
> > Equis Support
> >
> > > -----Original Message-----
> > > From: José Carlos Duarte Areia [SMTP:areia@xxxxxxxxxxxxxxx]
> > > Sent: Thursday, September 25, 1997 8:41 PM
> > > To: Equis Support
> > > Subject: Stochastic system optimize
> > >
> > > To George
> > >
> > > "For example do you want to enter a trade when %K crosses %D and the
> > > 20
> > > or 80 line is crossed?"
> > >
> > > Yes George,wat I want ,if possible,is to optimize either the %K and
> > %D
> > > crosses and it numbers, and also optimize the 20/80 numbers lines
> > > everything in one formula. I don't know if it's correct to
> > manipulate
> > > the
> > > 20/80 numbers or if those numbers are fixed. If not correct, I'm
> > > looking
> > > to a formula to found only the optimum number to %K and %D numbers
> > > where to
> > > enter a trade when %K crosses %D and the 20 or 80 line is crossed as
> > > you
> > > write above.
> > > With my formula I try one time and it optimize the %K and %D
> > numbers
> > > and
> > > the 20/80 numbers, but the results are negatives, with TBR the
> > > securitie I
> > > used.
> > > Thanks one more time for your help.
> > > J.Carlos
> ----------
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