[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: Karnish systeem



PureBytes Links

Trading Reference Links

Bruce!

You can accomplish that by using custom formulas (indicators) instead of the
MS System tester. One formula being your equity curve. Normally what I do
after developing a system I transform it into a combination of custom
formulas and an expert. This way you can also use your equity curve for one
system as an indicator in another! E.g. if you have a system which you know
that really takes a beating in a sideways market you can use the equity line
of that system to guide you as to what kind of a system to trade.

Seasons Greetings.
Yngvi
hardy@xxxxxxxxxxxxx

-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx [mailto:owner-metastock@xxxxxxxxxxxxx]On
Behalf Of Bruce K. Anderson
Sent: 17. desember 1999 22:15
To: metastock@xxxxxxxxxxxxx
Subject: Re: Karnish systeem

Does MetaStock have a way to add positions when the indicator moves above
100 the second time?


----- Original Message -----
From: "Glen Wallace" <gcwallace@xxxxxxxx>
To: "MetaStock listserver" <metastock@xxxxxxxxxxxxx>
Sent: Friday, December 17, 1999 12:02 PM
Subject: Re: Karnish systeem


> CMA:
>
> Despite Steve's funny Detroit accent, I thought the description was pretty
> clear.  In any case, here's the MetaStock system test version:
>
> {EnterLong and Close Short}
> BBHistogram:= (CLOSE + 2*Std(CLOSE,20) -
>    Mov(CLOSE,20,SIMPLE)) / (4*(Std(CLOSE,20)))
>    * 100;
> Cross(0,BBHistogram)
>
> {Enter Short and Close Long}
> BBHistogram:= (CLOSE + 2*Std(CLOSE,20) -
>    Mov(CLOSE,20,SIMPLE)) / (4*(Std(CLOSE,20)))
>    * 100;
> Cross(BBHistogram,100)
>
> If I recall, he sets the system tester's testing options to enter and exit
> on the subsequent day's open, but you can try different variations to meet
> your own requirements.
>