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Lionel,
Remember that I use the MetaStock system tests to help find my watch
list candidates. I make the final decisions based primarily on trend
channel analysis. The ROC is the standard price ROC. I'll copy the custom
formulas and system test below.
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MetaStock for Windows
Indicator Builder
ROC C Dema1
2*(2*Mov(ROC(C,55,%),21,E))-Mov(Mov(ROC(C,55,%),21,E),21,E)
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MetaStock for Windows
Indicator Builder
S/C (LinRegSlope/Close)
(2*Mov(10000*LinRegSlope(C,34)/C,21,E)) -
Mov(Mov(10000*LinRegSlope(C,34)/C,21,E),21,E)
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MetaStock for Windows
System Tester
============================================================================
03_ROC, TSF, ADXR, S/C - All
SIGNAL FORMULAS
---------------
Enter Long:
Alert(Cross(Fml("ROC C"),-5),21) AND
Mov(C,21,E) > Ref(Mov(C,21,E),-13) AND
ADXR(13) > opt1 AND
Fml("S/C") > 0
Close Long:
(Fml("ROC C") < -10 AND
Mov(C,21,E) < Ref(Mov(C,21,E),-3) AND
Fml("S/C") < 0) OR
Alert(Cross(opt2,Fml("ROC C")),21) AND
Mov(C,21,E) < Ref(Mov(C,21,E),5)
Enter Short:
Alert(Cross(0,Fml("ROC C")),13) AND
Mov(C,55,E) < Ref(Mov(C,55,E),-8) AND
ADXR(13) > opt1 AND
Fml("S/C") < -5
Close Short:
(Fml("ROC C") > 0 AND
Mov(C,55,E) > Ref(Mov(C,55,E),-8) AND
Fml("S/C") > 0) OR
Alert(Cross(Fml("ROC C"),-opt2),21) AND
Mov(C,55,E) > Ref(Mov(C,55,E),-8)
OPTIMIZATION VARIABLES
----------------------
OPT1: Min = 21.00 Max = 31.00 Step = 5.00
OPT2: Min = 80.00 Max = 180.00 Step = 50.00
STOPS ALL OFF
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That's it. Yell if you have any questions.
Jim
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> From: Lionel Issen <lissen@xxxxxxxxxx>
> To: Jim Greening <jimginva@xxxxxxxxxxxxx>
> Subject: Re: adxr roc
> Date: Thursday, September 11, 1997 6:29 PM
>
> Jim:
>
> I thought I saw a recent post from you whee you said you use ADXR and ROC
> or RSI as a trading tool.
>
> Can you tell me how u=you sue these? Is the roc taken on price or on
adxr?
>
> Regards
>
> Lionel
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