[EquisMetaStock Group] test system v7.5

["Jose Silva" <josesilva22@xxxxxxxxx>]

Would anyone out there with JSE data kindly test these signals for me?
Thanks in adv.

---8<------------------------------
{ HG Long MkIV system signals v7.5 }
{ Warning: Xperimental only - *Do Not Trade!* }

{ Ignore all signals without matching
   MkIV Money Management module!
  Enter Long = +1 (Close)
  Exit Long  = -1 (Close)
  For JSE markets only.}

{ ©Copyright 2005 Jose Silva }
{ http://www.metastocktools.com }

pds:=Input("Avg trade frequency",2,500,21);
pdsN:=Input("Fibonator normalizing periods (1=none)",1,260,1);
vFilter:=Input("Inactivity filter?  [1]Yes,  [0]No",0,1,1);
delay:=Input("Entry and Exit delay",0,5,0);
plot:=Input("[1]Signals,  [2]Trade binary",1,2,1);

vFilter:=If(vFilter=1,HHV(C,pds)>LLV(C,pds)*1.05,1);
FibSeriesSum:=1+1/1+1/2+1/3+1/5+1/8+1/13+1/21+1/34+1/55+1/89+1/144+1/
233+1/377+1/610;
FibSeriesSumVal:=Frac(FibSeriesSum+LastValue(DPO(pds)+PREV-PREV)-
FibSeriesSum);
FibSeriesSumValNorm:=(FibSeriesSumVal-LLV(FibSeriesSumVal,pds))/
(HHV(FibSeriesSumVal,pds)-LLV(FibSeriesSumVal,pds)+.000001)*100;
avg:=Cum(FibSeriesSumValNorm)/Cum(IsDefined(FibSeriesSumValNorm));
pk:=Ref(FibSeriesSumValNorm,-1)=HHV(FibSeriesSumValNorm,3) AND 
Ref(FibSeriesSumValNorm,-1)>avg;
pkVal:=ValueWhen(1,pk,Ref(FibSeriesSumValNorm,-1));
pkAvg:=Cum(pkVal)/Cum(IsDefined(pkVal));
tr:=Ref(FibSeriesSumValNorm,-1)=LLV(FibSeriesSumValNorm,3) AND 
Ref(FibSeriesSumValNorm,-1)<avg;
trVal:=ValueWhen(1,tr,Ref(FibSeriesSumValNorm,-1));
trAvg:=Cum(trVal)/Cum(IsDefined(trVal));
entryLong:=Cross(FibSeriesSumValNorm,trAvg) AND vFilter;
exitLong:=Cross(FibSeriesSumValNorm,pkAvg);
InitSequence:=Cum(IsDefined(entryLong+exitLong))=1;
x:=ValueWhen(1,entryLong-exitLong<>0,entryLong-exitLong);
entryLong:=x=1 AND (Alert(x<>1,2) OR InitSequence);
exitLong:=x=-1 AND (Alert(x<>-1,2) OR InitSequence);
binary:=ValueWhen(1,entryLong-exitLong<>0,entryLong-exitLong);

{ Plot in own window }
Ref(If(plot=1,entryLong-exitLong,binary),-delay)
---8<------------------------------


jose '-)
http://www.metastocktools.com







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