Re: Karnish systeem

["Bruce K. Anderson" <bruceka@xxxxxxxx>]

>One formula being your equity curve.

Thanks for your reply, but how do I do this?

Bruce


----- Original Message -----
From: "Yngvi Hardarson" <hardy@xxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Monday, December 20, 1999 6:14 PM
Subject: RE: Karnish systeem


> 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.
> >
>
>
>