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[EquisMetaStock Group] Re: Month-Week System



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Dom, these are MetaStock indicators.

Now, if you want to play with the System Tester (a waste of time), you 
will need to apply some lateral thinking and adapt the formulae.

jose '-)


--- In equismetastock@xxxxxxxxxxxxxxx, Dominick <Dom2000@xxxx> wrote:
> Hi Jose and Roy:
> 
> Amazing as you guys are and you are, Ver 7.2 does not allow "input" 
> parameters in system testing.
> 
> Many thx's
> 
> dom
> 
> 
> 
> Jose wrote:
> 
> >
> >
> > Try Roy's amazing equity indicator:
> >
> > ---8<---------------------------
> >
> >   {Trade Equity LE} {V5.0}
> >   {© 2004 Roy Larsen, rlarsen@xxxx}
> > B:=Input("Buy  1=O 2=C 3=H 4=L 5=Stop" ,1,5,2);
> > Z:=Input("Sell  1=O 2=C 3=H 4=L 5=Stop",1,5,2);
> > Nd:=Input("Buy Delay", 0,5,0);
> > Xd:=Input("Sell Delay",0,5,0);
> > Cn:=Input("Buy / Sell Costs",0,9999,3030);
> > En:=Input("Display Option 0-12",0,12,0);
> > Cp:=5000; {* trade capital}
> > F:=1; {* trade size Fml(), <1 =%, >1 =shares}
> > N:=Fml("Monthly trade signals")=1; {Buy}
> > Ns:=0;
> > X:=Fml("Monthly trade signals")=-1; {Sell}
> > Xs:=0;
> >   {* end of user area *}
> > F:=If(F=0,1,F);Ns:=(B=5)*Ns;
> > Cx:=Cn-100*Int(Cn/100);Cn:=Int(Cn/100);
> > M:=If(Ns>0,Ns,If(B=1,O,If(B=3,H,If(B=4,L,C))));
> > N:=N AND Alert(N=0,2)+(Cum(N>-1)=1);
> > X:=X AND (Z<5)*(Alert(X=0,2)+(Cum(N>-1)=1));
> > N:=If(Nd=0,N,Alert(N,Nd+1)*(Alert(N,Nd)=0));
> > N:=If(B<5,N,Ns>0);
> > Y:=If(Xs>0,Min(H,Max(L,Xs)),If(Z=1,O,If(Z=3,H,If(Z=4,L,C))));
> > X:=If(Xd=0,X,Alert(X,Xd+1)*(Alert(X,Xd)=0));
> > X:=X+Xs>0;
> > Y:=If((Z<5)*(X=0),C,Y);Y:=If((Xs>0)*N*X,Xs,Y);
> > I:=Cum((F+N+X)>-1)=1;
> > Y:=If((N+X=0)*Alert(N*X,2),ValueWhen(2,1,Y),Y);
> > N:=(I>-1)*N;
> > F:=ValueWhen(1,I+N,F);
> > Tr:=BarsSince(I+N)<(BarsSince(I+X)+(Cum(N)=1 AND Cum(I+X)=1));
> > Tr:=If((N+X>1)*(Alert(Tr,2) OR ((Nd+Xd<1)*(B<>2)*(Z>1)*(Max(B,Z)>4 
OR
> > B<>Z))),1,Tr);
> > Nd:=En; En:=Tr+Alert(Tr=0,2)=2 OR I;
> > Ex:=(Tr=0)*Alert(Tr,2);
> > M:=If(I*(N=0),C,M);
> > Lb:=Alert(Tr,2)*(LastValue(Cum(1))=Cum(1));
> > A:=ValueWhen(1,En,If(M=0,1,M));
> > F:=ValueWhen(1,En,If(F>1,A*F+Cn,Cp*F));
> > En:=Tr*(Alert(Tr=0,2)+I>0);Z:=Nd;
> > N:=(Ex+Lb>0)*If(Cp=0,Y-A-Cn-Cx,(F-Cn)*(Y/A)-F-Ex*Cx);
> > B:=If(Alert(Tr,2),1+BarsSince(En OR I),0);
> > Xs:=Alert(Tr,2)*If(Cp=0,Y-A,(F-Cn)*(Y/A)-F-Ex*Cx);
> > Nd:=LowestSince(1,I,Xs);
> > Ns:=HighestSince(1,I,Xs);
> > X:=Cum((Ex+Lb>0)*(N>0)*B);
> > Xd:=Cum((Ex+Lb>0)*(N<=0)*B);
> > M:=Cum(N)+Cp+Tr*(Lb=0)*If(Cp=0,Y-A-Cn,(F-Cn)*(Y/A)-F);{M;}
> > {Display options
> > 0 total $ equity
> > 1 total % equity
> > 2 $ equity/trade
> > 3 % equity/trade
> > 4 winning trade $
> > 5 losing trade $
> > 6 winning trade #
> > 7 losing trade #
> > 8 trade in progress
> > 9 bars/trade
> > 10 bars/all trades
> > 11 MFE
> > 12 MAE}
> > X:=(Cp>0)/(Cp+(Cp=0));
