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Preston
Thanks for the Buy Sell info.
Using the Fisher Transformation formula with
this testing configuration over a long period of
time on the DOW it returned good numbers.
On a shorter time aound 100 days there were
8 losers and 2 winners and of course a loss.
I do like the moving trigger line, but will have to
work on the formula a bit.
Dave
======================================
> Dave,
> If all you want to do is buy/sell the cross, use a formula such as:
>
> {Fisher Transform}
> pr:=(H+L)/2;
> len:=10;
> maxh:=HHV(pr,len);
> minl:=LLV(pr,len);
> val1:=.33*2*((pr-minl)/(maxh-minl)-.5)+.67*PREV;
> value1:=If(val1>.99,.999,If(val1<-.99,-.999,val1));
> fish:=.5*Log((1+value1)/(1-value1))+.5*PREV;
> final:=10*ROC(fish,1,$);
> fish;
> final;
>
> Write your formula so that you get a cross of fish over final and
> vice versa.
>
> Buy:=cross(final,fish);
> Sell:=cross(fish,final);
>
> That should do the trick.
>
> Preston
>
>
> --- In equismetastock@xxxx, dave3003 <no_reply@xxxx> wrote:
> > Gus, Preston,
> >
> > I wonder how I might set this up for System Testing?
> >
> > Enter long? Enter Short?
> >
> > Dave
> >
> > --- In equismetastock@xxxx, pumrysh <no_reply@xxxx> wrote:
> > > Gus,
> > >
> > > Don't apologize for the rambling, I enjoyed it and I'm others
> have
> > as
> > > well!
> > >
> > > I stand corrected on the indicator not working! I don't know
why
> I
> > > couldn't get mine to work.
> > >
> > > Let's talk a little about the indicator and the use of its
> variable
> > > trigger. Most triggers are either horizontal lines, such as
when
> an
> > > indicator crosses above zero, or some type of moving average
> which
> > > lags behind the indicator. In the case of this indicator you can
> > use
> > > the indicator "fish" as the trigger line and the final output
> line
> > > [10*ROC(fish,1,$)] as the indicator. I'm curious if anyone else
> has
> > > any thoughts on this?
> > >
> > > Gus, you're right about the indicator. It certainly has some
> merit.
> > >
> > > Preston
> > >
> > >
> > > --- In equismetastock@xxxx, gatorgus2000 <no_reply@xxxx> wrote:
> > > > --- In equismetastock@xxxx, pumrysh <no_reply@xxxx> wrote:
> > > > > Gus,
> > > > >
> > > > > Glad you are enjoying the group. It is through yours and all
> > the
> > > > rest
> > > > > of the members input that this site can be very informative.
> > > >
> > > > I'm looking forward to learning a great deal from this group.
> > > >
> > > > > To answer your question, the indicator Fisher Transform as
> > > > presented
> > > > > in TASC will not work. If you got yours to work would you
> post
> > it?
> > > >
> > > > Well, whether it's right or not I don't know but I _do_ like
> the
> > > > results. :)
> > > >
> > > > I created a new indicator called Fisher Transform with Rate
of
> > > Change
> > > > and added the following as its formula:
> > > >
> > > > pr:=(H+L)/2;
> > > > len:=10;
> > > > maxh:=HHV(pr,len);
> > > > minl:=LLV(pr,len);
> > > > val1:=.33*2*((pr-minl)/(maxh-minl)-.5)+.67*PREV;
> > > > value1:=If(val1>.99,.999,If(val1<-.99,-.999,val1));
> > > > fish:=.5*Log((1+value1)/(1-value1))+.5*PREV;
> > > > fish;
> > > > 10*ROC(fish,1,$)
> > > >
> > > > I realize that there are two formulas in the article, which
may
> > be
> > > > found at:
> > > >
> > > >
> > >
> >
>
http://www.traders.com/Documentation/FEEDbk_docs/TradersTips/TradersTi
> > > > ps.html#meta2
> > > >
> > > > but I am only focusing on this one. I compared my results to
a
> > > couple
> > > > of the examples in the article and I don't get the smoothing
> > > effects
> > > > I see in the examples but the crossovers look rather similar
> and
> > > the
> > > > crossovers are what I like in the results I get.
> > > >
> > > > I am very new to MetaStock so I wouldn't recommend for anyone
> to
> > > take
> > > > my word on this but please experiment with it and let me know
> > your
> > > > opinion.
> > > >
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