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Hi Jim,
The result is the same but your solution is the better one...
Regards,
Onno
At 11:00 16-5-99 -0700, you wrote:
>Onno,
> I like your solution except why can't the EXIT condition be simpler
>like:
>
>EXIT LONG
> ROC(Mov(C,12,E),1,%)<0 OR ROC(Mov(C,160E),1,%)<0
>
>EXIT LONG
> ROC(Mov(C,12,E),1,%)>0 OR ROC(Mov(C,60,E),1,%)>0
>
>JimG
>
>----- Original Message -----
>From: Onno Goedknegt <goedkneg@xxxxxx>
>To: <metastock@xxxxxxxxxxxxx>
>Sent: Sunday, May 16, 1999 6:36 AM
>Subject: Re: system tests
>
>
>> 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
>> >
>> >
>> >
>> >
>> >
>>
>
>
>
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