A New System Test

["Jim Greening" <JimGinVA@xxxxxxxxxxxxx>]

All,
     I've been playing with my MetaStock 6.5 system tests.  I came up with
a variation of the ADXR, ROC test that works good on some stocks.  I'll
copy it below.  Let me know what you think.

Jim
------------------------------------------
                             MetaStock for Windows
                                 System Tester
============================================================================

 05_ADXR,ROC, ema,S/C - All
     SIGNAL FORMULAS
     ---------------
         Enter Long:
             Alert(Cross(ADXR(13),opt1), 13) AND
              Tema(ROC(C,55,%),55) > 0 AND
               HHV(Mov(C,21,E),5) = HHV(Mov(C,21,E),13) AND
                Tema(10000*LinRegSlope(C,34)/C,34) > 0  
  
         Close Long:
             LLV(Mov(C,21,E),5) = LLV(Mov(C,21,E),13) AND
              LLV(Tema(ROC(C,55,%),55),5) =
              LLV(Tema(ROC(C,55,%),55),13) AND
               ADXR(13) < 21
  
         Enter Short:
             Alert(Cross(ADXR(13),opt2), 13) AND
              Tema(ROC(C,55,%),55) < 0 AND
               LLV(Mov(C,144,E),5) = LLV(Mov(C,144,E),13) AND
                Tema(10000*LinRegSlope(C,34)/C,34) < 0  
  
         Close Short:
             Tema(ROC(C,55,%),55) > 0 
  
     OPTIMIZATION VARIABLES
     ----------------------
         OPT1: Min = 21.00  Max = 27.00  Step = 3.00
         OPT2: Min = 21.00  Max = 24.00  Step = 3.00
  
     STOPS ALL OFF