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What I've seen is that two systems might be an average or even below
average performers, but a combination might produce above average
returns.
On Thu, Apr 30, 2009 at 6:40 AM, thomas ng <thomas12ng@xxxxxxxxxxxx> wrote:
>
>
> some of them behave differently and they sprout more than lots of signals.
>
> designing trading system is pretty much similar to pairing up business in
> breeding aquarium fish :) LOL hehehe. you can yield a good result if only
> they matched up together
>
> Take Care
>
> Thomas
>
>
> ________________________________
> From: Rajiv Vyas <rajiv1@xxxxxxxxx>
> To: equismetastock@xxxxxxxxxxxxxxx
> Sent: Thursday, 30 April, 2009 11:48:33 AM
> Subject: [EquisMetaStock Group] Formula Question/Request
>
> 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
>
> ________________________________
> Enjoy a safer web experience. Upgrade to the new Internet Explorer 8
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>
>
--
Rajiv
Sent from Baltimore, MD, United States
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