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Christian,
You're almost right. I multiplied it by 10000 to get it to plot
better. Actually I have changed a few of the MetaStock System Tests I use
around since I posted all of them last. I'll copy the current ones and the
S/C formula below:
----------------------------------------------------------------------------
------------------------------------------------
============================================================================
===
MetaStock Indicator Builder
S/C (LinRegSlope/Close)
10000*LinRegSlope(C,34)/C
============================================================================
===
MetaStock for Windows System Tester
============================================================================
===
01_R2, S/C, MFI, TSF - (Vol Rqd)
SIGNAL FORMULAS
---------------
Enter Long:
Alert(RSquared(C,21) < 0.15,13) AND
Fml("S/C") > opt1 AND
HHV(Fml("S/C"),5) = HHV(Fml("S/C"),13) AND
HHV(MFI(55),5) = HHV(MFI(55),13) AND
HHV(Mov(C,55,E),5) = HHV(Mov(C,55,E),13)
Close Long:
Alert(Cross(TSF(C,233),C),13) AND
LLV(Mov(C,55,E),5) = LLV(Mov(C,55,E),13) AND
Fml("S/C") < opt1
Enter Short:
Alert(RSquared(C,21) < 0.15,13) AND
Fml("S/C") < opt2 AND
LLV(Fml("S/C"),5) = LLV(Fml("S/C"),13) AND
LLV(MFI(55),5) = LLV(MFI(55),13) AND
LLV(Mov(C,144,E),5) = LLV(Mov(C,144,E),13)
Close Short:
HHV(Mov(C,144,E),5) = HHV(Mov(C,144,E),13)
OPTIMIZATION VARIABLES
----------------------
OPT1: Min = -89.00 Max = -21.00 Step = 34.00
OPT2: Min = -89.00 Max = -21.00 Step = 34.00
STOPS ALL OFF
===========================================================================
====
02_R2, S/C, CMO - All
SIGNAL FORMULAS
---------------
Enter Long:
Alert(RSquared(C,21) < 0.15,13) AND
Fml("S/C") > opt1 AND
HHV(Fml("S/C"),5) = HHV(Fml("S/C"),13) AND
CMO(55) > 0 AND
C > Mov(C,233,E)
Close Long:
Fml("S/C") < opt1 AND
LLV(CMO(C,55),5) = LLV(CMO(C,55),13)
Enter Short:
Alert(RSquared(C,21) < 0.15,13) AND
Fml("S/C") < opt2 AND
LLV(Fml("S/C"),5) = LLV(Fml("S/C"),13) AND
CMO(C,55) < 0 AND
LLV(Mov(C,144,E),5) = LLV(Mov(C,144,E),13) AND
C < Mov(C,233,E)
Close Short:
HHV(Mov(C,144,E),5) = HHV(Mov(C,144,E),13) AND
CMO(C,55) > 0
OPTIMIZATION VARIABLES
----------------------
OPT1: Min = -89.00 Max = -21.00 Step = 34.00
OPT2: Min = -42.00 Max = 0.00 Step = 21.00
STOPS ALL OFF
===========================================================================
====
03_R2, S/C, CCI, TSF - All
SIGNAL FORMULAS
---------------
Enter Long:
Alert(RSquared(C,21) < 0.15,13) AND
Fml("S/C") > opt1 AND
HHV(Fml("S/C"),5) = HHV(Fml("S/C"),13) AND
HHV(CCI(55),5) = HHV(CCI(55),13) AND
CCI(55) > 0 AND
HHV(Mov(C,55,E),5) = HHV(Mov(C,55,E),13)
Close Long:
LLV(TSF(C,55),5) = LLV(TSF(C,55),13) AND
Fml("S/C") < opt1 AND
LLV(CCI(55),5) = LLV(CCI(55),13)
Enter Short:
Alert(RSquared(C,21) < 0.15,13) AND
Fml("S/C") < opt2 AND
LLV(Fml("S/C"),5) = LLV(Fml("S/C"),13) AND
LLV(CCI(55),5) = LLV(CCI(55),13) AND
LLV(Mov(C,144,E),5) = LLV(Mov(C,144,E),13)
Close Short:
HHV(Mov(C,144,E),5) = HHV(Mov(C,144,E),13)
OPTIMIZATION VARIABLES
----------------------
OPT1: Min = -89.00 Max = -21.00 Step = 34.00
OPT2: Min = -89.00 Max = -21.00 Step = 34.00
STOPS ALL OFF
