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I am fairly new to Metastock and I have 2 very fundamental questions:
1- how to do backtest a formula.
2- how to define a successful formula. Another way of asking that question
since we know that simple moving average is not a profitable system can
someone with statistical wording explain why a simple moving average
crossover doesn't work.
Thanks and good luck to everybody.
Murat
-----Original Message-----
From: Metastockusers@xxxxxxxxxxxxxxx
[mailto:Metastockusers@xxxxxxxxxxxxxxx]
Sent: Thursday, January 29, 2004 1:19 PM
To: Metastockusers@xxxxxxxxxxxxxxx
Subject: [Metastockusers] Digest Number 1011
There are 12 messages in this issue.
Topics in this digest:
1. How to limit Whipsaws on an indicator
From: "lseldin" <larry@xxxxxxxxxx>
2. Re: How to create a bat file to run Express Downloader
From: "joetrade69" <joetrade69@xxxxxxxxx>
3. Pegasus
From: "bob1" <bob1@xxxxxxxxxxxx>
4. Pegasus
From: "bob1" <bob1@xxxxxxxxxxxx>
5. Re: Pegasus
From: "Jose" <josesilva22@xxxxxxxxx>
6. Re: Help
From: "Dusant" <dusant@xxxxxxxxxxxxxxxxxx>
7. Re: How to create a bat file to run Express Downloader
From: "lseldin" <larry@xxxxxxxxxx>
8. Three inside days
From: "fleabitten3" <stephen.ballard87@xxxxxxxxxxxx>
9. Re: Three inside days
From: "fleabitten3" <stephen.ballard87@xxxxxxxxxxxx>
10. Re: Re: Three inside days
From: "rdb104" <richandellen@xxxxxxxxxxx>
11. Re: Three inside days
From: Arsk0jn@xxxxxxx
12. Re: Re: Three inside days
From: "Roy Larsen" <rlarsen@xxxxxxxxxxxxxx>
________________________________________________________________________
________________________________________________________________________
Message: 1
Date: Wed, 28 Jan 2004 16:47:34 -0000
From: "lseldin" <larry@xxxxxxxxxx>
Subject: How to limit Whipsaws on an indicator
A part of the logic for a system I am developing, trades when an
indicator changes from positive to negative.
I am trying to improve entry price, by entering on Market Open,
rather than Market Close.However, the indicator during the initial
entry date, can whipsaw during the day. So I am trying look at
methods that may help determine that the indicator will remain
negative during the day, rather than maybe not be confirmed on the
close.
I have some ideas, however, I was looking for your feedback.
Thanks much,
larryTAKEOUT@xxxxxxxxxx
________________________________________________________________________
________________________________________________________________________
Message: 2
Date: Wed, 28 Jan 2004 20:42:22 -0000
From: "joetrade69" <joetrade69@xxxxxxxxx>
Subject: Re: How to create a bat file to run Express Downloader
It's a simple switch. It can even be done with Windows Task Scheduler
C:\Program Files\Equis\The DownLoader\Dlwin.exe /express
Trader Joe...
--- In Metastockusers@xxxxxxxxxxxxxxx, "lseldin" <larry@xxxx> wrote:
> I have Win2k and MetaStock 8. I have eSignal for real time data
feed.
>
> In Downloader, I have Express Download setup and works fine.
>
> What I would like to do, is setup a "bat" file, to run Express
> Downloader without having to call up the Downloader.
>
> I have another program that needs the Express Download data feed,
> that's why I want to run the Express Downloader in batch.
>
> Thanks much,
>
> larryTAKEOUT@xxxx
________________________________________________________________________
________________________________________________________________________
Message: 3
Date: Wed, 28 Jan 2004 19:22:33 -0500
From: "bob1" <bob1@xxxxxxxxxxxx>
Subject: Pegasus
Jose:
Concerning your Pegasus Metastock plugin, your website states
that the indicator is based on advancers and decliners. Does
this mean that if I want to use your plugin for the US market,
that I need this data provided every day for the US market?
