[EquisMetaStock Group] Bill Williams System Tester

["Ticiano Rêgo" <ticianorego@xxxxxxxxx>]

I´m trying to develop a System Tester to verify the Bill Williams System.

There are 12 breakout conditions. ¨6 on the long side and 6 on the short side.


Long:

up1=(H>Ref(H,-1) AND H>Ref(H,-2) AND H>Ref(H,1) AND H>Ref(H,2));

up2=(H>Ref(H,-1) AND H>Ref(H,-2) AND H=Ref(H,1) AND H>Ref(H,2) AND H>Ref(H,3));

up3=(H>Ref(H,-1) AND H>Ref(H,-2) AND H>Ref(H,1) AND H=Ref(H,2) AND H>Ref(H,3));

up4=(H>Ref(H,-1) AND H>Ref(H,-2) AND H=Ref(H,1) AND H=Ref(H,2) AND
H>Ref(H,3) AND H>Ref(H,4));

up5=(H>Ref(H,-1) AND H>Ref(H,-2) AND H=Ref(H,1) AND H>Ref(H,2) AND
H=Ref(H,3) AND H>Ref(H,4));

up6=(H>Ref(H,-1) AND H>Ref(H,-2) AND H>Ref(H,1) AND H=Ref(H,2) AND
H=Ref(H,3) AND H>Ref(H,4));


Short:

dn1=(L<Ref(L,-1) AND L<Ref(L,-2) AND L<Ref(L,1) AND L<Ref(L,2));

dn2=(L<Ref(L,-1) AND L<Ref(L,-2) AND L=Ref(L,1) AND L<Ref(L,2) AND L<Ref(L,3));

dn3=(L<Ref(L,-1) AND L<Ref(L,-2) AND L<Ref(L,1) AND L=Ref(L,2) AND L<Ref(L,3));

dn4=(L<Ref(L,-1) AND L<Ref(L,-2) AND L=Ref(L,1) AND L=Ref(L,2) AND
L<Ref(L,3) AND L<Ref(L,4));

dn5=(L<Ref(L,-1) AND L<Ref(L,-2) AND L=Ref(L,1) AND L<Ref(L,2) AND
L=Ref(L,3) AND L<Ref(L,4));

dn6=(L<Ref(L,-1) AND L<Ref(L,-2) AND L<Ref(L,1) AND L=Ref(L,2) AND
L=Ref(L,3) AND L<Ref(L,4));




Does anyone already have done this ?


Thanks,

Ticiano

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