Currently, I look at some 10 indicators and expert advisors
and I mentally rank each one. So, if Renko Chart is bullish, I will give it +1,
MACD cross over another +1, Chande Expert Advisor +2, RMO bullish +1, etc. I’ve codes for most of these indicators and
EAs and for a few that I don’t, Metastock already has it inbuilt.
What I am trying to accomplish is rank each of these
indicators and expert advisor in exploration and then also system test a
long/short strategy to see what the results would look like when a particular
stock or indices crossed say 6 points (long) or -4 points (bearish).
Below I’ve included formulas for the indicators and EAs. I
was wondering if people on this forum could help me with the structure of
exploration and testing formula.
Indicators:
·
Kase Peak Oscillator (+2): Fml( "0 Kase
Peak Oscillator") > 0
·
Kase Peak Oscillator (-2): Fml( "0 Kase
Peak Oscillator") < 0
·
TSI (+1) : Fml( "ZZ TSI") > 50
·
TSI(-1): Fml( "ZZ TSI") < 40
·
Insync (+1):
Fml( "ZZ Insync Index") < 30
·
Insync (-1):
Fml( "ZZ Insync Index") > 70
·
Ergodic (+1): Fml( "ZZ Ergodic") >
0 (or crosses 0 from below)
·
Ergodic (-1): Fml( "ZZ Ergodic") <
0 (or crosses 0 from above)
·
DMI: + 1 When +DMI is above –DMI and -1 when
–DMI is above +DMI
·
Multiframe Vidya: + 1 When close above Multiframe Vidya and -1
when close below Multiframe Vidya
·
Multiframe Wilder: + 1 When close above
Multiframe wilder and -1 when close below Multiframe Wilder
Multiframe Aroon (+2): When Multiframe Aroon Up
line crosses above the Aroon Down line and -2 when the Aroon Down line crosses
above the Aroon Up line.
Thanks,
Rajiv
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