|
PureBytes Links
Trading Reference Links
|
Hi Preston
Here is the result of our trading system:
Long:
AL:=C > Mov(C,30,E);
BL:=Cross( MACD(), Mov(MACD(),9,EXPONENTIAL)) ;
CL:=Cross(C,Mov(C,30,E));
DL:=MACD() > Mov(MACD(),9,E);
(AL AND BL) OR (CL AND DL);
Close Long:
Cross(Mov(MACD(),5,E),MACD())
Short:
AS:= C < Mov(C,30,E);
BS:= Cross(Mov(MACD(),9,E),MACD());
CS:= Cross(Mov(C,30,E),C);
DS:= MACD() < Mov(MACD(),9,E);
(AS AND BS) OR (CS AND DS);
Close Short:
Cross(MACD(),Mov(MACD(),5,E))
It works good, now we start testing the system.
Do you see any problems or incompatibles or do you have any advices?
Regards, Jan
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> Jan,
>
> Thanks for clearing that up.
>
> If you haven't done so yet check this site for examples:
> http://trader.online.pl/MSZ/e-0-tytulowa-m.html
>
> You can also do a search on our site and some of the other forums
> for examples.
>
> Basically you have two conditions so coding can be as simple as:
>
> {LONG}
> AL:=C > mov(C,30,E);
> BL:=MACD()>0;
> AL and BL;
>
> {CLOSE LONG}
> BX:= MACD()<0;
> BX;
>
> {SHORT}
> AS:= C < mov(C,30,E);
> BS:= MACD() < 0;
> AS and BS;
>
> {CLOSE SHORT}
> BSX:=MACD()>0;
> BSX;
>
>
> Okay, one more thing, if you haven't yet read the users manual,
> there is one in the group files. The manual covers quite a bit and
> is a good resource for coding lanquage and proper terminology. Plus
> you will find a number of indicators that are already part of the
> program.
>
> Hope this helps,
>
> Preston
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "j.geenen" <j.geenen@>
> wrote:
> >
> > Hi Preston
> >
> > We are: a friend and I are trying to built a trading system in
MS.
> > Sorry, that we informed you not completely in the previous mails.
> >
> > The trading system has to give the following signals:
> > LONG: C > EMA(30) and direction coefficient EMA(12,26)> 0
> {direction
> > coefficient is a mathematical value: the line along the curve of
> the
> > indicator turns to positive (curve in a bottom), the valus of the
> > indicator become less negative}
> > CLOSE LONG: d.c. of EMA(12,26)< 0 {direction coefficient is a
> > mathematical value: the line along the curve of the indicator
> turns
> > to negative(curve in a top), the valus of the indicator become
> less
> > positive}
> > SHORT: C < EMA(30) and direction coefficient EMA(12,26)< 0
> {direction
> > coefficient is a mathematical value: the line along the curve of
> the
> > indicator turns to negative(curve in a top), the valus of the
> > indicator become less positive}
> > CLOSE SHORT: d.c. of EMA(12,26)> 0 {direction coefficient is a
> > mathematical value: the line along the curve of the indicator
> turns
> > to positive(curve in a bottom), the valus of the indicator become
> > less negative}
> >
> > Please help us to program this in MS.
> > Thanks for your help.
> >
> > Regards Jan
> >
> >
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> > >
> > > We are?
> > >
> > > Jan the stochastic yields results with a value from 0 to 100.
At
> a
> > > value of 30 or less we are considered to be oversold. At a
value
> of
> > > 70 or more we are considered to be overbought. I'm not sure
what
> > you
> > > mean by a direction coefficient since it is actually part of
the
> > > indicator.
> > >
> > > If want to watch daily movement you could use something like:
> > > Sto:= (Sum( C - LLV(L,5), 3 ) / Sum(HHV(H,5) - LLV(L,5), 3) ) *
> 100;
> > > If(sto > Ref(sto,-1),1,
> > > If(sto < Ref(sto,-1),-1,0));
> > >
> > > This gives you a value of one on up days and negative one on
> down
> > > days.
> > >
> > > You might do better to use a moving average of the stochastic.
> > >
> > > Your request sounds very much like a school project. If so you
> > might
> > > do better to present the original problem to us rather than
> batch
> > > something together that would result in a failing grade.
> > >
> > >
> > > Preston
> > >
> > >
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx, "j.geenen" <j.geenen@>
> > > wrote:
> > > >
> > > > Preston
> > > >
> > > > We are close to the problem now with your solution but I have
> > > another
> > > > question: Is it possible to give the indicator an direction
> > > > coefficient so I can see if it goes up or down?
> > > >
> > > > Regards Jan
> > > >
> > > > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@>
> wrote:
> > > > >
> > > > > Jan,
> > > > >
> > > > > The MACD is the difference between two moving averages
> usually
> > a
> > > 12
> > > > > and 26. The Moving Average Convergence/Divergence indicator
> > > (MACD)
> > > > is
> > > > > calculated by subtracting the value of a 0.075 (26-period)
> > > > > exponential moving average from a 0.15 (12-period)
> exponential
> > > > moving
> > > > > average. A 9-period dotted exponential moving average
> > > (the "signal
> > > > > line") is automatically displayed on top of the MACD
> indicator
> > > line.
> > > > >
> > > > >
> > > > > The ROC(rate of change) is a measure of todays value
> (usually
> > the
> > > > > close) to a value sometime in the past.
> > > > >
> > > > > Measuring a top or bottom in a MACD is not going to be very
> > > useful.
> > > > >
> > > > > If you are looking for a top or bottom a stochastic is
going
> to
> > > be
> > > > a
> > > > > better choice. The following formula calculates a 5-period %
> K
> > > > > Stochastic Oscillator with 3-period slowing:
> > > > > (sum( C - llv(L,5), 3 ) / sum(hhv(H,5) - llv(L,5), 3) ) *
100
> > > > >
> > > > > Notice that HHV and LLV...tops and bottoms are already part
> of
> > > the
> > > > > calculation.
> > > > >
> > > > >
> > > > >
> > > > > Preston
> > > > >
> > > > >
> > > > >
> > > > > --- In equismetastock@xxxxxxxxxxxxxxx, "j.geenen"
> <j.geenen@>
> > > > > wrote:
> > > > > >
> > > > > > Hi all
> > > > > >
> > > > > > Measuring MACD Tops and Bottoms with ROC is too noisy, is
> > there
> > > > > another
> > > > > > way in MS to calculate or program this?
> > > > > >
> > > > > > Regards Jan
> > > > > >
> > > > > > --- In equismetastock@xxxxxxxxxxxxxxx, "j.geenen"
> <j.geenen@>
> > > > wrote:
> > > > > > >
> > > > > > > Hi all
> > > > > > >
> > > > > > > Is there a function in MS to code or calculate MACD
tops
> > and
> > > > > bottoms
> > > > > > so
> > > > > > > I can use these in an Expert?
> > > > > > >
> > > > > > > Kindly regards, Jan
> > > > > > >
> > > > > >
> > > > >
> > > >
> > >
> >
>
------------------------------------
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/equismetastock/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:equismetastock-digest@xxxxxxxxxxxxxxx
mailto:equismetastock-fullfeatured@xxxxxxxxxxxxxxx
<*> 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/
|