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Re: system tests



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Walter,

You can also use the "ROC" of a moving average.

ENTER LONG:
ROC(Mov(C,12,E),1,%)>0 AND ROC(Mov(C,60,E),1,%)>0

EXIT LONG:
(ROC(Mov(C,12,E),1,%)<0 AND ROC(Mov(C,60,E),1,%)>0)
OR
(ROC(Mov(C,12,E),1,%)>0 AND ROC(Mov(C,60,E),1,%)<0)

SHORT:
ROC(Mov(C,12,E),1,%)<0 AND ROC(Mov(C,60,E),1,%)<0

EXIT SHORT:
(ROC(Mov(C,12,E),1,%)<0 AND ROC(Mov(C,60,E),1,%)>0)
OR
(ROC(Mov(C,12,E),1,%)>0 AND ROC(Mov(C,60,E),1,%)<0)

Ref(c,-1) gives yesterday's close today.
So all values are shifted to the right!

Good luck!

Regards,
Onno



At 08:24 16-5-99 -0400, you wrote:
>Does anyone have a system test for the general formula?
>
>Long: when 2 moving averages are moving up
>
>Short: when two moving averages are moving down
>
>Out of market: when they are moving in different directions
>
>=======
>
>I found out that "Mov(Ref(C,-1),12,E)" produces a line on the chart the
>right of "Mov(C,12,E)"!! Why isn't it to the left of it?
>
>I had planned to use "Mov(C,12,E) > Mov(Ref(C,-1),12,E) AND Mov(C,60,E) >
>Mov(Ref(C,-1),60,E)" as the Long part of the general formula.
>
>Now I'm confused about the logic of the formulas.
>
>Any help would be appreciated.
>
>Best regards
>
>Walter
>
>
>
>
>