[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

FW: Tema



PureBytes Links

Trading Reference Links

Hi Jim:

Ditto the request.

Thanks,
Marshall M. Liu
Sr. System Analyst
(818) 549-6269
marshall.liu@xxxxxxxxxxxxx

> -----Original Message-----
> From:	Melesse Ayalew [SMTP:Melesse.Ayalew@xxxxxxxxxxx]
> Sent:	Wednesday, July 22, 1998 4:45 PM
> To:	metastock@xxxxxxxxxxxxx
> Subject:	Re: Tema
> 
> 
> Hi Jim,
> 
> 	Please send me also a copy of your Metastock formulas,tests, 
> explorations,..etc.
> 	
> Thank You,
> 
> M.Ayalew
> 
> 
> > X-Authentication-Warning: freeze.metastock.com: majordom set sender to 
> owner-metastock@xxxxxxxxxxxxx using -f
> > To: <metastock@xxxxxxxxxxxxx>
> > Subject: Re: Tema
> > X-Priority: 3
> > X-MSMail-Priority: Normal
> > X-MimeOLE: Produced By Microsoft MimeOLE V4.72.3110.3
> > 
> > Hans,
> >      I've got a MetaStock import file with my formulas, tests,
> > explorations, etc on it.  If you want it yell and I'll email it to
> > you.
> > 
> > Jim
> > -----Original Message-----
> > From: Hans T. Hingst <hhingst@xxxxxxxxxxxx>
> > To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
> > Date: Wednesday, July 22, 1998 3:30 PM
> > Subject: Re: Tema
> > 
> > 
> > >Jim, sorry to trouble you. Everything is working fine today.
> > >
> > >I have no idea what (if anything), I did different, but after copying
> > your
> > >formula (from the original of this post), directly into the System
> > Tester
> > >(MS 6.5), and running it over several charts, I got what I described
> > below.
> > >Anyway, today it works.  Now all I have to do is figure out how to
> > interpret
> > >the results (I need to go back and review your post).
> > >
> > >Thanks again,
> > >
> > >Hans
> > >
> > >-----Original Message-----
> > >From: Jim Greening <JimGinVA@xxxxxxxxxxxxx>
> > >To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
> > >Date: Tuesday, July 21, 1998 3:15 PM
> > >Subject: Re: Tema
> > >
> > >
> > >>Hans,
> > >>      I haven't gotten any idea, they work for me <G>.  Exactly
> > which
> > >>test did you select and how did you select it?  Please give me step
> > by
> > >>step detail.  Also, was it a test copied from a test I posted or was
> > >>it from my import file.  Are you using MS Version 6.5?
> > >>
> > >>Jim
> > >>-----Original Message-----
> > >>From: Hans T. Hingst <hhingst@xxxxxxxxxxxx>
> > >>To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
> > >>Date: Tuesday, July 21, 1998 3:00 PM
> > >>Subject: Re: Tema
> > >>
> > >>
> > >>>Hi Jim:
> > >>>
> > >>>I entered your Tema Formula into the System Tester and have run it
> > >>over a
> > >>>number of stocks w/o getting any results.  The Tester tells me it
> > is
> > >>going
> > >>>to run 6 tests and when the "completed" window appears, the
> > "Reports"
> > >>button
> > >>>is greyed out.  Any ideas as to what I may be missing?  Thanks.
> > >>>
> > >>>Hans
> > >>>-----Original Message-----
> > >>>From: Jim Greening <JimGinVA@xxxxxxxxxxxxx>
> > >>>To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
> > >>>Date: Wednesday, July 15, 1998 5:45 PM
> > >>>Subject: Re: Tema
> > >>>
> > >>>
> > >>>>CMA,
> > >>>>     I'll copy an old post below.
> > >>>>
> > >>>>Jim
> > >>>>--------------------------------------
> > >>>>     The Rsquared, S/C,MFI test is based on linear regression.
> > >>>>RSquared is a function that measures how strong a data array of
> > >>given
> > >>>>length is trending.  A return of one correlates to a very strong
> > >>trend
> > >>>>in either direction. A return of zero correlates to no trend.  I'm
> > >>>>using it to tell me when there is no trend over the last 21 days,
> > or
> > >>>>that rsquared(C,21) is less than 0.15.  Now that we have no trend,
> > >>we
> > >>>>would expect one to start in the next 5 to 13 days.  If one does
> > >>start
> > >>>>we want to determine the direction and get in early.  Therefore
