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Sorry to bug you Jim however I think I missed something in an earlier
email.
I need the following formulas to make the Explorations and System Test
work:
Tema MFI
Tema (S/C)
Tema Roc
Roc C
The formulas above are they the same as the other formulas with just
different names.
Thanks
Don
On Sun, 5 Oct 1997 10:52:42 -0400 "Jim Greening" <JimGinVA@xxxxxxxxxxxxx>
writes:
>Jim,
> Yes you have to create separate explorer tests and normalize the
>variables since the explorer won't optimize. I'll copy my
>explorations
>below. I only keep a small number of stocks in my database, so I run
>the
>system tests when I first import the historical data. Then I change
>the
>stock indicators to reflect which system test did best. When I get a
>stock
>from a weekly exploration, I then run the system test again. Since
>I'm
>only dealing with a few stocks at a time, it's no big problem.
>However,
>running the explorations on a large database will probably give you
>hundreds of stocks. That's why I use Telescan for my initial screens.
>
>Jim
>-----------------------------------------------------------
> MetaStock for Windows
> The Explorer
>============================================================================
>
> 01_MFI/R2/Regress Slope/TSF - Long
> CALCULATION PARAMETERS
> -----------------------
> Periodicity: Daily
>
> COLUMN FORMULAS
> ---------------
> ColumnA: Close
> C
>
> ColumnB: R2
> RSquared(C,21)
>
> ColumnC: S/C
> Fml("Tema (S/C)")
>
> ColumnD: MFI
> Fml("Tema MFI")
>
> FILTER SOURCE
> -------------
> Filter Enabled: Yes
>
> Formula:
> Alert(RSquared(C,21) < 0.15,13) AND
> Tema(10000*LinRegSlope(C,34)/C,34) > -50 AND
> HHV(Tema(10000*LinRegSlope(C,34)/C,34),5) =
> HHV(Tema(10000*LinRegSlope(C,34)/C,34),13) AND
> HHV(Tema(MFI(55),55),5) = HHV(Tema(MFI(55),55),13)
>============================================================================
>
> 02_ROC,ema,ADXR,S/C
> CALCULATION PARAMETERS
> -----------------------
> Periodicity: Daily
>
> COLUMN FORMULAS
> ---------------
> ColumnA: Close
> C
>
> ColumnB: ROC
> Fml("Tema ROC")
>
> ColumnC: 21 ema
> Mov(C,21,E)
>
> ColumnD: -13 ema
> Ref(Mov(C,21,E),-13)
>
> ColumnE: ADXR
> ADXR(13)
>
> ColumnF: S/C
> Fml("Tema (S/C)")
>
> FILTER SOURCE
> -------------
> Filter Enabled: Yes
>
> Formula:
> Alert(Cross(Tema(ROC(C,55,%),55),0),21) AND
> Mov(C,21,E) > Ref(Mov(C,21,E),-13) AND
> ADXR(13) > 21 AND
> Tema(10000*LinRegSlope(C,34)/C,34) > 0
>
>===========================================================================
>
> 03_ADXR,ROC,EMA,S/C
> CALCULATION PARAMETERS
> -----------------------
> Periodicity: Daily
>
> COLUMN FORMULAS
> ---------------
> ColumnA: CLOSE
> C
>
> ColumnB: ADXR
> ADXR(13)
>
> ColumnC: ROC
> Fml("Tema ROC")
>
> ColumnD: HHVma5
> HHV(Mov(C,21,E),5)
>
> ColumnE: HHVma13
> HHV(Mov(C,21,E),13)
>
> ColumnF: S/C
> Tema(10000*LinRegSlope(C,34)/C,34)
>
> FILTER SOURCE
> -------------
> Filter Enabled: Yes
>
> Formula:
> Alert(Cross(ADXR(13),24), 13) AND
> Tema(ROC(C,55,%),55) > 0 AND
> HHV(Mov(C,21,E),5) = HHV(Mov(C,21,E),13) AND
> Tema(10000*LinRegSlope(C,34)/C,34) > 0
>
>
>----------
>> From: Jim Harmon <jrh@xxxxxxxxxxxx>
>> To: Jim Greening <jimginva@xxxxxxxxxxxxx>
>> Subject: system tests to help find watch list candidates
>> Date: Saturday, October 04, 1997 4:44 PM
>>
>> Hi, Jim.
