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pls add mne. thnx tony
-----Original Message-----
From: Don Hughes <daringdon@xxxxxxxxxxx>
To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
Date: Wednesday, July 22, 1998 10:05 PM
Subject: Re: Tema
>Jim:
>Please include me also.
>Thanks
>Don Hughes (daringdon@xxxxxxxxxxx)
>
>*********** REPLY SEPARATOR ***********
>
>On 7/22/98, at 6:28 PM, Jim Greening wrote:
>
>>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
>>>>>>>
>>>>>>
>>>>>>
>>>>>>
>>>>>
>>>>>
>>>>
>>>>
>>>>
>>>
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