Hi Korine
I found that I did
happen to have this article in PDF format, so I quickly did a cut and paste
job, and I think I can see where the problem may be, can you confirm that the
problem you are having is where the code is trying to use a non constant value
within the BbandBot function, variables ‘BBpds’ and ‘deviations’
?
Regards Dave
{Developing A
Trading System by Dennis D. Peterson}
{BUY SIGNAL}
standarddev:=60;
periods:=14;
StochRSI:=(RSI(periods)-LLV(RSI(periods),periods))/
(HHV(RSI(periods),periods)-LLV(RSI(periods),periods));
rdp1:=Round(Stdev(stochrsi,standarddev)/.053);
rdp2:=Round(Stdev(stochrsi,standarddev)/.035);
rdv1:=Round(Stdev(Mov(V,periods,S)/
1000000,standarddev));
adjust1:=
rdv1-rdp1+11;
adjust1:=if(adjust1<8,8,adjust1);
adjust1:=if(adjust1>12,12,adjust1);
adjust2:=rdv1-rdp2+14;
adjust2:=if(adjust1<12,12,adjust2);
adjust2:=if(adjust1>20,20,adjust2);
{Setup}
periods:=adjust1;
BBpds:=adjust2;
howclosetoBBbot:=0.9;
longthresholdentry:=0.3;
wprice:=(2*C+H+L)/4;
deviations:=.0625*BBpds+0.75;
botpercentage:=Abs((wprice-BBandBot(wprice,BBpds,S,deviations))/(BBandTop(wprice,BBpds,S,deviations)-BBandBot(wprice,BBpds,S,deviations)));
{entry
conditions}
entry1:=botpercentage-howclosetoBBbot<0.3;
entry2:=C*1.05>BBandBot(wprice,BBpds,S,deviations)
and
StochRSI>longthresholdentry;
volbb:=If(C>Ref(C,-1),V,0);
entry3:=Volbb>Ref(volbb,-1);
entry4:=(C-O)/(H-L)>.2;
EntryTrigger:=entry1
and entry2 and entry3 and entry4;
EntryTrigger;
From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx] On Behalf Of korine_
Sent: Thursday, 29 December 2005
8:41 AM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: Re: [EquisMetaStock
Group] developing a trading system - by dennia d. peterson
Hi,
Stocks & Commodities V. 20:8 (46-56):
Developing A Trading System by
Dennis D. Peterson
Thanx
--- In equismetastock@xxxxxxxxxxxxxxx,
"david" <dwei9361@xxxx> wrote:
>
> Hi Korine,
>
> Which magazine, and issue ?
>
> Regards
>
> Dave
>
>
>
>
> -----Original Message-----
> From: equismetastock@xxxxxxxxxxxxxxx
[mailto:equismetastock@xxxxxxxxxxxxxxx]
> On Behalf Of korine_
> Sent: Wednesday, 28 December 2005 7:49 AM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] developing a
trading system - by
dennia d.
> peterson
>
> Hi,
> I recently read an article by Dennis D.
Peterson
about "developing a
> trading system" In this article the
author explaines about a
trading
> system and gives the metastock code for it.
> unfortunatly I can't build the system...
> does someone tried buiding this system?
>
>
> thanx
>
>
>
>
>
>
>
>
>
>
> Yahoo! Groups Links
>
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