Thank you.
Robert E. Woltman
robert@xxxxxxxxxxxx
On Mon, 26 Jan 2004 06:41:00 -0000, Jose wrote
> http://users.bigpond.com/prominex/pegasus.htm
>
> I've been trading my system, and posting trades/results for more
> than three years:
>
> 1) 2003 transactions: 214 complete trades
> 2) Avg winning trades over last three years: 57%
> 3) Approx 59%pa compound profits
> 4) Have been trading Pegasus full time since 1st Nov 2000.
>
> Pegasus is a full mechanical system, and it runs on MetaStock.
>
> jose '-)
________________________________________________________________________
________________________________________________________________________
Message: 4
Date: Wed, 28 Jan 2004 19:22:44 -0500
From: "bob1" <bob1@xxxxxxxxxxxx>
Subject: Pegasus
Jose:
Concerning your Pegasus Metastock plugin, your website states
that the indicator is based on advancers and decliners. Does
this mean that if I want to use your plugin for the US market,
that I need this data provided every day for the US market?
Thank you.
Bob
On Mon, 26 Jan 2004 06:41:00 -0000, Jose wrote
> http://users.bigpond.com/prominex/pegasus.htm
>
> I've been trading my system, and posting trades/results for more
> than three years:
>
> 1) 2003 transactions: 214 complete trades
> 2) Avg winning trades over last three years: 57%
> 3) Approx 59%pa compound profits
> 4) Have been trading Pegasus full time since 1st Nov 2000.
>
> Pegasus is a full mechanical system, and it runs on MetaStock.
>
> jose '-)
________________________________________________________________________
________________________________________________________________________
Message: 5
Date: Thu, 29 Jan 2004 02:14:32 -0000
From: "Jose" <josesilva22@xxxxxxxxx>
Subject: Re: Pegasus
Robert, the ADT market filters use accurate advancers/decliners/TRIN
data based on the local ASX market.
http://users.bigpond.com/prominex/pegasus.htm#ASXmarket
True, to operate these filters in any other markets, you would have to
extract Adv/Dec/Trin data for those markets. The ADT filters come
with data extraction tools to be able to do this, although it may be a
lengthy process to extract historical market breadth data going back
years.
http://users.bigpond.com/prominex/ADT/ADT-05.htm
http://users.bigpond.com/prominex/ADT/ADT-06.htm
jose '-)
--- In Metastockusers@xxxxxxxxxxxxxxx, "bob1" <bob1@xxxx> wrote:
> Jose:
>
> Concerning your Pegasus Metastock plugin, your website states
> that the indicator is based on advancers and decliners. Does
> this mean that if I want to use your plugin for the US market,
> that I need this data provided every day for the US market?
>
> Thank you.
>
> Robert E. Woltman
> robert@xxxx
>
>
>
> On Mon, 26 Jan 2004 06:41:00 -0000, Jose wrote
> > http://users.bigpond.com/prominex/pegasus.htm
> >
> > I've been trading my system, and posting trades/results for more
> > than three years:
> >
> > 1) 2003 transactions: 214 complete trades
> > 2) Avg winning trades over last three years: 57%
> > 3) Approx 59%pa compound profits
> > 4) Have been trading Pegasus full time since 1st Nov 2000.
> >
> > Pegasus is a full mechanical system, and it runs on MetaStock.
> >
> > jose '-)
________________________________________________________________________
________________________________________________________________________
Message: 6
Date: Thu, 29 Jan 2004 13:05:31 +0530
From: "Dusant" <dusant@xxxxxxxxxxxxxxxxxx>
Subject: Re: Help
Vince
I think what you need is this
v1:= Constant
v2:= Constant
VolMA:= mov(v, v1, s);
volup:= if(C >= ref(c, -1), Prev + v, Prev + 0);
voldn:= if(C < ref(c, -1), Prev - v, Prev + 0);
voltot1:= Prev + VOL;
if(voltot1 > v2 * v1, volup, 0);
if(voltot1 > v2 * v1, voldn, 0);
However, it would be helpful if you are clear what the indicator is trying
to do. But this seems a variation of the On balance volumes.
