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<TD><FONT color=#0000ff face=Arial size=2><SPAN
class=522555915-17051999>Here is the answer I got from John
Bollinger :</SPAN></FONT></TD>
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<TD align=right width=50><FONT face=Arial><FONT
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<TD vAlign=top><FONT face=Arial size=2>Re: KST<BR><A
href="mailto:BBands@xxxxxxxxxxxxxxxxxx";>John
Bollinger</A><BR>209.150.86.54 <BR>5/13/99 9:44:12
AM</FONT></TD></TR></TBODY></TABLE>
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<TD><FONT face=Arial size=2>I call it time-weighted momentum and
have used in in any number of areas. An intesting property is that
chaging the weights changes the amplitude but not the wave form,
while changing the time periods changes the wave form but not the
amplitude.<BR><BR>--jab </FONT></TD></TR></TBODY></TABLE></P><FONT
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<BLOCKQUOTE style="MARGIN-RIGHT: 0px">
<DIV class=OutlookMessageHeader><FONT face="Times New Roman"
size=2>-----Original Message-----<BR><B>From:</B>
owner-metastock@xxxxxxxxxxxxx [mailto:owner-metastock@xxxxxxxxxxxxx]<B>On
Behalf Of</B> Laurent GITTLER<BR><B>Sent:</B> Wednesday, May 12, 1999 11:46
AM<BR><B>To:</B> 'Metastock@xxxxxxxxxxxxx'<BR><B>Subject:</B>
KST<BR><BR></DIV></FONT>
<P><FONT face=Arial size=2> A few weeks ago, I saw several posts about
Martin Pring KST time periods selection,<BR></FONT><FONT size=2><BR><FONT
face=Arial>I am trying to associate KST with others indicators, like the
coppok curve (thanks to Steve Karnish).</FONT></FONT></P><FONT face=Arial
size=2><FONT color=#000000 face=Arial size=2>
<P>From a chat on <A
href="http://www.equitytrader.com";>www.equitytrader.com</A> I found Bollinger
was using KST to detect sector rotation but giving more weight to short term
ROC rather than long term ROC, so applying the KST in a reverse way from Pring
recommandations (chat session transcript attached).</P>
<P>I was wondering if any of the list members tried to use KST in that way,
rather than PRING recommandations.</P>
<P>Also, I would like to know if anyone in the list has tried to do a weekly
and mohtly compute of KST based on a daily chart ?</FONT></FONT></P>
<P><FONT size=2><FONT face=Arial>Laurent Gittler<BR></FONT></FONT></P>
<P><FONT size=2><FONT
face=Arial> </P></BLOCKQUOTE></FONT></FONT></BODY></HTML>
</x-html>From ???@??? Mon May 17 09:59:05 1999
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Date: Mon, 17 May 1999 11:07:25 -0500
From: Harley Meyer <meyer@xxxxxxxxxxx>
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Subject: Re: sell after a specific # of days
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I believe what you want is the ValueWhen( number of days from the event,
the event, data array) function. You will need to look in the Metastock
help for the details. The event for you is the gapup(). Also you may
need to trick this function in the system tester.
For example,
ValueWhen(5,gapup(),1) = 1
ValueWhen(, , ,) doesn't equal 1 until 5 days after the gapup then the
above statement becomes true and the system tester gives a sell signal
else it is false and no signal is given.
This may be slightly off but the idea is still the same. You my need to
tweak it a little.
Harley
michael arnoldi wrote:
> i am trying to write a trading system & don't know if this is the
> correct way for metastock:
> buy:gapup()
> sell:ref(gapup(),+5)
>
> the sell should occur 5 days AFTER the buy condition.
>
> thanks.
> mike arnoldi
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