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

Re: Karnish systeem



PureBytes Links

Trading Reference Links

> Santa Claus lives in Iceland...

Nice try, Hardarson!  Everyone knows Santa Claus lives in Canada.
Canada Post Corporation even recognizes it by assigning him the Postal
Code H0H 0H0.  And anyone who has seen "Miracle on 34th Street" knows
that if the post office recogizes it, it must be true.

Merry Christmas all.



----- Original Message -----
From: Yngvi Hardarson <hardy@xxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: December 22, 1999 08:19
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...