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Hi Jose,
We are testing this at the moment - luckily we just got a new
mainframe as it takes very long, not to mention the time it took us to
type it in as we can not copy and paste into the mainframe.
It does not do well on the Banking sector, but the performance really
rocks in the Leisure and Hotel industry. One guy here had the MkIV
money management module lying around, so we could also test it with
that. Wow! I think we'll make more money than the King of Swaziland
if we use this. Are you selling rights to it?
PS: Since you posted it, I tested it in AUD. Should I test it in ZAR
as well?
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@xxxx>
wrote:
>
> 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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