Re: Trading Stocks w a Katz's CyclSyst-part2/2

["A.J. Maas" <anthmaas@xxxxxx>]

"Trading Stocks With A Cyclical System" by Jeffrey Owen Katz (TASC-Feb1999).

Part 2/2 - the Cyclical System translated (by me) and the Gif.

Regards,
Ton Maas
ms-irb@xxxxxxxxxxxxx
Dismiss the ".nospam" bit (including the dot) when replying.

==============================================================
"Trading Stocks With A Cyclical System" by Jeffrey Owen Katz (TASC-Feb1999).
 (Translated for MetaStock 6.5 by Ton Maas-The Netherlands-June1999).
----------------------------------------------------------------------------
(The system's original Easy Language formulas+system were derived from the
above mentioned TASC article). My guess is that Equis(Alan McNichol) was not
in the posession of them, when he wrote the Equis version of the system,
back in the Feb99 Trader's Tips-section).

-----------------------
MetaStock 6.5 Indicator
-----------------------
Name:
Cyclical System - J O Katz

Formula:
{TASC Feb99)
thresh:= {omit whipsaw} 4;
k:= {roc comparison period} 3;
m:= {cycle period} 63;
hld:= {maximum period holding position} 10;
Value1:= {volatility}
         Stdev(Mov(C,m,S)-Mov(C,m+k,S),20);
Value2:= {roc, relative comparison ratio}
         Mov(C,m,S)-Mov(C,m+k,S);
tv1:= thresh*Value1;
EL:={Enter Long} Value2>tv1;
CL:={Close Long} Ref(Cross(Value2,tv1),-hld);
ES:={Enter Short} Value2<tv1;
CS:={Close Short} Ref(Cross(tv1,Value2),-hld);
JKcycl:=If((EL>0)=1,+10,
        If((ES>0)=1,-10,0));
JKcycl

---------------------------
MetaStock 6.5 System Tester
---------------------------
Name:
Jeffrey Owen Katz - Cyclical System
Notes:
{February 1999 - TASC-article (see also TRADERS' TIPS)}

Formulas:
{copy-repeat all that is printed below when applying for the right rule}
thresh:= {omit whipsaw} 4;
k:= {roc comparison period} 3;
m:= {cycle period} 63;
hld:= {maximum period holding position} 10;
Value1:= {volatility}
         Stdev(Mov(C,m,S)-Mov(C,m+k,S),20);
Value2:= {roc, relative comparison ratio}
         Mov(C,m,S)-Mov(C,m+k,S);
tv1:= thresh*Value1;

Rules:
{Enter Long} Value2>tv1
{Close Long} Ref(Cross(Value2,tv1),-hld)
{Enter Short} Value2<tv1
{Close Short} Ref(Cross(tv1,Value2),-hld)

After entering the formulas, click OK. Then click Options.
On the Testing page, set the Trade Delay to zero, set Positions to "both", then
set any other desired options (apart from Optimizing not advisable, leave to their
factory Defaults settings).
Click OK to save the changes, then open a chart and run the system.
==============================================================


----- Original Message -----
From: José Carlos Duarte Areia
To: Equis Support <support@xxxxxxxxx>
Sent: vrijdag 11 juni 1999 18:29
Subject: Trading Stocks w a Katz's CyclSyst


> I read the article of Katz and McCormick at  Febr. 99 TASC page 36 and pick
> the formulaes at Trader's Tips page 43.
> Copied everything exactly as recomended and cannot obtain success, the test
> run but no gives a result and plot a Equity line on zero as seen on attached
> gif I made with Dow Jones. I tryed with others stocks but with no results
> too.
> Could someone help me with this.
> Thanks JCarlos

Attachment Converted: "c:\eudora\attach\KatzCycl.gif"