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Dynamic Multiple Time Frames

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<DIV><FONT color=#000000 size=2>I know I'm a little slow, but I've just gotten 
around to working on the Dynamic Multiple Time Frame indicators given by Robert 
Krausz in the 1999 Bonus Issue of TASC.&nbsp; The code for the indicators can be 
found at the Equis website so I won't post them here.&nbsp; I've been testing a 
system based on these indicators on Best Buy (a stock that seems to be quite 
amenable to system trading) and getting very good results.&nbsp; The system is 
currently for long trades only; I'll work on shorting later.&nbsp; Here's what 
I've got so far</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT>&nbsp;</DIV>
<DIV><FONT color=#000000 size=2>Enter Long:</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT>&nbsp;</DIV>
<DIV><FONT color=#000000 size=2>day:=DayOfWeek();</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT>&nbsp;</DIV>
<DIV><FONT color=#000000 size=2>Fml(&quot;dynamic 
balance&quot;)&gt;Fml(&quot;dynamik balance point steps&quot;) </FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT>&nbsp;</DIV>
<DIV><FONT color=#000000 size=2>AND Fml(&quot;fixed balance 
point&quot;)&gt;Ref(Fml(&quot;fixed balance Point&quot;),-5)</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT>&nbsp;</DIV>
<DIV><FONT color=#000000 size=2>OR Fml(&quot;tendency&quot;)&gt;0 AND 
day=5</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT>&nbsp;</DIV>
<DIV><FONT color=#000000 size=2>Close Long</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT>&nbsp;</DIV>
<DIV><FONT color=#000000 size=2>Cross(Fml(&quot;dynamik balance point 
steps&quot;),Fml(&quot;dynamic balance&quot;))</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT>&nbsp;</DIV>
<DIV><FONT color=#000000 size=2>AND Fml(&quot;fixed balance 
point&quot;)&lt;Ref(Fml(&quot;fixed balance Point&quot;),-5)</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT>&nbsp;</DIV>
<DIV><FONT color=#000000 size=2>The problem is that the close is not defined 
meaning that the two events which initiate the close do not have to 
happen.&nbsp; The DBPS can cross the DB without the 2nd condition 
occuring.&nbsp; Then, when later, the 2nd condition does occur, sell is not 
triggered because the cross over has not happened simultaneously with the 2nd 
condition.&nbsp; Theoretically, if we follow the system strictly, this can lead 
to a complete loss.&nbsp; I understand that I can set arbitrary stops, but I 
prefer to let the system do the work. Simply reversing the entry signal and 
other tries such as support break thoughs drastically reduce the result.&nbsp; 
Any suggestions are appreciated.</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT>&nbsp;</DIV>
<DIV><FONT color=#000000 size=2>Regards</FONT></DIV>
<DIV><FONT color=#000000 size=2>Jeff</FONT></DIV></BODY></HTML>
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