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Pierre,
The part below is "strange part":
> In 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.My version is below 8.
Anthony Chia
Pierre Tremblay <pt2000@xxxxxxxxxxxxxxxx> wrote:
Anthony,For version 8, it's : RSI(C,14) > 70Sorry,Pierreanthony chia a écrit:> 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)>70>>> You use an Inactivity STOP :> Inactivity minimum change : Positions : LONG> METHOD : POINTS> Parameters : Minimum change : 999>
Periods : 0>> In 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.>> Pierre>>>> Daniele 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> >> <http://rd.yahoo.com/M=256694.4002236.5216697.1261774/D=egroupweb/S=1705001779:HM/A=1784493/R=0/id=noscript/SIG=11q7p9e7k/*http://webevents.yahoo.com/universal/intolerablecruelty/>>> >> >>
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