Dusant
Chief Architect
www.candlestrength.com
----- Original Message -----
From: Vincenzo Pace
To: Metastockusers@xxxxxxxxxxxxxxx
Sent: Wednesday, January 28, 2004 9:46 PM
Subject: Re: [Metastockusers] Help
No is a constant. I want translate in metastock the function do...loop.
It's possible?
Thanks
----- Original Message -----
From: Dusant@xxxxxxxxxxxxxxxxxx
To: Metastockusers@xxxxxxxxxxxxxxx
Sent: Wednesday, January 28, 2004 4:22 AM
Subject: Re: [Metastockusers] Help
Vincenzo,
Please explain what you mean by v2*mov(). Is it twice the volume * the
stated MA or v2 is a predefined indicator?
Dusant
Chief Architect
www.candlestrength.com
[This message contained attachments]
________________________________________________________________________
________________________________________________________________________
Message: 7
Date: Thu, 29 Jan 2004 12:20:12 -0000
From: "lseldin" <larry@xxxxxxxxxx>
Subject: Re: How to create a bat file to run Express Downloader
Trader Joe,
Thanks much,
- Larry
------------------------------------------------------
--- In Metastockusers@xxxxxxxxxxxxxxx, "joetrade69" <joetrade69@xxxx>
wrote:
> It's a simple switch. It can even be done with Windows Task
Scheduler
>
> C:\Program Files\Equis\The DownLoader\Dlwin.exe /express
>
>
> Trader Joe...
>
> --- In Metastockusers@xxxxxxxxxxxxxxx, "lseldin" <larry@xxxx> wrote:
> > I have Win2k and MetaStock 8. I have eSignal for real time data
> feed.
> >
> > In Downloader, I have Express Download setup and works fine.
> >
> > What I would like to do, is setup a "bat" file, to run Express
> > Downloader without having to call up the Downloader.
> >
> > I have another program that needs the Express Download data feed,
> > that's why I want to run the Express Downloader in batch.
> >
> > Thanks much,
> >
> > larryTAKEOUT@xxxx
________________________________________________________________________
________________________________________________________________________
Message: 8
Date: Thu, 29 Jan 2004 14:59:53 -0000
From: "fleabitten3" <stephen.ballard87@xxxxxxxxxxxx>
Subject: Three inside days
Hi, I'm currently trying to find an exploration for 'Three Inside
Days'.
I've just found this
http://www.paritech.co.uk/education/technical/custom/explorations/thr
ee.asp but after scanning every folder I have of US
stocks not a single stock was thrown up. Is this because these types
of formations are rare or is the formula suspect?
Thanks
Steve
________________________________________________________________________
________________________________________________________________________
Message: 9
Date: Thu, 29 Jan 2004 15:07:16 -0000
From: "fleabitten3" <stephen.ballard87@xxxxxxxxxxxx>
Subject: Re: Three inside days
--- In Metastockusers@xxxxxxxxxxxxxxx, "fleabitten3"
<stephen.ballard87@xxxx> wrote:
> Hi, I'm currently trying to find an exploration for 'Three Inside
> Days'.
> I've just found this
>
http://www.paritech.co.uk/education/technical/custom/explorations/thr
> ee.asp but after scanning every folder I have of US
> stocks not a single stock was thrown up. Is this because these
types
> of formations are rare or is the formula suspect?
