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Hi Bruce,
The next thing you need to do is to take the rate of change. So for the
sake of illustration. Let's say you called the below formula "sps". So
in your system test you will have
go long (and close short)
sps - ref(sps,-1) >0
close long (go short)
sps - ref(sps,-1) <0
In your options select open with a zero day delay. We know this is
cooking the books but we are interested in the win/loss ratio since we
are using RT data feeds to make our decisions.
Also here is the correct formula:
(Stoch(2,2) + Stoch(3,3) + Stoch(4,4) + Stoch(5,5)
+ Stoch(6,6) + Stoch(7,7) + Stoch(10,10))
/7
Let me know if it doen't work.
Again it was a pleasure to meet you.
Harley
Bruce Russell wrote:
> Harley: I've been experimenting with system tests using the Super
> Stochastic you showed me. I must have the formula wrong because I'm
> not getting the enormous gains testing on ONSL. The formula I'm using
> is: (Stoch(2, 2) + Stoch(3, 3) + Stoch(4, 4) + Stoch(5, 5) +
> Stoch(6, 6) + Stoch(7, 7) + Stoch(8, 8)) / 7 Where did I screw
> up? Thanks, Bruce
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