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Pierre,
More than 1 month late, but what version of metastock are u using?
Anthony Chia
Pierre Tremblay <pt2000@xxxxxxxxxxxxxxxx> wrote:
Daniele,You can use the System Tester to find that :In BUY ORDER :RSI(14)>70You use an Inactivity STOP :Inactivity minimum change : Positions : LONGMETHOD : POINTSParameters : Minimum change : 999Periods : 0In the simulation, at SYSTEM TESTING OPTIONS, you click on MORE and on the TRADE EXECUTION FOLDER, you uncheck REALISTIC MARKET PRICES and enter DELAY BARS OPENING : 0.You complete the simulation and the number of trades is the number of days where RSI(14) > 70.PierreDaniele Bevilacqua a écrit:> Hi,> > in order to decide which threshold to use to validate an indicator, so > far I have been eyeballing them on charts of a lengthy period of time > and drawn very empirical (to say the least) conclusions. I
am > wondering if there is a better way to do this - there must be, I assume...> > What I would like to do, is find the percentage of time that the > indicator in question has been above (or below) a certain value for a > specific security, eg since Jan 00 the RSI of YYY, Inc. has been above > 70 only 3.5% of the time.> > Even better, what is the value below which fall 95% (or 90% etc.) of > the observations of the indicator in the time frame specified.> > Any suggestions?> > many thanks in advance> > Daniele>> Yahoo! Groups Sponsor> ADVERTISEMENT> <<A
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