> > If(Z=0,M,
> > If(Z=1,100*(M-Cp)*X,
> > If(Z=2,N+M-Cp-Cum(N),
> > If(Z=3,100*(N+M-Cp-Cum(N))*X,
> > If(Z=4,Cum((N>0)*N),
> > If(Z=5,Cum((N<0)*N),
> > If(Z=6,Cum(N>0),
> > If(Z=7,Cum(Ex+Lb>0 AND N<=0),
> > If(Z=8,Tr,
> > If(Z=9,BarsSince(I OR Alert(Tr,2)=0)*Alert(Tr,2),
> > If(Z=10,Cum(Alert(Tr,2)),
> > If(Z=11,Ns,Nd))))))))))));
> >
> > ---8<---------------------------
> >
> > jose '-)
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, Dominick <Dom2000@xxxx> 
wrote:
> > > Hi Jose:
> > >
> > > Yes that's it.  Is there anyway to plot an equity line ?
> > >
> > > Jose wrote:
> > >
> > > >
> > > > Bug in the previous code - try this:
> > > >
> > > > =====================
> > > > Monthly trade signals
> > > > =====================
> > > > ---8<------------------
> > > >
> > > > { User inputs }
> > > > In:=Input("Buy on nth trading day",1,22,1);
> > > > Ex:=Input("Sell on nth trading day",1,22,5);
> > > >
> > > > { Month true start }
> > > > mthStart:=Month()<>ValueWhen(2,1,Month());
> > > >
> > > > { Trading day of month }
> > > > mthDay:=BarsSince(mthStart)+1;
> > > >
> > > > { Buy/Sell signals }
> > > > buy:=mthDay=In;
> > > > sell:=mthDay=Ex;
> > > >
> > > > { Plot signals in own window }
> > > > buy-sell
> > > >
> > > > ---8<------------------
> > > >
> > > > jose '-)
> > > >
> > > >
> > > >
> > > > --- In equismetastock@xxxxxxxxxxxxxxx, "Jose" <josesilva22@xxx
.>
> > > > wrote:
> > > > >
> > > > > Try this:
> > > > >
> > > > > =====================
> > > > > Monthly trade signals
> > > > > =====================
> > > > > ---8<------------------
> > > > >
> > > > > { User inputs }
> > > > > In:=Input("Buy on nth trading day",1,22,1);
> > > > > Ex:=Input("Sell on nth trading day",1,22,5);
> > > > >
> > > > > { Month true start }
> > > > > mthCount:=Cum(Month()<>ValueWhen(2,1,Month()));
> > > > > mthStart:=mthCount<>ValueWhen(2,1,mthCount);
> > > > >
> > > > > { Trading day of month }
> > > > > mthDay:=BarsSince(mthStart);
> > > > >
> > > > > { Buy/Sell signals }
> > > > > buy:=mthDay=In;
> > > > > sell:=mthDay=Ex;
> > > > >
> > > > > { Plot signals in own window }
> > > > > buy-sell
> > > > >
> > > > > ---8<------------------
> > > > >
> > > > > jose '-)
> > > > >
> > > > >
> > > > > --- In equismetastock@xxxxxxxxxxxxxxx, Dominick <Dom2000@xxx
.>
> > > > wrote:
> > > > > > Hi All:
> > > > > >
> > > > > > Would someone be so kind to help me with this.
> > > > > > I'm using version 7.2
> > > > > > and I've been trying to write a system that would buy and
> > > > > > sell the first week only of each month.  For ex.  Buy at 
open
> > on
> > > > > > day 1 and sell at close on day 5 of month one and
> > > > > > continue to month 12.  Obviously I've haven't even come 
close.
> > > > > >
> > > > > > TIA,
> > > > > >
> > > > > > dom
> >
> >
> >
> >
> >
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> >
> >
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