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Alvan!
Please find below a couple of messages since December last on the issue.
Best regards,
Yngvi Hardarson
hardy@xxxxxxxxxxxxx
-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx
[mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Yngvi Hardarson
Sent: 22. desember 1999 16:20
To: metastock@xxxxxxxxxxxxx
Subject: RE: Karnish systeem
Importance: High
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.
> >
-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx
[mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Alvan J Hilker
Sent: 10. febrúar 2000 07:18
To: metastock@xxxxxxxxxxxxx
Subject: Building systems with more than one contract purchase
Hi gang,
I'm a newby to Metastock 6.52. Have been using SuperCharts for years.
Not willing to spend the bucks for the new TradeStation 2000i and all
its bugs. However I am used to be able to program my own systems without
any limitations and to use Ralph Vince's Optimal f theory for
determining the number of contracts to buy. I do not see how I could
program this theory into MS 6.52.
Does anyone out there have any ideas or suggestions? Is this possible or
do I have to export to Excel or a spreadsheet similar to that? Can I
create my own dlls that can be called by my systems?
Looking forward to hearing from those who are familiar with MS as
opposed to TradeStation.
Alvan J Hilker
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