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[EquisMetaStock Group] Re: Rules Management for Trading System



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Hi MG Ferreira:

In selecting indicators, should I evaluate indicators' performance 
based on their buy and sell signals before normalizating them? or
should I normalize indicators before evaluating their performance?
if this is the case, could you please tell me how to evaluate them 
after normalization? since indicators' original buy and sell signals 
are disappeared.

On the other hand, oscillators are bounded within a limited range, 
and they are easy to normalize them. However, some momentum 
indicators are not bounded within range, I have no idea how to 
normalize them, do you have any example to show please? 

There are some example from the article "Normalization" from TASC
======================================
CQG FORMULAS
Simple moving average oscillator
Osc_N1: Osc(@,Sim,4,Sim,8)/MA(@,Sim,8)

METASTOCK FORMULAS
I get no idea how to interpret the Osc_N1 format, so I assume as 
following
Mov(C,4,S)/Mov(C,50,S)-1
======================================
CQG FORMULAS
Simple moving average oscillator normalized to standard deviation
Osc_N2a: Osc(@,Sim,4,Sim,8)/STDDEV(@,8)

METASTOCK FORMULAS
Mov(C,4,S)/STDEV(C,8) ???
======================================
CQG FORMULAS
Simple moving average oscillator normalized to its own historical 
range
Osc_N3: PCR(Osc(@,Sim,4,Sim,8),200)

METASTOCK FORMULAS
???
======================================

Thank you
Eric








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