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Jim,
Yes you have to create separate explorer tests and normalize the
variables since the explorer won't optimize. I'll copy my explorations
below. I only keep a small number of stocks in my database, so I run the
system tests when I first import the historical data. Then I change the
stock indicators to reflect which system test did best. When I get a stock
from a weekly exploration, I then run the system test again. Since I'm
only dealing with a few stocks at a time, it's no big problem. However,
running the explorations on a large database will probably give you
hundreds of stocks. That's why I use Telescan for my initial screens.
Jim
-----------------------------------------------------------
MetaStock for Windows
The Explorer
============================================================================
01_MFI/R2/Regress Slope/TSF - Long
CALCULATION PARAMETERS
-----------------------
Periodicity: Daily
COLUMN FORMULAS
---------------
ColumnA: Close
C
ColumnB: R2
RSquared(C,21)
ColumnC: S/C
Fml("Tema (S/C)")
ColumnD: MFI
Fml("Tema MFI")
FILTER SOURCE
-------------
Filter Enabled: Yes
Formula:
Alert(RSquared(C,21) < 0.15,13) AND
Tema(10000*LinRegSlope(C,34)/C,34) > -50 AND
HHV(Tema(10000*LinRegSlope(C,34)/C,34),5) =
HHV(Tema(10000*LinRegSlope(C,34)/C,34),13) AND
HHV(Tema(MFI(55),55),5) = HHV(Tema(MFI(55),55),13)
============================================================================
02_ROC,ema,ADXR,S/C
CALCULATION PARAMETERS
-----------------------
Periodicity: Daily
COLUMN FORMULAS
---------------
ColumnA: Close
C
ColumnB: ROC
Fml("Tema ROC")
ColumnC: 21 ema
Mov(C,21,E)
ColumnD: -13 ema
Ref(Mov(C,21,E),-13)
ColumnE: ADXR
ADXR(13)
ColumnF: S/C
Fml("Tema (S/C)")
FILTER SOURCE
-------------
Filter Enabled: Yes
Formula:
Alert(Cross(Tema(ROC(C,55,%),55),0),21) AND
Mov(C,21,E) > Ref(Mov(C,21,E),-13) AND
ADXR(13) > 21 AND
Tema(10000*LinRegSlope(C,34)/C,34) > 0
===========================================================================
03_ADXR,ROC,EMA,S/C
CALCULATION PARAMETERS
-----------------------
Periodicity: Daily
COLUMN FORMULAS
---------------
ColumnA: CLOSE
C
ColumnB: ADXR
ADXR(13)
ColumnC: ROC
Fml("Tema ROC")
ColumnD: HHVma5
HHV(Mov(C,21,E),5)
ColumnE: HHVma13
HHV(Mov(C,21,E),13)
ColumnF: S/C
Tema(10000*LinRegSlope(C,34)/C,34)
FILTER SOURCE
-------------
Filter Enabled: Yes
Formula:
Alert(Cross(ADXR(13),24), 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
----------
> From: Jim Harmon <jrh@xxxxxxxxxxxx>
> To: Jim Greening <jimginva@xxxxxxxxxxxxx>
> Subject: system tests to help find watch list candidates
> Date: Saturday, October 04, 1997 4:44 PM
>
> Hi, Jim.
>
> I'm *finally* getting around to looking at the system you posted to the
> MetaStock list (copied below). I created the indicators in the Indicator
> Builder and the system in the System Tester. Now, how do I run it to
> screen across securities? I haven't done this process before. Do I have
> to create these all over again in the Explorer? BTW, I have MS6.5.
> Thanks!
>
> Jim Harmon
>
> From: "Jim Greening" <jimginva@xxxxxxxxxxxxx>
> 9-12-97 Fri 9:33
> Subject: Re: adxr roc
> To: "Metastock List" <metastock-list@xxxxxxxxxxxxx>, "Lionel Issen"
> <lissen@xxxxxxxxxx>
>
> 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.
> -------------------------------------
> 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)
> --------------------------------------
> 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)
> ---------------------------------------
> 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
> ------------------------------------
> That's it. Yell if you have any questions.
>
> Jim
> ----------
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