|
PureBytes Links
Trading Reference Links
|
Thanks for the idea and your hard work putting in the code. Your example is
exactly what I was looking for. It will take sometime to play with it, but
you got me on the direction to take.
>> (You don't want it all handed to you without effort... Right?!)
Right!! We do not learn anything by copying - we learn by doing.
----- Original Message -----
From: "Yngvi Hardarson" <hardy@xxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Wednesday, December 22, 1999 11:19 AM
Subject: RE: Karnish systeem
> Bruce and all interested!
>
> Try this for a simple test and then improvise yourself...
> (You don't want it all handed to you without effort... Right?!)
>
> What follows is a simple example using a moving average crossover system
> employing 10 and 30 day exponential averages. These are just examples and
> profitability is dubious.
>
> Custom indicator which gives 1 for longs and -1 for shorts
> Indicator Name: Position
> MASwitch:=If(Mov(C,10,E)>Mov(C,30,E),1,If(Mov(C,10,E)<Mov(C,30,E),-1,0));
> If(BarsSince(MASwitch=1) <BarsSince(MASwitch=-1),1,-1)
>
> Custom indicator for cumulative open Equity curve without trading costs.
> Indicator name: Equity
> Cum(If(Ref(Fml("Position"),-1)=1,C-Ref(C,-1),Ref(C,-1)-C))
>
> You can make several such equity lines and then just add them by using a
yet
> another custom indicator, e.g.
> Indicator name: TotalEquity
> Fml("Equity1")+Fml("Equity2")
>
> Does this do you any good?
>
> Merry Christmas,
> Yngvi
> hardy@xxxxxxxxxxxxx
>
> Santa Claus lives in Iceland...
>
> -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Bruce K. Anderson
> Sent: 21. desember 1999 20:18
> To: metastock@xxxxxxxxxxxxx
> Subject: Re: Karnish systeem
>
>
> >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.
> > >
> >
> >
> >
>
>
>
|