Jan,
Every journey begins with good preparation. It appears that you are
well on your way.
Before you begin testing you should evaluate each part of your system
on a chart to determine if the signals are what you are looking for.
You should ask yourself if a particular parameter is necessary.
Have you tried using different combinations of your long parameters?
What happens if you use just:
AL AND DL;
Are you any better off including the cross parameters?
As far as improving what you have, you could reconsider the use of
the exponential moving averages. If you decide to change to something
other than the EMA then include that change in the MACD as well.
Years ago, someone came up with the "Better Bollinger Bands". The
only difference was where Bollinger used SMA'a they were using EMA's.
Best of luck with your work,
Preston
--- In equismetastock@ yahoogroups. com, "j.geenen" <j.geenen@xx .>
wrote:
>
> 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@ yahoogroups. com, pumrysh <no_reply@> 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@ yahoogroups. com, "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@ yahoogroups. com, 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@ yahoogroups. com, "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@ yahoogroups.
com, 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@ yahoogroups. com, "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@ yahoogroups. com, "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
> > > > > > > >
> > > > > > >
> > > > > >
> > > > >
> > > >
> > >
> >
>