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<DIV><FONT size=2>All,<BR> I want to get back to
my building block posts and describe my last MetaStock system test -
05_StochRSI_13 & 55. For this test I used the StochRSI formula
described at the Equis site then modified it slightly. The original
formula was:<BR> ( ( RSI ( 14 ) - LLV( RSI (14 ) ,14 ) ) / ( ( HHV(
RSI (14 ) ,14 ) ) - LLV(RSI (14 ),14 ) ) )<BR>I didn't want to use a specific
number such as 14 for my formula, but want to be able to use my favorite
Fibonacci numbers. I also wanted to smooth the formula with Tema
smoothing. I finally settled on the Fibonacci numbers of 13 and 55 for my
formulas. I also subtracted 0.5 from the result so I could plot the
formula as a histogram. Therefore my formulas became:<BR>Tema
StochRSI_13<BR>Periods := Input("Enter Tema Smoothing
Periods",5,233,13);<BR>Tema(((RSI(Periods) - LLV(RSI(Periods),Periods)) /
((0.0001 + HHV(RSI(Periods),Periods)) - LLV(RSI(Periods),Periods)))
-0.5,Periods)<BR>---------------------------------------------------------------------------------<BR>Tema
StochRSI_55</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Periods := Input("Enter Tema Smoothing
Periods",5,233,55);<BR>Tema(((RSI(Periods) - LLV(RSI(Periods),Periods)) /
((0.0001+HHV(RSI(Periods),Periods)) - LLV(RSI(Periods),Periods)))
-0.5,Periods)</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2> After I decided on the formulas, the
next step was how to use them in a system test. I plotted the two formulas
above several of my favorite stocks and looked at them for buying
patterns. Since they are plotted as a histogram I looked at zero
crossovers to the upside as buys and to the downside as sells. Then
instead of a zero crossover, I used an optimized value crossover. After
some experimenting, I found that the shorter length crossover gave better
signals if I also required the longer length one to be negative, and confirmed
an up move by also requiring that a short term moving average was moving
up. Finally I saw that there was usually a good buy signal when the longer
term formula crossed the optimized value. Therefore my open long signal
became:</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>OPEN LONG:<BR>(Alert(Cross(Fml("Tema StochRSI_13"),opt1),21)
AND<BR> Fml("Tema StochRSI_55") < 0 AND<BR> Mov(C,21,VAR)
> Ref(Mov(C,21,VAR),-8)) OR<BR>Cross(Fml("Tema
StochRSI_55"),opt1)</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>I couldn't find a good close long signal, but did find that a
reverse to a short on the longer term StochRSI crossing an optimized value
confirmed by a falling moving average seemed to work well. Therefore my
Open Short became:</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>OPEN SHORT:<BR>Alert(Cross(opt2,Fml("Tema StochRSI_55")),13)
AND<BR> Mov(C,21,VAR) < Ref(Mov(C,21,VAR),-8)</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2> That's all there is to the StochRSI
test, but it seems to work very well for some stocks. Try it and let me
know what you think. </FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>JimG<BR></DIV></FONT></BODY></HTML>
</x-html>From ???@??? Sun May 16 20:18:18 1999
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Mon, 17 May 1999 01:11:16 +0200
Message-ID: <00d701be9ff0$ee1259a0$aab479c3@xxxxx>
From: "A.J. Maas" <anthmaas@xxxxxx>
To: "Leo" <leo@xxxxxxxxxxx>
Cc: "Metastock-List" <metastock@xxxxxxxxxxxxx>
References: <00fa01be9f2b$f89cfa80$LocalHost@xxxxx> <373EEA22.9D75F86A@xxxxxxxxxxx>
Subject: Re: excel-files
Date: Mon, 17 May 1999 01:07:24 +0200
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>From a look in QVP at the file Rmtest.xls (see the GIF):
Here is what is wrong:
-always delete Row 1 (for some odd reason the Equis Trade mark gets always put here)
-always delete all of the rows that are blank
-it also contains 4 securities and it can standard only be 1 security's historical data/file
therefore you will also have to split the file up into 4 seperate xls-files(1 for each security)
-since you are note a RealTimer always delete column D (Time)
-as for the quotes being printed as 4 un-true digits after the comma (for some
reason the Downloader creates and then converts its own un-true values here)
-right click the column's header containing any values in its cells, eg to select
the whole column(black=selected) and in the Properties-window go to
Financial (or) Values or Figures and adjust the decimal setting to only 2 digits
-click OK
-do this for each column
-the column's headers are in order, except that in my situation, the MetaStock/DL
database's security files always have the Open Intrest applied(in theData Pane),
therefore my files need the O/I header+column added to the file,
eg in column J (on the right) and all column's cells can be filled with 0
-also according to the DL-manual instructions, you should also outline each column to the left,
I always do that, and you can do this also easy by selecting the whole file(eg the sheet):
-click the small blank square(rectangle) left next to A, above 1 (the Row), i.e. the nameless column
-then click the Left-allign button on the Tool-bar
-Save the file as Excel 4.0 format (same as your file's format is, see GIF at the bottom)
For other remarks, see my reply-mail this weekend
subject: "Re: 6.52 Update Problem"
Regards,
Ton Maas
ms-irb@xxxxxxxxxxxxx
Dismiss the ".nospam" bit (including the dot) when replying.
----- Original Message -----
From: Leo
To: A.J. Maas
Sent: zondag 16 mei 1999 17:54
Subject: Re: excel-files
> Good Morning,
>
> This is the two excel files.
> The first one has been made with a download from metastock. As you see,
> there are a lot of empty lines in it.
> In the second one I just delete the empty lines in order to have a
> right-to-load excel file.
> I send you the different metastock files I obtained in a separate mail.
>
> Thank you for your help.
>
> Best Regards,
>
> Robert Vialet
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