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Thanks for the reply, way over my head, I am new to MS, I will try
to figure out what you are telling me. Is this something I can run
as an exploration? What do the K's mean? Thanks for the help,
Marc
--- In equismetastock@xxxxxxxxxxxxxxx, le corbeaux masque
<lecorbeauxmasque7@xxxx> wrote:
>
>
>
>
> --- msolferino <solferino@xxxx> wrote:
> > Hi,
> >
> > I am trading a very simple trading system that
> > consists of two
> > moving averages. When the faster average crosses
> > the slower I go
> > long, when the faster crosses below the slower I
> > reverse and go
> > short. How could I run an exploration on a group of
> > stocks to find
> > out which stock or stocks tend to stay in a long or
> > short period for
> > the most bars on average. The moving avergae
> > formula is as
> > follows...
> >
> > Mov(C,5,E) > Mov(C,8,S) (go long)
> >
> > Mov(C,5,E) < Mov(C,8,S) (go short)
> >
> > Trading this on a sixty minute time frame. Thanks,
> >
> > Marc
> >
> {20 period avg of barssince cross(ST ma, LT ma)}
> k0:=Mov(c,5,s);
> k1:=Mov(c,8,s);
> k2:=If(Cross(k0,k1),BarsSince(Cross(k1,k0)),0);
> k3:=If(Cross(k1,k0),BarsSince(Cross(k0,k1)),0);
> k4:=ValueWhen(1,k2<>0,k2);
> k5:=ValueWhen(1,k3<>0,k3);
> k6:=Mov(k4,20,S);
> k7:=Mov(k5,20,S);
> k6;
>
> {20 period avg of barssince cross(lT ma, sT ma)}
> k0:=Mov(c,5,s);
> k1:=Mov(c,8,s);
> k2:=If(Cross(k0,k1),BarsSince(Cross(k1,k0)),0);
> k3:=If(Cross(k1,k0),BarsSince(Cross(k0,k1)),0);
> k4:=ValueWhen(1,k2<>0,k2);
> k5:=ValueWhen(1,k3<>0,k3);
> k6:=Mov(k4,20,S);
> k7:=Mov(k5,20,S);
> k7;
>
>
> is this of any help ?
>
>
>
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