|
PureBytes Links
Trading Reference Links
|
Hi all,
I have a simple trading system I am using and was wondering if
somebody could help me with an exploration. The system basically
trades on a 60 minute time frame and consists of two moving
averages. A 5 period EMA and an 8 period SMA. When the 5EMA
crosses the 8SMA I am long, when the 5EMA crosses below the 8SMA I
close long and go short.
Formula as follows... Mov(C,5,E) > Mov(C,8,S) go long
Mov(C,8,S) < Mov(C,5,E) go short
This could be for any time frame, I have been using it on 60 minute.
What I would like some help with is running an exploration on a
group of stocks. Is there a way to to assign a condition to this
formula which could basically say; if you are long that would be
condition A and if you are short that would be condition B. Then
run an exploration that will sort for stocks that have the highest
average of staying in condition A or B for the most 60 minute
bar periods. In other word stocks that have recently been trending
between condition A and B for a minimum of 8 periods at a
time as an example.
This hopefully would bring up a list of stocks that tend to not whip
back and forth. Does this make sense? If anybody can help I would
appreciate the learning experience. Thanks,
Marc
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/BefplB/TM
---------------------------------------------------------------------~->
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|