>>
>> I'm *finally* getting around to looking at the system you posted to
>the
>> MetaStock list (copied below). I created the indicators in the
>Indicator
>> Builder and the system in the System Tester. Now, how do I run it to
>> screen across securities? I haven't done this process before. Do I
>have
>> to create these all over again in the Explorer? BTW, I have MS6.5.
>> Thanks!
>>
>> Jim Harmon
>>
>> From: "Jim Greening" <jimginva@xxxxxxxxxxxxx>
>> 9-12-97 Fri 9:33
>> Subject: Re: adxr roc
>> To: "Metastock List" <metastock-list@xxxxxxxxxxxxx>, "Lionel Issen"
>> <lissen@xxxxxxxxxx>
>>
>> Lionel,
>> Remember that I use the MetaStock system tests to help find my
>> watch
>> list candidates. I make the final decisions based primarily on
>trend
>> channel analysis. The ROC is the standard price ROC. I'll copy the
>> custom
>> formulas and system test below.
>> -------------------------------------
>> MetaStock for Windows
>> Indicator Builder
>>
>> ROC C Dema1
>>
>> 2*(2*Mov(ROC(C,55,%),21,E))-Mov(Mov(ROC(C,55,%),21,E),21,E)
>> --------------------------------------
>> MetaStock for Windows
>> Indicator Builder
>>
>> S/C (LinRegSlope/Close)
>>
>> (2*Mov(10000*LinRegSlope(C,34)/C,21,E)) -
>> Mov(Mov(10000*LinRegSlope(C,34)/C,21,E),21,E)
>> ---------------------------------------
>> MetaStock for Windows
>> System Tester
>>
>============================================================================
>
>>
>> 03_ROC, TSF, ADXR, S/C - All
>> SIGNAL FORMULAS
>> ---------------
>> Enter Long:
>> Alert(Cross(Fml("ROC C"),-5),21) AND
>> Mov(C,21,E) > Ref(Mov(C,21,E),-13) AND
>> ADXR(13) > opt1 AND
>> Fml("S/C") > 0
>>
>> Close Long:
>> (Fml("ROC C") < -10 AND
>> Mov(C,21,E) < Ref(Mov(C,21,E),-3) AND
>> Fml("S/C") < 0) OR
>> Alert(Cross(opt2,Fml("ROC C")),21) AND
>> Mov(C,21,E) < Ref(Mov(C,21,E),5)
>>
>> Enter Short:
>> Alert(Cross(0,Fml("ROC C")),13) AND
>> Mov(C,55,E) < Ref(Mov(C,55,E),-8) AND
>> ADXR(13) > opt1 AND
>> Fml("S/C") < -5
>>
>> Close Short:
>> (Fml("ROC C") > 0 AND
>> Mov(C,55,E) > Ref(Mov(C,55,E),-8) AND
>> Fml("S/C") > 0) OR
>> Alert(Cross(Fml("ROC C"),-opt2),21) AND
>> Mov(C,55,E) > Ref(Mov(C,55,E),-8)
>>
>> OPTIMIZATION VARIABLES
>> ----------------------
>> OPT1: Min = 21.00 Max = 31.00 Step = 5.00
>> OPT2: Min = 80.00 Max = 180.00 Step = 50.00
>>
>> STOPS ALL OFF
>> ------------------------------------
>> That's it. Yell if you have any questions.
>>
>> Jim
>> ----------
>
>
>
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