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Thanks Roy, that's what I've wound up doing. I'm getting weekly values
now off of a weekly exploration and then running that against the
daily stuff in my optimization work. Now all I need is more free time
so I can do the testing.
--- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen" <rlarsen@xxx> wrote:
>
> Hi Metstocktrader
>
>
> There are books on how to use MetaStock out there, but because
everyone's needs are slightly different it would be impossible to
cover everything. You should have the Formula Prime document put out
by Equis and use that in conjunction with the User Manual.
>
> By and large MetaStock is not designed for testing more than one
timeframe (periodicity) at a time. I believe there are now templates
that allow you to chart different periodicities in different windows,
but that's not going to help either with explorations or System Tests.
>
> The whole purpose of my range of weekly indicators is so that you
can test weekly values at the same time as EOD values when running a
test or exploration. It's probably better to run separate EOD and
weekly/monthly explorations. You can organise things so that one exp
feeds the next, and then run them as a batch (of two or more). That's
not really a viable option for the System Tester so you're back to
used EOD data and build indicators to plot weekly and/or monthly
values on that. It's not elegant but it's workable, and if you need to
include more than one periodicity in your testing it's essential.
>
> I wish I could tell you there's an easier way, but I don't know of one.
>
>
> Regards
>
> Roy
> www.metastocktips.co.nz
>
>
> ----- Original Message -----
> From: metstocktrader
> To: equismetastock@xxxxxxxxxxxxxxx
> Sent: Monday, April 24, 2006 1:31 PM
> Subject: Re: [EquisMetaStock Group] Monthly Vs Weekly
>
>
> Thanks Roy, I was trying to trick someone into giving me an idea of
> how to use end of day data and weekly data in the same backtest runs.
>
> Are you aware of any book that lays out some basics like that for
> Metastock? Basic things to do in the system tester with programming
> examples? My needs are always fairly small but my ability to find the
> answers is limited unless I learn programming. Possibly someone has
> taken the time to write a book that would teach me basic programming
> inside the metastock system and system tester.
>
> It seems to me that using weekly/monthly/daily data in back tests in
> conjuction with each other would be a basic but I'm not fidning any
> discussions of it beyound testing them independently of each other.
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen" <rlarsen@> wrote:
> >
> > Hi Metstocktrader
> >
> >
> > You must construct weekly pivot points (indicators) based on EOD
> data. Try defining your pivot points based on the outputs from this
> Weekly OHLC indicator. Note that it also uses Jose Silva's "Calendar
> Week counter" and this can be obtained from
> > http://www.metastocktools.com/#metastock . This formula is necessary
> for accuracy where there are data gaps longer than 3 days, but a
> simpler timing mechanism is OK for data without such gaps. I don't
> have time right now to construct a "dumbed down" version right now but
> you should be able to find ideas for doing that from both Jose's and
> my websites. Typically it takes a couple of weeks of EOD data to get
> this type of indicator up to speed, and obviously longer for weekly
> SMA's etc, so you would need to include a little more data in a system
> test. It's always a good idea to use a date filter to define the test
> period rather than setting dates in the System Tester anyway.
> >
> > Roy
> > www.metastocktips.co.nz
> >
> >
> > {Weekly OHLC}
> > {© 2005 Roy Larsen, rlarsen@}
> > {Use with Jose Silva's "Calendar Week counter" on EOD charts}
> >
> > {User settings}
> > Q:=Input("Weekly OHLC Mode, 0=Static 1=Dynamic 2=Delayed",0,2,1);
> > {0, update at last bar of current frame}
> > {1, update on each new bar}
> > {2, update on first bar of new frame}
> >
> > {Timing module for weekly frames}
> > I:=Fml("Calendar Week counter");
> > A:=DayOfWeek();
> > G:=LastValue(Highest(Sum(A=5,5))=5);
> > I:=I-ValueWhen(2-G,1,I);
> > M:=G+I;
> > F:=G+(M=0 AND PeakBars(1,A,1)=0);
> > A:=LastValue(Cum(1)-1)=Cum(1);
> > B:=Alert(A,2)*(A=0);
> > J:=If(F,1,If(Alert(F,2)=0 AND M,2,0));
> > J:=If(A+LastValue(J)>2 OR B+(Q=1)=2,1,J);
> > J:=If(G,1,If(Q=2 OR Cum(J)<=1,M*2,J));
> >
> > {Prices for weekly frames}
> > Ow:=ValueWhen(1,M,O);
> > Ow:=ValueWhen(1,J,If(J=1,Ow,ValueWhen(2-G,1,Ow)));
> > Hw:=HighestSince(1,M,H);
> > Hw:=ValueWhen(1,J,If(J=1,Hw,ValueWhen(2-G,1,Hw)));
> > Lw:=LowestSince(1,M,L);
> > Lw:=ValueWhen(1,J,If(J=1,Lw,ValueWhen(2-G,1,Lw)));
> > K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2-G,1,C)));
> > Ow:=ValueWhen(1,Ow>0,Ow);
> > Hw:=ValueWhen(1,Hw>0,Hw);
> > Lw:=ValueWhen(1,Lw>0,Lw);
> >
> > {Plot results}
> > Ow; Hw; Lw; K; {Weekly OHLC}
> >
> > ----- Original Message -----
> > From: metstocktrader
> > To: equismetastock@xxxxxxxxxxxxxxx
> > Sent: Monday, April 24, 2006 8:09 AM
> > Subject: [EquisMetaStock Group] Monthly Vs Weekly
> >
> >
> > Can anyone tell me how to get daily and weekly piviot points to be
> > identified in the system test? I'm having problems getting mutliple
> > time frames to run in the same system test. How does one access
> > weekly values and daily values on the same backtest run?
> >
> >
> >
> >
> >
> >
> >
> >
> > SPONSORED LINKS Business finance course Business to business
> finance Small business finance
> > Business finance consultant Business finance magazine
> Business finance schools
> >
> >
> >
>
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