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