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Jim,
Looks like you had to send it to the list if you don't mind.
Thanks!!!
> >> -----Original Message----- >> From: Jim Greening [SMTP:JimGinVA@xxxxxxxxxxxxx] >> Sent: Donnerstag, 23. Juli 1998 00:29 >> To: metastock@xxxxxxxxxxxxx >> Subject: Re: Tema >> >> Hans, >> I've got a MetaStock import file with my formulas, tests, >> explorations, etc on it. If you want it yell and I'll email it to >> you. >> >> Jim >> -----Original Message----- >> From: Hans T. Hingst >> To: metastock@xxxxxxxxxxxxx >> Date: Wednesday, July 22, 1998 3:30 PM >> Subject: Re: Tema >> >> >> >Jim, sorry to trouble you. Everything is working fine today. >> > >> >I have no idea what (if anything), I did different, but after copying >> your >> >formula (from the original of this post), directly into the System >> Tester >> >(MS 6.5), and running it over several charts, I got what I described >> below. >> >Anyway, today it works. Now all I have to do is figure out how to >> interpret >> >the results (I need to go back and review your post). >> > >> >Thanks again, >> > >> >Hans >> > >> >-----Original Message----- >> >From: Jim Greening >> >To: metastock@xxxxxxxxxxxxx >> >Date: Tuesday, July 21, 1998 3:15 PM >> >Subject: Re: Tema >> > >> > >> >>Hans, >> >> I haven't gotten any idea, they work for me . Exactly >> which >> >>test did you select and how did you select it? Please give me step >> by >> >>step detail. Also, was it a test copied from a test I posted or was >> >>it from my import file. Are you using MS Version 6.5? >> >> >> >>Jim >> >>-----Original Message----- >> >>From: Hans T. Hingst >> >>To: metastock@xxxxxxxxxxxxx >> >>Date: Tuesday, July 21, 1998 3:00 PM >> >>Subject: Re: Tema >> >> >> >> >> >>>Hi Jim: >> >>> >> >>>I entered your Tema Formula into the System Tester and have run it >> >>over a >> >>>number of stocks w/o getting any results. The Tester tells me it >> is >> >>going >> >>>to run 6 tests and when the "completed" window appears, the >> "Reports" >> >>button >> >>>is greyed out. Any ideas as to what I may be missing? Thanks. >> >>> >> >>>Hans >> >>>-----Original Message----- >> >>>From: Jim Greening >> >>>To: metastock@xxxxxxxxxxxxx >> >>>Date: Wednesday, July 15, 1998 5:45 PM >> >>>Subject: Re: Tema >> >>> >> >>> >> >>>>CMA, >> >>>> I'll copy an old post below. >> >>>> >> >>>>Jim >> >>>>-------------------------------------- >> >>>> The Rsquared, S/C,MFI test is based on linear regression. >> >>>>RSquared is a function that measures how strong a data array of >> >>given >> >>>>length is trending. A return of one correlates to a very strong >> >>trend >> >>>>in either direction. A return of zero correlates to no trend. I'm >> >>>>using it to tell me when there is no trend over the last 21 days, >> or >> >>>>that rsquared(C,21) is less than 0.15. Now that we have no trend, >> >>we >> >>>>would expect one to start in the next 5 to 13 days. If one does >> >>start >> >>>>we want to determine the direction and get in early. Therefore >> >>>>Rsquared is used as a trigger, using it as an ALERT function. >> With >> >>>>the ALERT given, if all the rest of the conditions are met any >> time >> >>>>within a 13 day period, the buy signal will be generated. I'm >> then >> >>>>using S/C and MFI to determine trend start and direction. >> >>>> S/C is nothing more than the normalized 34 day