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Re: Systems tester query



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The 2nd part of the formula needed a conditional correction 
made to it =1, to properly 
reflect the 2nd Exit sub-condition.
 
For Indicator :
 
Long:=RSI(5)>Ref(RSI(5),-1) AND C<Ref(C,-5) AND 
C<=Mov(C,5,S);
If( Long<FONT 
color=#ff0000>=1 AND <FONT 
color=#008000>( C>(Mov(C,5,S) OR <FONT 
size=2>( Ref(Long,-10)<FONT 
color=#ff0000>=1 AND Ref(Long,-11)=0 <FONT 
color=#800080>) )<FONT 
color=#ff00ff size=2>=1,  0, Long 
)
 
Which can also be written:
 
Long:=RSI(5)>Ref(RSI(5),-1) AND C<Ref(C,-5) AND 
C<=Mov(C,5,S);
Short:=<FONT 
color=#008000>( C>(Mov(C,5,S) OR <FONT 
color=#800080>( Ref(Long,-10)<FONT 
color=#ff0000>=1 AND Ref(Long,-11)=0 <FONT 
color=#800080>) )<FONT 
color=#000000>;If( 
Long=1 AND Short<FONT 
color=#ff00ff>=1, {true} <FONT 
size=2> 0, {false} Long <FONT 
color=#0000ff>)
 
Then for SysTest :
 
Close Short/Enter 
Long:
RSI(5)>Ref(RSI(5),-1) AND C<Ref(C,-5) AND 
C<=Mov(C,5,S)
 
Close Long/Enter 
Short:
Long:=RSI(5)>Ref(RSI(5),-1) AND C<Ref(C,-5) AND 
C<=Mov(C,5,S);If( Long<FONT 
color=#ff0000>=1 AND <FONT 
color=#008000>( C>(Mov(C,5,S) OR <FONT 
size=2>( Ref(Long,-10)<FONT 
color=#ff0000>=1 AND Ref(Long,-11)=0 <FONT 
color=#800080>) )<FONT 
color=#ff00ff size=2>=1,  0, Long 
)
 
Regards,Ton Maas<A 
href="mailto:ms-irb@xxxxxxxxxxxxxxxx";><FONT 
size=2>ms-irb@xxxxxxxxxxxxxxxxDismiss the ".nospam" 
bit (including the dot) when replying.Homepage  <A 
href="http://home.planet.nl/~anthmaas";><FONT 
size=2>http://home.planet.nl/~anthmaas
 
 
----- Oorspronkelijk bericht ----- 
Van: "James Wolf"
Aan: <<FONT 
size=2>anthmaas@xxxxxxxxx>
Verzonden: woensdag 27 september 2000 5:24
Onderwerp: RE: Systems tester query
> Ton,> I'm also 
interested in this code.> But don't you have to define a binary signal to 
the variable LONG ??> I guess I'm not sure how to enter this in the 
system tester.  As is, it only> creates a single buy but never 
sells.> > What am I missing.> > Thanks.> 
Jim> > > Long:=RSI(5)>Ref(RSI(5),-1) AND C<Ref(C,-5) AND 
C<=Mov(C,5,S);> > If(Long=1 AND (C>(Mov(C,5,S) OR 
(Ref(Long,-10)=1 AND> > Ref(Long,-11)=0)),0,Long)> >> 
> Regards,> > Ton Maas> > <A 
href="mailto:ms-irb@xxxxxxxxxxxxxxxx";><FONT 
size=2>ms-irb@xxxxxxxxxxxxxxxx> > Dismiss the 
".nospam" bit (including the dot) when replying.> > Homepage  
<FONT 
size=2>http://home.planet.nl/~anthmaas> 
>> >> > ----- Oorspronkelijk bericht -----> > 
Van: <Milt Fall>> > Aan: <<A 
href="mailto:metastock@xxxxxxxxxxxxx";><FONT 
size=2>metastock@xxxxxxxxxxxxx>> > 
Verzonden: zaterdag 23 september 2000 7:14> > Onderwerp: Systems 
tester query> >> >> > > Group -> > 
>     saw a piece in the most recent "Active Trader" 
magazine.> > They had the> > > TradeStation code for EOD 
but not the MetaStock.  Can someone> > help here?> > 
> It's as follows:> > >> > > Enter Long if> 
> >  1) today's five-day RSI is greater than yesterday's five-day 
RSI;> > >  and> > >  2) today's close is 
below the close of five days ago;> > >  and> > 
>  3) today's close is less then or equal to the average of the> 
> last five day's closes.> >> > 
Long:=RSI(5)>Ref(RSI(5),-1) AND C<Ref(C,-5) AND C<=Mov(C,5,S);> 
>> > > Exit tomorrow at the market if:> > >  
1) today's close is higher than the average of the last five> > days' 
closes;> > >  or> > >  2) you have been in 
the trade 10 days.> >> > If(Long=1 AND (C>(Mov(C,5,S) OR 
(Ref(Long,-10)=1 AND> > Ref(Long,-11)=0)),0,Long)> >> 
> > This system buys "Calls" and says that it works with the 
S&P> > 500 and NYSE> > > indexes, and individual 
stocks.  Any help writing the MetaStock> > (6.52 only!)> 
> > code is greatly appreciated.  
Thanks...Milt Fall