> Thanks
> Steve
Sorry the link doesn't seem to work. heres the formula
Column A
Inside()
Column B
Inside()-1
Column C
Inside()-2
Filter
colA AND colB AND colC
________________________________________________________________________
________________________________________________________________________
Message: 10
Date: Thu, 29 Jan 2004 10:17:21 -0500
From: "rdb104" <richandellen@xxxxxxxxxxx>
Subject: Re: Re: Three inside days
You didn't enter the whole link
http://www.paritech.co.uk/education/technical/custom/explorations/three.asp
----- Original Message -----
From: fleabitten3
To: Metastockusers@xxxxxxxxxxxxxxx
Sent: Thursday, January 29, 2004 10:07 AM
Subject: [Metastockusers] Re: Three inside days
--- In Metastockusers@xxxxxxxxxxxxxxx, "fleabitten3"
<stephen.ballard87@xxxx> wrote:
> Hi, I'm currently trying to find an exploration for 'Three Inside
> Days'.
> I've just found this
>
http://www.paritech.co.uk/education/technical/custom/explorations/thr
> ee.asp but after scanning every folder I have of US
> stocks not a single stock was thrown up. Is this because these
types
> of formations are rare or is the formula suspect?
> Thanks
> Steve
Sorry the link doesn't seem to work. heres the formula
Column A
Inside()
Column B
Inside()-1
Column C
Inside()-2
Filter
colA AND colB AND colC
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[This message contained attachments]
________________________________________________________________________
________________________________________________________________________
Message: 11
Date: Thu, 29 Jan 2004 10:35:52 EST
From: Arsk0jn@xxxxxxx
Subject: Re: Three inside days
Hi Steve,
In over 45 years of trading I have seen 3 inside days about a half-dozen
times on commodities...never on stocks. It is very rare.
Good luck,
Joe
[This message contained attachments]
________________________________________________________________________
________________________________________________________________________
Message: 12
Date: Fri, 30 Jan 2004 06:38:53 +1300
From: "Roy Larsen" <rlarsen@xxxxxxxxxxxxxx>
Subject: Re: Re: Three inside days
Steve
I would have thought Paritech knew how to write MetaStock code by now.
Apparently not.
Writing the exploration as follows makes a lot more sense except that you'll
now likely get hits on
25% of the issues scanned. I think that the MS Inside() function stays true
until an Outside()
condition is seen. I suggest that you apply your own definition of an inside
day to get the result
you are looking for.
Roy
Column A
Inside()
Column B
Ref(Inside(),-1)
Column C
Ref(Inside(),-2)
Filter
colA AND colB AND colC
----- Original Message -----
From: "fleabitten3" <stephen.ballard87@xxxxxxxxxxxx>
To: <Metastockusers@xxxxxxxxxxxxxxx>
Sent: Friday, January 30, 2004 4:07 AM
Subject: [Metastockusers] Re: Three inside days
> --- In Metastockusers@xxxxxxxxxxxxxxx, "fleabitten3"
> <stephen.ballard87@xxxx> wrote:
> > Hi, I'm currently trying to find an exploration for 'Three Inside
> > Days'.
> > I've just found this
> >
> http://www.paritech.co.uk/education/technical/custom/explorations/thr
> > ee.asp but after scanning every folder I have of US
> > stocks not a single stock was thrown up. Is this because these
> types
> > of formations are rare or is the formula suspect?
> > Thanks
> > Steve
>
> Sorry the link doesn't seem to work. heres the formula
>
> Column A
> Inside()
>
> Column B
> Inside()-1
>
> Column C
> Inside()-2
>
> Filter
> colA AND colB AND colC
>
>
>
>
>
> Yahoo! Groups Links
>
> To visit your group on the web, go to:
> http://groups.yahoo.com/group/Metastockusers/
>
> To unsubscribe from this group, send an email to:
> Metastockusers-unsubscribe@xxxxxxxxxxxxxxx
>
> Your use of Yahoo! Groups is subject to:
> http://docs.yahoo.com/info/terms/
>
>
>
>
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