| |
 |
Combining Trend and Oscillator Signals
|
|
|
|
|
Views:
2034 |
| Added: January 26, 2007 |
| |
|
|
|
| This formula has not been rated yet |
| |
| |
 email this link
|
| |
| |
| Tags:
MetaStock, system
|
| |
|
The information for this test was published in theDecember1996 issue of Technical
Analysis of Stocks and Commodities. The testappearsin the article "Combining
Trend and Oscillator Signals" by Jeremy G. Konstenius. Mr. Konstenius describes
a trading system that combines Linear Regressionand Moving averages to generate
trades.
To create this test in MetaStock do the following:
Run MetaStock version 6.0.
Click Tools|System Tester|New.
Type a name for the test in the Name column.
Enter the following System Test rules and options.
The author uses weekly data and a $50 round turn commission. You can modify this
test by changing the distance from Minimum to Maximum or the Step used in each
OPT variable.
For information about the test contact Jeremy G. Konstenius at
jkonsten@sprynet.com
and
http://home.sprynet.com/sprynet/konsten
Code:
Combining Trend and Oscillator Signals
ENTER LONG:
C>Mov(C,OPT1,S) AND LinRegSlope(C,OPT2)>LinearReg(LinRegSlope(C ,OPT3),50)
CLOSE LONG:
C
ENTER SHORT:
C
CLOSE SHORT:
C>Mov(C,OPT1,S) OR LinRegSlope(C,OPT2)>LinearReg(LinRegSlope(C ,OPT3),50)
OPTIMIZE:
OPT1: Minimum 5 Maximum 50 Step 5
OPT2: Minimum 5 Maximum 50 Step 5
OPT3: Minimum 5 Maximum 50 Step 5
Initial Equity: Any amount.
Positions: Long and Short
Trade Price: Close
Trade delay: 0
Code to difficult? Find somebody to help you with coding here.
Source: http://www.equis.com
 all systems for MetaStock
all systems
|
log in 
sign up for free
