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RE: Stochastics, rsi To: "Richard Estes" <dick@xxxxxxxxxxxxxxxxx>, metastock-list@xxxxxxxxxxxxx Subject: RE: Stochastics, rsi From: "Jim Greening" <JimGinVA@xxxxxxx> Date: Mon, 26 May 97 15:27:15 UT Resent-Date: Mon, 26 May 1997 10:38:55 -0600 Resent-From: metastock-list@xxxxxxxxxxxxx Resent-Message-Id: <"WPi9e3.0.vj1.UoRYp"@mail.equis.com> Resent-Sender: metastock-list-request@xxxxxxxxxxxxx Richard, I've been playing with the indicator you posted.Hope you don't mind. I like the signal locations on the good signals, but got too many false signals. I decided to try a combination to filter out most of the false signals.Finally decided on the normalized LinRegSlope (S/C). I normalized it by dividing by the close price so values would be comparable for any price stock. I then multiplied by 10000 to amplify the signal for easier viewing. I used the standard S/C greater than zero and S/C rising for buy signals. Decided to use S/C less than an optimized negative value for closing the position. Used S/C less than optimized negative value and S/C falling for an open short signal. S/C greaser than zero to close short.Formulas and test follow: MetaStock for Windows Indicator Builder |
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S/C {LinRegSlope/Close} 10000*LinRegSlope(C,34)/C |
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Momentum Time (HIGH - Mov(C,55,T)+(LOW - Mov(C,55,T)))/(HIGH - Mov(C,55,T)-(LOW - Mov(C,55,T))) |
| MetaStock for Windows System Tester |
08_Momentum Time & S/C Enter Long: Alert(Cross(Fml("Momentum Time"),0),13) AND C > Mov(C,21,T) AND Fml("S/C") > 0 AND HHV(Fml("S/C"),5) = HHV(Fml("S/C"),13) Close Long: Fml("S/C") < opt1 Enter Short: Alert(Cross(0,Fml("Momentum Time")),13) AND C < Mov(C,21,T) AND Fml("S/C") < opt1 AND LLV(Fml("S/C"),5) = LLV(Fml("S/C"),13) Close Short: Fml("S/C") > 0 Optimization Variables OPT1: Min = -55.00 Max = -13.00Step = 21.00 STOPS ALL OFF |
I'd appreciate all of you trying this MetaStock System Test and let me know what you think. Jim -----Original Message----- From: Richard Estes Sent: Friday, May 23, 1997 12:20 PM To: metastock-list@xxxxxxxxxxxxx; harald maisack Subject: Re: Stochastics, rsi Sounds good, how do they test using system test or compare against others? Decided to bring out an indicator since I think that and the use of MSWIN is what is of value here. |
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Momentum Time (HIGH - Mov(C,55,T)+(LOW - Mov(C,55,T)))/(HIGH - Mov(C,55,T)-(LOW - Mov(C,55,T))) |
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Momentum Time Buy: Cross(Fml( "MOMENTUM time" ),0) and c>mov(c,21,t) Sell: Cross(0, Fml( "MOMENTUM time" )) |
even put it in text, no promises. Richard Estes | |
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