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Re: [EquisMetaStock Group] Data Mining using MS 6.52 Exploration



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Hi Nino-
 
I have a reasonable skill in MS but am unfamiliar with some of your code and would like to know what I'm doing. Can you also give me an over-view of your thought process?
 
For example,
 
((Ref(C,4)/C)-1)*100)   - can you explain the intent here? The line works in 6.52 but cannot be dissected; The term ref(c,4)/c)-1) seems to puzzle me. Is it in fact the future value of C four periods hence, projected from yesterday?
 
In Col B, I am getting negative numbers for some stocks. Should I be?
 
Thanks again,
 
Brian

nino branchi <ninbra2@xxxxxxxx> wrote:
col A:
 pat1:=C>L+(H-L)*0.62
AND Ref(C,-1)=LLV(C,3)
AND Ref(C-O,-1)<0 AND Ref(C-O,-2)<0;
epx:=If(pat1=1,((Ref(C,4)/C)-1)*100,0);
LastValue(Cum(epx));
 
 
colB:
pat1:=C>L+(H-L)*0.62
AND Ref(C,-1)=LLV(C,3)
AND Ref(C-O,-1)<0 AND Ref(C-O,-2)<0;
 

LastValue(Cum(pat1));
 
 
colC
:pat1:=C>L+(H-L)*0.62
AND Ref(C,-1)=LLV(C,3)
AND Ref(C-O,-1)<0 AND Ref(C-O,-2)<0;

epx:=If(pat1=1,((Ref(C,4)/C)-1)*100,0);
 
LastValue(Cum(epx))/LastValue(Cum(pat1))
 
pat1 is  an example of your strategy
 
epx calcola il rendimento
percentuale che si sarebbe ottenuto
comprando sul verificarsi del pat1
e vendendo in chiusura dopo 4 sedute.
 
La variabile galo(colA) infine
restituisce il risultato totale dei gain/loss
cumulati con la strategia di pat1 La variabile galo infine
restituisce il risultato totale dei gain/loss
cumulati con la strategia di pat1
 
 npat1(colB)
il numero totale di segnali generati.
 
 


brian carter <briankenyn2@xxxxxxxxx> ha scritto:
Hi-
 
I am trying to use Explorer to measure the effectiveness of a trading scheme over a portfolio of stocks. What I would like to do is, for a given entry formula, measure the gain "n" days from entry and cumulate the points gained or lost to current date.
 
Any ideas would be appreciated.
 
Thanks, Brian 
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