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TASC-Feb1999. Translated for MetaStock 6.5 by Ton Maas -The Netherlands - June1999 The system's original Easy Language formulas + system were derived from theabove mentioned TASC article. My guess is that Equis (Alan McNichol) was not in the possession of them when he wrote the Equis version of the system, back in the Feb99 Trader's Tips section of TASC. MetaStock 6.5 System TesterMetaStock 6.5 Indicator Cyclical System - J O Katz thresh:= {omit whipsaw} 4; k:= {roc comparison period} 3; m:= {cycle period} 63; hld:= {maximum period holding position} 10; Value1:= {volatility} Stdev(Mov(C,m,S)-Mov(C,m+k,S),20); Value2:= {roc, relative comparison ratio} Mov(C,m,S)-Mov(C,m+k,S); tv1:= thresh*Value1; EL:={Enter Long} Value2>tv1; CL:={Close Long} Ref(Cross(Value2,tv1),-hld); ES:={Enter Short} Value2<tv1; CS:={Close Short} Ref(Cross(tv1,Value2),-hld); JKcycl:=If((EL>0)=1,+10, If((ES>0)=1,-10,0)); JKcycl Cyclical System by Jeffrey Owen Katz {Notes: February 1999 - TASC-article (see also TRADERS' TIPS)} {copy-repeat all that is printed below when applying for the right rule} thresh:= {omit whipsaw} 4; k:= {roc comparison period} 3; m:= {cycle period} 63; hld:= {maximum period holding position} 10; Value1:= {volatility} Stdev(Mov(C,m,S)-Mov(C,m+k,S),20); Value2:= {roc, relative comparison ratio} Mov(C,m,S)-Mov(C,m+k,S); tv1:= thresh*Value1; Enter Long: Value2>tv1 Close Long: Ref(Cross(Value2,tv1),-hld) Enter Short: Value2<tv1 Close Short: Ref(Cross(tv1,Value2),-hld) czyli : |
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Cyclical System by Jeffrey Owen Katz {Notes: February 1999 - TASC-article (see also TRADERS' TIPS)} Enter Long: thresh:= {omit whipsaw} 4; k:= {roc comparison period} 3; m:= {cycle period} 63; hld:= {maximum period holding position} 10; Value1:= {volatility} Stdev(Mov(C,m,S)-Mov(C,m+k,S),20); Value2:= {roc, relative comparison ratio} Mov(C,m,S)-Mov(C,m+k,S); tv1:= thresh*Value1; Value2>tv1 Close Long: thresh:= {omit whipsaw} 4; k:= {roc comparison period} 3; m:= {cycle period} 63; hld:= {maximum period holding position} 10; Value1:= {volatility} Stdev(Mov(C,m,S)-Mov(C,m+k,S),20); Value2:= {roc, relative comparison ratio} Mov(C,m,S)-Mov(C,m+k,S); tv1:= thresh*Value1; Ref(Cross(Value2,tv1),-hld) Enter Short: thresh:= {omit whipsaw} 4; k:= {roc comparison period} 3; m:= {cycle period} 63; hld:= {maximum period holding position} 10; Value1:= {volatility} Stdev(Mov(C,m,S)-Mov(C,m+k,S),20); Value2:= {roc, relative comparison ratio} Mov(C,m,S)-Mov(C,m+k,S); tv1:= thresh*Value1; Value2<tv1 Close Short: thresh:= {omit whipsaw} 4; k:= {roc comparison period} 3; m:= {cycle period} 63; hld:= {maximum period holding position} 10; Value1:= {volatility} Stdev(Mov(C,m,S)-Mov(C,m+k,S),20); Value2:= {roc, relative comparison ratio} Mov(C,m,S)-Mov(C,m+k,S); tv1:= thresh*Value1; Ref(Cross(tv1,Value2),-hld) |
After entering the formulas, click OK. Then click Options. On the Testing page, set the Trade Delay to zero, set Positions to "both", and then setany other desired options (apart from Optimizing, which is not advisable; leave the factory default settings). Click OK to save the changes, and then open a chart and run the system. [14290] | |
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