|
PureBytes Links
Trading Reference Links
|
Thanks, this should be close enough...
Ed
----- Original Message -----
From: Frans Derksen <derksenf@xxxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Thursday, March 30, 2000 9:43 AM
Subject: Re: Statistics
>
> Hi Ed,
>
> I would suggest that you use the System-tester for this problem.
>
> To stay with your example:
> EnterLong: Ref(C,-1) > Mov(C ,20 ,S ) AND L > Ref(H,-1)
>
> Go to Stops, choose Inactivity.
> Activate Long under Positions.
> Put a big number (for example 10000) in Minimum Change and 3 days for
Periods.
> Let the test run.
> This is not exactly what you want but now you can at least see how many
> times it happened in the past by way of the Arrow-symbols.
> And the price-range the next three days after the condition occured, is
> visible.
>
> Hope this helps,
> Frans
>
>
> At 12:51 28-3-2000 -0700, you wrote:
> > 'm new to MetaStock and have a question...
>
> Can MetaStock give me statistics on the number of times a particular
> condition existed during the last x days/months, along with range of
> values/standard deviations of performance after the condition is triggered
> (similar to a system, but not quite). For example, condition is; price is
> over 20-day moving average and price gapped up higher than yesterday's
> high. Now I want to know how many times it happened and the price range
> for the next three days after the condition was triggered. By price
range,
> I mean the highest high, and the lowest low of the next three days (or
> variable number of days) compared to the open of the day the condition was
> triggered. Better yet, can I get a distribution of the increase in price
> vs. the condition day.
>
> I'm pretty sure one can develop this using the metastock language, my
> question is, is there some feature/tool withing metastock that would make
> this easier to develop. Or does anyone know of a third party tool that
can
> accomplish this.
>
> Thanks
> Ed Montero
>
>
|