LinRegSlope of >> >>the >> >>>>close. I normalize it by dividing it by the close so charts are >> >>more >> >>>>directly comparable. I also multiply by 10000 just to get numbers >> >>>>between 0 and a few hundred. Finally I apply Tema smoothing to >> get >> >>a >> >>>>smoother plot. The theory is that if S/C is rising then a uptrend >> >>is >> >>>>in progress. If S/C is falling a down trend is in progress. I >> >>check >> >>>>this by making sure that tema(S/C) is larger than an optimized >> value >> >>>>(opt1) and is rising. I use the function HHV(X,5) = HHV(X,13) to >> >>>>check. This is just a quick way to determine if the most reason >> >>>>values of X have been rising. If the condition is met, then S/C >> is >> >>>>rising. Similarly if it met the condition LLV(X,5) = LLV(C,13) it >> >>>>would be falling. >> >>>> I double check the result by also making sure that MFI is >> also >> >>>>rising. When all conditions are met within 13 days of the alert, >> we >> >>>>get a buy signal. The converse is true for a sell signal. Since >> >>the >> >>>>market is biased upwards, I add two additional checks for the >> >>short - >> >>>>MFI less then 0 and the 55 day variable moving average falling. I >> >>>>close the positions when the trend has stopped. For the long >> >>position >> >>>>I check that the Tema(MFI) is below 0, the Tema(S/C) is below opt >> 1 >> >>>>and a 55 day exp moving average is falling. Short positions tend >> to >> >>>>move faster, so I only look the 144 day moving aver to begin >> rising >> >>to >> >>>>close that position. The complete test follows: >> >>>> >> >>>>ENTER LONG: >> >>>>Alert(RSquared(C,21) < 0.15,13) AND >> >>>> Tema(10000*LinRegSlope(C,34)/C,34) > opt1 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) >> >>>> >> >>>>CLOSE LONG: >> >>>> >> >>>>Tema(MFI(55),55) - 50 < 0 AND >> >>>> Tema(10000*LinRegSlope(C,34)/C,34) < opt1 AND >> >>>> LLV(Tema(10000*LinRegSlope(C,34)/C,34),5) = >> >>>> LLV(Tema(10000*LinRegSlope(C,34)/C,34),13) AND >> >>>> LLV(Tema(MFI(55),55),5) = LLV(Tema(MFI(55),55),13) >> >>>> >> >>>>ENTER SHORT >> >>>> >> >>>>Alert(RSquared(C,21) < 0.15,13) AND >> >>>> Tema(10000*LinRegSlope(C,34)/C,34) < opt2 AND >> >>>> LLV(Tema(10000*LinRegSlope(C,34)/C,34),5) = >> >>>> LLV(Tema(10000*LinRegSlope(C,34)/C,34),13) AND >> >>>> LLV(Tema(MFI(55),55),5) = LLV(Tema(MFI(55),55),13) AND >> >>>> Tema(MFI(55),55) - 50 < 0 AND >> >>>> LLV(Mov(C,55,VAR),5) = LLV(Mov(C,55,VAR),13) >> >>>> >> >>>>CLOSE SHORT >> >>>> >> >>>>HHV(Mov(C,55,VAR),5) = HHV(Mov(C,55,VAR),13) AND >> >>>> Tema(MFI(55),55) - 50 > 0 >> >>>> >> >>>>OPTIMIZATION: >> >>>> >> >>>>OPT1: Min=-34 Max=-8 Step=13 >> >>>>OPT2: Min=-55 Max=-21 Step=34 >> >>>> >> >>>>-----Original Message----- >> >>>>From: amc amc >> >>>>To: metastock@xxxxxxxxxxxxx >> >>>>Date: Wednesday, July 15, 1998 11:09 AM >> >>>>Subject: Tema >> >>>> >> >>>> >> >>>>> >> >>>>>To Jim Greening:Don't know if you have covered this, but can you >> >>>>>describe Tema S/C and Tema MFI (money flow index?), >> howconstructed >> >>>>>and how interpreted. Thanks, CMA >> >>>>> >> >>>>> >> >>>>> >> >>>>>_________________________________________________________ >> >>>>>DO YOU YAHOO!? >> >>>>>Get your free @yahoo.com address at http://mail.yahoo.com >> >>>>> >> >>>> >> >>>> >> >>>> >> >>> >> >>> >> >> >> >> >> >> >> > >> >> > >
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