|
PureBytes Links
Trading Reference Links
|
<x-html><!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD>
<META content=text/html;charset=iso-8859-1 http-equiv=Content-Type>
<META content="MSHTML 5.00.2614.3401" name=GENERATOR>
<STYLE></STYLE>
</HEAD>
<BODY bgColor=#ffffff>
<DIV><FONT face=Arial size=2>Jeff,</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2> How about using the "Alert"
function?</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>
<DIV><FONT color=#000000
size=2>
Alert(Cross(Fml("dynamik balance point steps"),Fml("dynamic balance")), n
)</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> <FONT color=#000000
size=2>
AND Fml("fixed balance point")<Ref(Fml("fixed balance
Point"),-5)</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV>where "n" = the number of days you wish the alert to remain active. I have
also</DIV>
<DIV>attached a file named "Ms65form.dta" that has "Multiple Time Frame" (MTF)
</DIV>
<DIV>code, that should calculate correctly for missing days (holidays). Just use
the</DIV>
<DIV>"organizer" to import these files into your list.</DIV>
<DIV> </DIV>
<DIV> Adam Hefner</DIV>
<DIV> </DIV>
<DIV> </DIV>
<DIV> </DIV>
<DIV> </DIV>
<DIV></FONT>----- Original Message ----- </DIV></DIV>
<DIV style="FONT: 10pt arial">
<DIV style="BACKGROUND: #e4e4e4; font-color: black"><B>From:</B> <A
href="mailto:jcob3@xxxxxxxxxxx"; title=jcob3@xxxxxxxxxxx>Jeff</A> </DIV>
<DIV><B>To:</B> <A href="mailto:metastock@xxxxxxxxxxxxx";
title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV><B>Sent:</B> Tuesday, September 21, 1999 4:34 AM</DIV>
<DIV><B>Subject:</B> Dynamic Multiple Time Frames</DIV></DIV>
<DIV><BR></DIV>
<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. The code for the indicators can be
found at the Equis website so I won't post them here. 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. The system is
currently for long trades only; I'll work on shorting later. Here's what
I've got so far</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>Enter Long:</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>day:=DayOfWeek();</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>Fml("dynamic balance")>Fml("dynamik balance
point steps") </FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>AND Fml("fixed balance point")>Ref(Fml("fixed
balance Point"),-5)</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>OR Fml("tendency")>0 AND day=5</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>Close Long</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>Cross(Fml("dynamik balance point
steps"),Fml("dynamic balance"))</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>AND Fml("fixed balance point")<Ref(Fml("fixed
balance Point"),-5)</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </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. The DBPS can cross the DB without the 2nd condition
occuring. Then, when later, the 2nd condition does occur, sell is not
triggered because the cross over has not happened simultaneously with the 2nd
condition. Theoretically, if we follow the system strictly, this can lead
to a complete loss. 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.
Any suggestions are appreciated.</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>Regards</FONT></DIV>
<DIV><FONT color=#000000 size=2>Jeff</FONT></DIV></BODY></HTML>
</x-html>
Attachment Converted: "c:\eudora\attach\Ms65form.dta"
|