Hi Korine
I haven’t
had much time to throughly check this out, the additional functions I am
suggesting or the original code, but you may wish to check out the stdev,bbandbot,bbandbot
etc in the ASI dll provided by www.thedml.com,
also available on the equis forum.
Regards
Dave
From: dpweir [mailto:dpweir@xxxxxxxxxx]
Sent: Thursday, 29 December 2005
7:52 PM
To: 'equismetastock@xxxxxxxxxxxxxxx'
Subject: RE: [EquisMetaStock
Group] developing a trading system - by dennia d. peterson
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
>