> > >>>>Rsquared is used as a trigger, using it as an ALERT function.
> > With
> > >>>>the ALERT given, if all the rest of the conditions are met any
> > time
> > >>>>within a 13 day period, the buy signal will be generated.  I'm
> > then
> > >>>>using S/C and MFI to determine trend start and direction.
> > >>>>     S/C is nothing more than the normalized 34 day LinRegSlope of
> > >>the
> > >>>>close.  I normalize it by dividing it by the close so charts are
> > >>more
> > >>>>directly comparable.  I also multiply by 10000 just to get numbers
> > >>>>between 0 and a few hundred.  Finally I apply Tema smoothing to
> > get
> > >>a
> > >>>>smoother plot.  The theory is that if S/C is rising then a uptrend
> > >>is
> > >>>>in progress.  If S/C is falling a down trend is in progress.  I
> > >>check
> > >>>>this by making sure that tema(S/C) is larger than an optimized
> > value
> > >>>>(opt1) and is rising.  I use the function HHV(X,5) = HHV(X,13) to
> > >>>>check.  This is just a quick way to determine if the most reason
> > >>>>values of X have been rising.  If the condition is met, then S/C
> > is
> > >>>>rising.  Similarly if it met the condition LLV(X,5) = LLV(C,13) it
> > >>>>would be falling.
> > >>>>     I double check the result by also making sure that MFI is
> > also
> > >>>>rising.  When all conditions are met within 13 days of the alert,
> > we
> > >>>>get a buy signal.  The converse is true for a sell signal.  Since
> > >>the
> > >>>>market is biased upwards, I add two additional checks for the
> > >>short -
> > >>>>MFI less then 0 and the 55 day variable moving average falling.  I
> > >>>>close the positions when the trend has stopped.  For the long
> > >>position
> > >>>>I check that the Tema(MFI) is below 0, the Tema(S/C) is below opt
> > 1
> > >>>>and a 55 day exp moving average is falling.  Short positions tend
> > to
> > >>>>move faster, so I only look the 144 day moving aver to begin
> > rising
> > >>to
> > >>>>close that position.  The complete test follows:
> > >>>>
> > >>>>ENTER LONG:
> > >>>>Alert(RSquared(C,21) < 0.15,13) AND
> > >>>> Tema(10000*LinRegSlope(C,34)/C,34) > opt1 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)
> > >>>>
> > >>>>CLOSE LONG:
> > >>>>
> > >>>>Tema(MFI(55),55) - 50 < 0 AND
> > >>>> Tema(10000*LinRegSlope(C,34)/C,34) < opt1 AND
> > >>>>  LLV(Tema(10000*LinRegSlope(C,34)/C,34),5) =
> > >>>>  LLV(Tema(10000*LinRegSlope(C,34)/C,34),13) AND
> > >>>>   LLV(Tema(MFI(55),55),5) = LLV(Tema(MFI(55),55),13)
> > >>>>
> > >>>>ENTER SHORT
> > >>>>
> > >>>>Alert(RSquared(C,21) < 0.15,13)  AND
> > >>>> Tema(10000*LinRegSlope(C,34)/C,34) < opt2 AND
> > >>>>  LLV(Tema(10000*LinRegSlope(C,34)/C,34),5) =
> > >>>>  LLV(Tema(10000*LinRegSlope(C,34)/C,34),13) AND
> > >>>>   LLV(Tema(MFI(55),55),5) = LLV(Tema(MFI(55),55),13) AND
> > >>>>    Tema(MFI(55),55) - 50 < 0 AND
> > >>>>     LLV(Mov(C,55,VAR),5) = LLV(Mov(C,55,VAR),13)
> > >>>>
> > >>>>CLOSE SHORT
> > >>>>
> > >>>>HHV(Mov(C,55,VAR),5) = HHV(Mov(C,55,VAR),13) AND
> > >>>> Tema(MFI(55),55) - 50 > 0
> > >>>>
> > >>>>OPTIMIZATION:
> > >>>>
> > >>>>OPT1:  Min=-34 Max=-8 Step=13
> > >>>>OPT2:  Min=-55 Max=-21 Step=34
> > >>>>
> > >>>>-----Original Message-----
> > >>>>From: amc amc <cma6@xxxxxxxxx>
> > >>>>To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
> > >>>>Date: Wednesday, July 15, 1998 11:09 AM
> > >>>>Subject: Tema
> > >>>>
> > >>>>
> > >>>>>
> > >>>>>To Jim Greening:Don't know if you have covered this, but can you
> > >>>>>describe Tema S/C and Tema MFI (money flow index?),
> > howconstructed
> > >>>>>and how interpreted.           Thanks, CMA
> > >>>>>
> > >>>>>
> > >>>>>
> > >>>>>_________________________________________________________
> > >>>>>DO YOU YAHOO!?
> > >>>>>Get your free @yahoo.com address at http://mail.yahoo.com
> > >>>>>
> > >>>>
> > >>>>
> > >>>>
> > >>>
> > >>>
> > >>
> > >>
> > >>
> > >
> > 
> > 
> >