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David
Try Technifilter Plus... it will do most of what you are looking for
Regards
Benzie
http://rtrsoftware.com/
> Gary,
>
> I'm glad you asked. Here is an example. I think a generic one which can be
> applied to any system. I will not go into too much detail here, since I am
> working on detailed specs.
>
> (Longs only)
> 1. Determine your hypotheis. For example: I want to see what the expectancy
> of the following system across different markets.
> Entry System = New 52 Week High, on Double Average 6 month volume.
>
> Before going any further, why would anyone invest a single penny in this
> system without testing it rigorously. How can this be done in MS now? I'd
> imagine that you have to code the system and manually run it against 100
> different markets (manually) to determine if it makes money.
>
> My proposal is that:
> a) this should be automated.
> b) Not only do you want to test to see what the returns are, but also plot
> histograms of the returns over time. I understand that this is difficult
> wihout a graph.
> c) Determine if there are any relationships between the 1 week return and
> the 1 month return, 2 month return, etc.
> d) Optimize the entry signal based upon volume. Instead of double volume,
> how does the system perform when you use 3X volume, 4X volume, etc. Plot
> those histograms, or at least boil down the numbers so that you can find the
> best system.
> e) Optimize the entry signal based upon price change. We know that the entry
> signal is a new high. Is the new high 15%, 20%, 10 % 5 %, 50%? How do these
> values affect the long term expected returns of the system. Plot the
> histograms.
>
> You get the idea.
>
> Right now, this involves a whole lot of manual labor. But I believe that it
> is worth it if you are going to properly test a system for robustness. Now,
> does anyone know of any tools within MS or without which can do this
> automatically?
>
> I'd appreciate knowing.
>
> If not, I think it's time we put our heads together and build something that
> everyone can benefit from. We have the experience and the technology.
>
> David
>
>
> From: Gary Lyben <gary@xxxxxxxxxxxxxxx>
> Reply-To: metastock@xxxxxxxxxxxxx
> To: "'metastock@xxxxxxxxxxxxx'" <metastock@xxxxxxxxxxxxx>
> Subject: RE: === Looping constructs.
> Date: Wed, 23 Feb 2000 08:34:21 -0500
>
>
> What is it that you want to do in the system tester that you can't do
> now?
>
> Gary
>
> -----Original Message-----
> From: Daniel Martinez [mailto:DanM@xxxxxxxxxx]
> Sent: Tuesday, February 22, 2000 10:42 PM
> To: metastock@xxxxxxxxxxxxx
> Cc: Equis Suggestion Box
> Subject: Re: === Looping constructs.
>
>
> I think Equis, for it's next MetaStock version, should have built-in VBA
> support. Also, MS should have a MS language converter for conversion to
> VBA.
> This way, experienced users can gradually move to VBA. New users can
> start
> using VBA right away instead of learning MS. VBA is becoming the
> standard
> language for users. Even Corel is getting the message by including VBA
> support
> in their Office 2000. While this may seem difficult, MicroSoft Word has
> macro
> AND VBA support.
>
> Right now, we must buy an extra SDK, Power Basic or equivalent, figure
> out how
> to create DLL's and learn how to link them to MS.
>
> About Traderware: Something many on this List may not know. Traderware
> will
> not work in Win9x. You must use Win NT. If you try to use Win9x, it
> will
> crash after about an hour. Their salesman told me Win9x won't "return
> system
> resources" correctly. I have never heard of this type of problem in
> Win9x
> before so it doesn't make much sense to me. I doubt RadarScreen has
> this
> problem.
>
> Daniel.
>
>
>
> David Bozkurtian wrote:
>
> > At the least, it should do these things. Not to mention simple flow
> control
> > and repeating structures such as For Loops, While, Select Case. What
> about
> > passing parameters to custom indicators?
> >
> > It is probably futile to expect these enhancements in the near future
> from
> > Equis. Any Developers/Traders out there interested in putting our
> noggins
> > together to create a shareable version of what we want?
> >
> > I know the folks at Traderware have a very interesting product (M
> Brown, I
> > know you are reading), but the last time I checked the cost was way
> over my
> > budget.
> >
> > Hopefully helpful folks like yourselves will not only identify the
> problems
> > facing technical analysts, but bring to the table real workable
> solutions
> > (preferably turnkey) to benefit the entire list.
> > It's happening piecemeal now with people trading system, indicator,
> expert,
> > and explorer code. But still, you have to admit, that we are in the
> dark
> > ages.
> >
> > We have no accepted standards for measuring system effectiveness, no
> > standards for stop rules. Looks like the whole field is still
> evolving,
> > which is a good thing. I continue to believe that the Internet and the
> > sharing of ideas will revolutionize our field over the next few years.
> It's
> > an exiting time, and great to be part of this list group. I think
> other
> > agree that what some of us have learned on this list is not found in
> print
> > anywhere else, or at least not easy to come by.
> >
> > Thanks list.
> >
> > David
> >
> > From: "Kolade, Adeniyi" <adeniyi.kolade@xxxxxxxxxxxxxxx>
> > Reply-To: metastock@xxxxxxxxxxxxx
> > To: "'metastock@xxxxxxxxxxxxx'" <metastock@xxxxxxxxxxxxx>
> > Subject: === Looping constructs.
> > Date: Tue, 22 Feb 2000 16:14:01 -0000
> >
> > Hi all
> >
> > Do you not think that Equis should
> >
> > 1 Include looping constructs in the Metastock formula language
> >
> > and
> >
> > 2 Make the tiny screen area for programming in the Explorer, the
> System
> > Tester and the Expert Builder expandable to one page at least
> >
> > Further can anyone tell me how to make the FFT function works in an
> > exploration. I've tried it out but it returns N/A
> >
> > Thanks
> > ade Kolade
>
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