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Hi JO,
>The 4% VLE system can't be curve fitted--at least by any
>conventional
>means that I am aware of. I programmed it uniquely using a highlight
>code which can't be used direclty in the systems tester. I am
>thinking about writing an expert for it and if I do, I will try to
>put it in a form that can be tested in MS. The way I want to do it
>is
>a little tricky because I am not coding for the SPY, I will be
>coding
>for the VLE and then transfering the entry and exit points to the
>SPY. How much fun can one guy have!
If you're using MS 8.xx PRO, there is a nice function(from the online
manual):
The Security Data function allows a formula to access price data for
any online or local security. This function can be used in any of
MetaStock's formula tools.
Online securities are referenced by including "ONLINE:" before the
symbol. Local securities are referenced by including the full path
to the security file. If the security exists in the same folder as
the base security, the path does not need to be included. The
symbol, including the path or online reference, is enclosed in
quotation marks.
To reference Microsoft's close as an online security:
Security("ONLINE:MSFT",C)
To reference Microsoft's close as a local security using the full
path:
Security("C:\Metastock Data\Sample\MSFT",C)
To reference Microsoft's close as a local security in the same folder
as the base security:
Security("MSFT",C)
The last type of reference is particularly useful if you use local
data exclusively, and store all of your securities in the same local
data folder.
For example, the following indicator displays a 30-day moving average
of Microsoft's close on any chart, if your online data vendor is
active.
Mov(Security("ONLINE:MSFT",C),30,S)
The same formula could be written as:
Security("ONLINE:MSFT",Mov(C,30,S))
I'm not sure wether the security function is also integrated in EOD
or not and I'm also not sure wether this is possible or not. But I'll
give it a try and when I find some time maybe I'll try the coding
(althoug I'm not looking at me as a pro).
Martin
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