|
PureBytes Links
Trading Reference Links
|
<FONT face="Courier New" color=#000080
size=2>CLOSE LONG or ENTER SHORT
<FONT
color=#ff00ff>{variable} Long:=RSI(5)>Ref(RSI(5),-1)
AND C<Ref(C,-5) AND C<=Mov(C,5,S);
<FONT
color=#ff00ff>{trigger} If(
<FONT
color=#ff00ff> {Exit condition1 = calling
var Long}
<FONT face="Courier New" color=#ff00ff
size=2> <FONT
color=#000080><FONT
color=#00ff00>(Long=1 AND <FONT face="Courier New"
size=2>C>Mov(C,5,S)<FONT
color=#00ff00>)=1
<FONT
color=#ff00ff>{when
both true}
<FONT face="Courier New"
size=2>
OR
<FONT face="Courier New" color=#000080
size=2>
{Exit condition2 = calling
var Long}
<FONT face="Courier New" color=#ff00ff
size=2> <FONT
size=2><FONT
color=#00ff00>
(Ref(Long,-10)=1
AND <FONT
size=2>Ref(Long,-11)=0)<FONT
color=#000080>=1 {when
both true}
<FONT face="Courier New" color=#000080
size=2>
, {then exit long/enter short}
1
<FONT face="Courier New" color=#000080
size=2>
, {else stay long/enter long}
0
<FONT
color=#ff0000> )
<FONT face="Courier New" color=#000080
size=2>---------------------------------------------------------------
<FONT face="Courier New" color=#000080
size=2>{Exit if you are long and today's close is higher
than the average of the last 5 days close
<FONT face="Courier New" color=#000080
size=2> OR when you have been in the market for 10 days
max.}
<SPAN
class=910033218-30092000><FONT face="Courier New" color=#000080
size=2>---------------------------------------------------------------
<FONT face="Courier New" color=#000080
size=2>
<FONT face="Courier New"
color=#000080>Have not checked the formula's for article-validation, since I do
not have a copy of the
<FONT face="Courier New"
color=#000080>article and <SPAN
class=910033218-30092000>had to
therefore go by that what has been posted to the
List:
<SPAN
class=910033218-30092000>
<SPAN
class=910033218-30092000>-the 3 pre-set Entry conditions
<SPAN
class=910033218-30092000>-the 2 pre-set Exit conditions
<SPAN
class=910033218-30092000>
<SPAN
class=910033218-30092000>The latter Exit conditions are not the direct opposite
of the first Long {variable's} <FONT face="Courier New"
color=#000080 size=2>pre-set conditions,
therefore making the system + signals 'muddy'.
<SPAN
class=910033218-30092000>
Regards,Ton Maas<A
href="mailto:ms-irb@xxxxxxxxxxxxxxxx";>ms-irb@xxxxxxxxxxxxxxxxDismiss the
".nospam" bit (including the dot) when replying.Homepage <A
href="http://home.planet.nl/~anthmaas";>http://home.planet.nl/~anthmaas
<BLOCKQUOTE dir=ltr
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Oorspronkelijk bericht -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">Van:
James Wolf
Aan: <A title=anthmaas@xxxxxxxxx
href="mailto:anthmaas@xxxxxxxxx";>A.J. Maas
Verzonden: zaterdag 30 september 2000
20:04
Onderwerp: RE: Systems tester query
<FONT
size=2>Ton<SPAN
class=910033218-30092000>,
<SPAN
class=910033218-30092000>Thanks for the help.
I
can't get it to work yet. ;-(
<SPAN
class=910033218-30092000>
I
can't figure why your LONG statement in the last line as
below. MS won't accept that in it's syntax.
<SPAN
class=910033218-30092000>
<FONT
color=#000000>If( <FONT
color=#000000>Long=1 AND
(<FONT
color=#000000> C>(Mov(C,5,S) OR <FONT
color=#800080>(
Ref(Long,-10)=1 AND
Ref(Long,-11)=0
) <FONT
color=#008000>)<FONT color=#ff00ff
size=2>=1, 0,
Long <FONT
color=#0000ff>)
<SPAN
class=910033218-30092000>___________________________________________________________________
<SPAN
class=910033218-30092000>Here is where I currently hung up. It works,
but t<SPAN
class=910033218-30092000>he problem is the results do not match the article in
the Sept Active Trader Magazine. Very close, but not exactly. I
re-arranged the parens() as I think they should be, although some could come
out.
<SPAN
class=910033218-30092000>
<SPAN
class=910033218-30092000>ENTER LONG or CLOSE
SHORT
<FONT face="Courier New" color=#000080
size=2>RSI(5)>Ref(RSI(5),-1)AND C<Ref(C,-5)AND<SPAN
class=910033218-30092000> C<=Mov(C,5,S)
<FONT face="Courier New" color=#000080
size=2>{today' 5 day RSI is > yesterdays 5 day RSI AND
todays close is < close 5 days ago AND todays
close is <= the average of the last 5 day closes}
<FONT face="Courier New" color=#000080
size=2>CLOSE LONG or ENTER SHORT
<FONT face="Courier New" color=#000080
size=2>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),1,0)
<FONT face="Courier New" color=#000080
size=2>{Exit if you are long and today's close is higher
than the average of the last 5 days close OR you have been in
the market for 10 days}
<FONT face="Courier New" color=#000080
size=2>I'll let you know if I get it, but so far I'm stuck at this
point.
<FONT face="Courier New" color=#000080
size=2>
<FONT face="Courier New" color=#000080
size=2>Thanks,
<SPAN
class=910033218-30092000>James Wolf
<BLOCKQUOTE
style="PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #0000ff 2px solid">
<FONT face=Tahoma
size=2>-----Original Message-----From: A.J. Maas
[mailto:anthmaas@xxxxxxxxx]Sent: Friday, September 29, 2000 8:03
PMTo: kr9u@xxxxxxxxSubject: Re: Systems tester
query
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
(
Ref(Long,-10)=1 AND Ref(Long,-11)<FONT
color=#ff0000>=0 ) <FONT
color=#008000>)<FONT color=#ff00ff
size=2>=1, 0, Long <FONT
color=#0000ff>)
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<FONT
color=#0000ff>( Long=1
AND Short=1, <FONT
color=#ff0000>{true} 0, <FONT
color=#ff0000>{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=1 AND <FONT
color=#008000>( C>(Mov(C,5,S) OR
(
Ref(Long,-10)=1 AND Ref(Long,-11)<FONT
color=#ff0000>=0 ) <FONT
color=#008000>)<FONT color=#ff00ff
size=2>=1, 0, Long <FONT
color=#0000ff>)
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" <<A
href="mailto:kr9u@xxxxxxxx";>kr9u@xxxxxxxx<FONT
size=2>>
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> > <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: <<FONT
size=2>MFall31148@xxxxxxx>> > Aan:
<<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 [mfall31148@xxxxxxx]>
>> >> >
|