===========================================================================
====
04_R2, S/C, TRIX - All
SIGNAL FORMULAS
---------------
Enter Long:
Alert(RSquared(C,21) < 0.15,13) AND
Fml("S/C") > opt1 AND
HHV(Fml("S/C"),5) = HHV(Fml("S/C"),13) AND
TRIX(21) > Mov(TRIX(21),55,T) AND
HHV(TRIX(21),5) = HHV(TRIX(21),13)
Close Long:
Fml("S/C") < opt1 AND
TRIX(21) < Mov(TRIX(21),55,T)
Enter Short:
Alert(RSquared(C,21) < 0.15,13) AND
Fml("S/C") < opt2 AND
LLV(Fml("S/C"),5) = LLV(Fml("S/C"),13) AND
TRIX(21) < Mov(TRIX(21),55,T) AND
LLV(Mov(C,144,E),5) = LLV(Mov(C,144,E),13)
Close Short:
HHV(Mov(C,144,E),5) = HHV(Mov(C,144,E),13) AND
TRIX(21) > Mov(TRIX(21),55,T)
OPTIMIZATION VARIABLES
----------------------
OPT1: Min = -89.00 Max = -21.00 Step = 34.00
OPT2: Min = -89.00 Max = -21.00 Step = 34.00
STOPS ALL OFF
===========================================================================
====
05_ROC, TSF, ADXR, S/C - All
SIGNAL FORMULAS
---------------
Enter Long:
Alert(Cross(ROC(C,21,%),-5),21) AND
HHV(Mov(C,21,E),5) = HHV(Mov(C,21,E),13) AND
ADXR(13) > opt1 AND
Fml("S/C") > -5
Close Long:
C < TSF(C,233) AND
ROC(C,21,%) < 0 AND
LLV(Mov(C,21,E),5) = LLV(Mov(C,21,E),13) AND
ADXR(13) < opt1
Enter Short:
Alert(Cross(-10,ROC(C,21,%)),13) AND
LLV(Mov(C,144,E),5) = LLV(Mov(C,144,E),13) AND
ADXR(13) > opt2 AND
C < Mov(C,55,E) AND
Fml("S/C") < -8
Close Short:
HHV(Mov(C,144,E),5) = HHV(Mov(C,144,E),13) AND
Fml("S/C") > -8
OPTIMIZATION VARIABLES
----------------------
OPT1: Min = 21.00 Max = 27.00 Step = 3.00
OPT2: Min = 25.00 Max = 35.00 Step = 5.00
STOPS ALL OFF
===========================================================================
====
06_Three Moving Average System
SIGNAL FORMULAS
---------------
Enter Long:
HHV(Mov(C,opt1,E),5) = HHV(Mov(C,opt1,E),13) AND
HHV(Mov(C,opt2,E),5) = HHV(Mov(C,opt2,E),13) AND
HHV(Mov(C,opt3,E),5) = HHV(Mov(C,opt3,E),13) AND
Mov(C,opt1,E) > Mov(C,opt2,E)
Close Long:
Mov(C,opt1,E) < Mov(C,opt2,E)
Enter Short:
LLV(Mov(C,opt1,E),5) = LLV(Mov(C,opt1,E),13) AND
LLV(Mov(C,opt2,E),5) = LLV(Mov(C,opt2,E),13) AND
LLV(Mov(C,opt3,E),5) = LLV(Mov(C,opt3,E),13) AND
Mov(C,opt1,E) < Mov(C,opt2,E)
Close Short:
Mov(C,opt1,E) > Mov(C,opt2,E)
OPTIMIZATION VARIABLES
----------------------
OPT1: Min = 13.00 Max = 21.00 Step = 8.00
OPT2: Min = 55.00 Max = 89.00 Step = 34.00
OPT3: Min = 144.00 Max = 233.00 Step = 89.00
STOPS ALL OFF
---------------------------------------------------------------------------
Give them a try and let me know what you think. Yell if you have any
questions.
Jim
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From: Christian Baude <BAUDECB@xxxxxxxxxxxxx>
To: JimGinVA <JimGinVA@xxxxxxxxxxxxx>
Cc: metastock-list@xxxxxxxxxxxxx
Subject: Re: Weekly Pick.
Date: Thursday, July 24, 1997 7:52 PM
Hi Jim,
I've been following your posts. Am I correct in assuming that
Fml("S/C") = LinRegSlope(C,34)
It appears that in a previous post you referred to your 03_R2 as
03_R2, Regress Slope/Qstick - (OHLC Rqd)
... Trying to learn System Tests & Formula writing by 'disassembling'
your hard work <g>.
-= Chris =-
Using MSWIN 6.0 / FastTrack / FastRUBE / FastTools / TC2000
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