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I
plotted this system on the 3 minute ES (emini S&P 500) from today so far and
agree with Dom. There are a lot of arrows flying about here.
<SPAN
class=670474917-15072003>
To
explain the chart attached, the top window is plotting the buys and sells in
green and red, respectively. The middle window plots the exits (although
most exits came on reversal signals from above). The bottom is the 3 min
ES from today along with the indicators that are producing the entries. I
plotted the arrows and exits myself based on the signals
above.
<SPAN
class=670474917-15072003>
Rather
than going straight to the system tester, I like to plot the signals as binary
indicators to see if the system even looks like it would make sense. In
general, this type of system (basically a moving average crossover system) will
not work on the the short term ES.
<SPAN
class=670474917-15072003>
What
timeframes and securities were you have some good results
with?
<SPAN
class=670474917-15072003>
Good
Trading,
<SPAN
class=670474917-15072003>
Joe
J.
<FONT face=Tahoma
size=2>-----Original Message-----From: dom1_1998
[mailto:Dom2000@xxxxxxxxxxx]Sent: Tuesday, July 15, 2003 10:27
AMTo: Metastockusers@xxxxxxxxxxxxxxxSubject:
[Metastockusers] Re: Help on formulaI don't think
General Custer and the 7th Cav saw this many
arrow.:)))--- In Metastockusers@xxxxxxxxxxxxxxx,
"Stephane Goria"<stephane.goria@xxxx> wrote:> Hi
guys,> > I am investing time on pivots. I have find some good
results with asimple> formula :> > Long enter
:> > A1:=PriceChannelHigh(8);>
A2:=PriceChannelLow(8);> A3:=(O+H+L+C)/4;>
A4:=(A1+A2)/2;> A5:=Mov(A4,4,W);> A6:=A1-A5;>
A7:=If(A3>A5,1,0);> A8:=If(A3<A5,1,0);> >
Cross(A3,A5)> > Short enter :> >
A1:=PriceChannelHigh(8);> A2:=PriceChannelLow(8);>
A3:=(O+H+L+C)/4;> A4:=(A1+A2)/2;> A5:=Mov(A4,4,W);>
A6:=A1-A5;> A7:=If(A3>A5,1,0);> A8:=If(A3<A5,1,0);>
> Cross(A5,A3)> > Exit Long :> >
A1:=PriceChannelHigh(8);> A2:=PriceChannelLow(8);>
A3:=(O+H+L+C)/4;> A4:=(A1+A2)/2;> A5:=Mov(A4,4,W);>
A6:=A1-A5;> A7:=ValueWhen(1,Cross(A3,A5),A3-A5);>
A8:=A5+A7;> Cross(A8,A3);> > Exit Short :>
> A1:=PriceChannelHigh(8);> A2:=PriceChannelLow(8);>
A3:=(O+H+L+C)/4;> A4:=(A1+A2)/2;> A5:=Mov(A4,4,W);>
A6:=A1-A5;> A7:=ValueWhen(1,Cross(A5,A3),A3-A5);>
A8:=A5+A7;> Cross(A3,A8);> > If somebody would like to
cooperate to build or to ehance such a system,> ideas are
welcomed.> > I think, that could be added, some conditions as
not to enter long if> close<open etc....> > Maybe
mixing this system with some indicators...> > Well, if it can
interest this group to work on that....> >
RegardsTo
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