- Katılım
- 23 Eki 2020
- Mesajlar
- 1,797
In Jeffrey Owen Katz's article "Trading stocks witha cyclical system" he introduces the Stock Rhythm System. In MetaStock 6.5, or higher, you can easily create this system. With MetaStock running choose "System Tester" from the Tools menu, click on the New button and enter the following formulas: | |
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Stock Rhythm System Enter Long thresh:= 4; k:= 3; m:= 63; Value1:= Stdev(Ref(ROC(C,k,$),-m),20); Value2:= Ref(ROC(C,k,$),-m); When(Value2 > thresh*Value1) Enter Short thresh:= 4; k:= 3; m:= 63; Value1:= Stdev(Ref(ROC(C,k,$),-m),20); Value2:= Ref(ROC(C,k,$),-m); When(Value2 <-thresh*Value1) Stops Inactivity Positions - Long and Short Method - Points Minimum Change - 15000 Periods - 10 | |
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After entering the formulas click OK, then click on Options. On the Testing page set the Trade Delay to 0, set Positions to Both, then set any other desired options Click OK to save the changes, then open a chart and run the system. Allan McNichol Equis International | |
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