|
PureBytes Links
Trading Reference Links
|
HHP: I just read the message related to Metastock-System tester, I am sorry
for the delay. I was exactly trying to <<take a percentage of up closes
relative to the total non zero-change days within the Opt7 (1 to 3) period,
then taking an Opt8 (1to 5) period simple moving average>>.
Thank you for your suggestion about using "((Close-Open)*(Close>Open))" I am
going to use it in the system and I will get back to you. Again HHP sorry
for not having seen you message before. Thanks a lot, MB
----- Original Message -----
From: HHP <hhp@xxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Thursday, April 27, 2000 1:04 AM
Subject: Re: Metastock - System tester question
> Manuel,
>
> Are you sure this code says what you want to say? (Close - Open) > 0 is
> a true/false statement evaluating to 1 when true and to 0 when false.
> So you're taking the percentage of up closes relative to the total non
> zero-change days within the Opt7 (1 to 3) period, then taking an Opt8 (1
> to 5) period simple moving average.
>
> If that is what you meant, OK. If you want the open candle bodies then
> try ((Close - Open) * (Close > Open)). That will give you the
> Close-Open range when it is positive and zero when it is not.
>
> HHP
> ======================
>
> Manuel Barquin wrote:
> >
> > Hello Ken, thank you for your two messages. Your comment on the
candlestick
> > moving average cross is interesting. What I cannot understand, however,
is
> > why the system tester gives you entry signals when you have as an entry
> > system a candlestick simple moving average (without the cross part).
This is
> > what I cannot understand, since there are not entry conditions. I would
> > appreciate it if you pick up the following moving average, copy-paste in
the
> > system tester (enter long or enter short) and see with your own eyes
that
> > the tester gives you entry signals when you run it on a particular
market.
> >
> > Mov((Sum((CLOSE -OPEN) >0,opt7)/
> > (Sum((CLOSE -OPEN) >0,opt7)+
> > Sum((CLOSE -OPEN) <0,opt7)))*100,opt8,S)
> > (where opt7 is 1 to 3, and opt8 is 1 to 5)
> >
> > My question again is why is the system tester giving you entry signals
if
> > there are not entry conditions? I need to know this so that I can code
above
> > system in Visual Basic.MB
> > ----- Original Message -----
> > From: iamken <iamken@xxxxxxxxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Tuesday, April 25, 2000 3:46 AM
> > Subject: Re: Metastock - System tester question
> >
> > >
> > > Hi Manuel,
> > >
> > > This seems to be an oscillator that has two optimimization variables,
> > > but I don't see your specific entry or exit condition. The following
> > > will get you long when the indicator crosses below 30, and it should
> > > exit on bar 3. I ran this test and checked about 15 or so
entries/exits
> > > and they looked right. After you run this (or your) test, be sure
that
> > > you change the indicator on your chart to match the optimization
> > > variables that the test churned out, otherwise you could see some
> > > entries/exits that don't seem right. Assuming that you are doing
that,
> > > the other thing I see is some invalid math errors on the test, so
maybe
> > > this is the problem. Try changing the lowest OPT number to 2 instead
of
> > > 1 and see if that gets rid of the math errors. If this none of this
> > > helps, try running the test without the OPT variables and see what
> > > happens. If there is still a problem, send the exact entry and exit
> > > condition so we can can a look.
> > >
> > > Good luck,
> > > Ken
> > >
> > > --Enter Long--
> > > BmIndicator:=
> > > Mov((Sum((CLOSE -OPEN) >0,opt7)/
> > > (Sum((CLOSE -OPEN) >0,opt7)+
> > > Sum((CLOSE -OPEN) <0,opt7)))*100,opt8,S);
> > > Cross(30,BmIndicator)
> > >
> > > --Close Long--
> > > BmIndicator:=
> > > Mov((Sum((CLOSE -OPEN) >0,opt7)/
> > > (Sum((CLOSE -OPEN) >0,opt7)+
> > > Sum((CLOSE -OPEN) <0,opt7)))*100,opt8,S);
> > > EnterLong:=Cross(BmIndicator,30);
> > > ExitLong:=BarsSince(EnterLong)
> > >
> > >
> > >
> > >
>
|