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try this :
enter long:
(mov(c,opt1,s)>mov(c,opt2,s))
>
(mov(c,opt3,s)>mov(c,opt4,s))
close long =enter short
(mov(c,opt1,s)>mov(c,opt2,s))
<
(mov..............>...................))
and
close short = enter long
let me know
msolferino <solferino@xxxxxxxxxxx> wrote:
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 shortThis 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,MarcYahoo! Mail: 6MB di spazio gratuito, 30MB per i tuoi allegati, l'antivirus, il filtro Anti-spam
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