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rahul's rmo - rahul's rmo
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hayseed  
#1 Posted : Thursday, October 19, 2006 6:59:31 PM(UTC)
hayseed

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lately been lookin at rahul's deal.... after watching both training videos several times a couple things come to mind...

first it should be said rahul's attitude was truely refreshing.... quite different than some of the prior traders equis has put on ..... rahul seems to have both knowledge and compassion....

really didn't reconigize the equis guy's voice, but he did a very good job describing the system.... whether or not someone has any interest in v10, both of those videos are well worth the time to see as both go beyond the system and include trading insights....

as you might expect the indicators , expert, exploration and such are password protected..... but lets don't throw in the towel just yet .....

if you watched the video you probably noticed the very round about way the exploration was carried out.... with password protected codes thats how it often has to be....

if we really want to maximize rahul's deal we must create our own explorations and experts that match his... then we are free to work efficiently and with latitude..... both are easy enough to create but there is one change i'd suggest...... best results are obtained with exploring 1000 records..... the minimum record setting's suggested are far to small.... try exploring for cross(Fml( "Rahul Mohindar Osc (RMO)"), 0) and you see what i mean..... use at least 1000 records....

i was using meta 9 here but v10 has twice the columns so you'll have twice the potential....

now for the exploration....

you can see below column a will locate the new buys in 1 shot, same goes for new sells in column b ....

the system uses 3 conditions, so if we wanted to find some possibly fixin-to-be buys, column c will locate securities with 2 of the 3 conditions and column d same for sell side.....

columns e and f are just ways we could use rahul's indicators in combination with other indicators .......

the training video mentioned scaning in realtime.... that can be slow but often worth it.... as a rule i always figure on less than 30 seconds per security..... speeds can vary drastically...... seems like the exploration below took about 30 minutes to scan realtime the s&p100 on one hour bars with esignal as provider....

so what it boils down to is this, we can create explorations that will combine all 6 of the systems explorations into a single shot exploration and still have room to spare..... and those extra columns will come in handy merging rahul's indicators with others..... by the same token we can recreate the expert to further include other conditions.....h

Exploration notes www.viratechindia.com

Col A: new buy

a:= (Fml( "Rahul Mohindar Osc (RMO)") > 0) AND

(Fml( "SwingTrd 2")>0) AND (Fml( "SwingTrd 2") > Fml(

"SwingTrd 3"));

a=1 AND Ref(a,-1)=0

Col B: new sell

a:= (Fml( "Rahul Mohindar Osc (RMO)") < 0 )AND (Fml(

"SwingTrd 2")<0 ) AND ( Fml( "SwingTrd 2") < Fml(

"SwingTrd 3"));

a=1 AND Ref(a,-1)=0

Col C: almost a buy

a:= Fml( "Rahul Mohindar Osc (RMO)") > 0;

aa:= Fml( "SwingTrd 2")>0;

aaa:= Fml( "SwingTrd 2") > Fml( "SwingTrd 3");

a + aa + aaa =2;

Col D: almost a sell

a:= Fml( "Rahul Mohindar Osc (RMO)") < 0;

aa:= Fml( "SwingTrd 2")<0;

aaa:= Fml( "SwingTrd 2") < Fml( "SwingTrd 3");

a + aa + aaa =2;

Col E: rmo positive and macd cross buy

Fml( "Rahul Mohindar Osc (RMO)") > 0 AND

Cross(MACD(),Mov(MACD(),9,E));

Col F: rmo negative and macd cross sell

Fml( "Rahul Mohindar Osc (RMO)") < 0 AND

Cross(Mov(MACD(),9,E),MACD());

Filter colA OR colB OR colC OR colD OR colE OR colF

Filter enabled Yes

Periodicity Daily

Records required 1000

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hayseed  
#2 Posted : Thursday, October 19, 2006 9:48:49 PM(UTC)
hayseed

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and as a comparison, v10 makes the whole deal ,,,,, well there is no comparison.... side by side v10 wins hands down..... neat....h


Exploration notes http://www.viratechindia.com/

Col A: bullish

Fml( "Rahul Mohindar Osc (RMO)") >0


Col B: new bullish

Fml( "Rahul Mohindar Osc (RMO)") >0 AND Ref(Fml(
"Rahul Mohindar Osc (RMO)"),-1)<0


Col C: bearish

Fml( "Rahul Mohindar Osc (RMO)") <0


Col D: new bearish

Fml( "Rahul Mohindar Osc (RMO)") <0 AND Ref(Fml(
"Rahul Mohindar Osc (RMO)"),-1)>0


Col E: new buy arrow

Cross(Fml( "SwingTrd 2"), Fml( "SwingTrd 3"));


Col F: new sell arrow

Cross( Fml( "SwingTrd 3"),Fml( "SwingTrd 2"));


Col G: new blue bar

Cross(Fml( "SwingTrd 2"),0);


Col H: new red bar

Cross(0,Fml( "SwingTrd 2"));


Col I: new 3 condition buy

a:= Fml( "Rahul Mohindar Osc (RMO)") > 0 AND Fml(
"SwingTrd 2")>0 AND Fml( "SwingTrd 2") > Fml(
"SwingTrd 3");
a=1 AND Ref(a,-1)=0


Col J: new 3 condition sell

a:= Fml( "Rahul Mohindar Osc (RMO)") < 0 AND Fml(
"SwingTrd 2")< 0 AND Fml( "SwingTrd 2") < Fml(
"SwingTrd 3");
a=1 AND Ref(a,-1)=0


Col K: stoch cross buy

a:= Fml( "Rahul Mohindar Osc (RMO)") > 0 AND Fml(
"SwingTrd 2")>0 AND Fml( "SwingTrd 2") > Fml(
"SwingTrd 3");
a AND Cross(Stoch(5,3),30);


Col L: stoch cross sell

a:= Fml( "Rahul Mohindar Osc (RMO)") < 0 AND Fml(
"SwingTrd 2")<0 AND Fml( "SwingTrd 2") < Fml(
"SwingTrd 3");
a AND Cross(70,Stoch(5,3));


Filter enabled Yes
Periodicity Daily
Records required 1000

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NetWorthless  
#3 Posted : Friday, October 20, 2006 3:10:34 AM(UTC)
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Thanks for this, hayseed. This will save me a lot of time that I had planned on spending this coming weekend. Although I have been a MetaStock user since DOS version 3.0, I am still relatively green when it comes to coding.

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hayseed  
#4 Posted : Friday, October 20, 2006 9:31:50 PM(UTC)
hayseed

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hey net..... you can carry that further by combining the bullish/bearish conditions into indicators returning 1 for bull/buy and -1 for bear/sell as is commonly seen......... in prior versions that was handy as columns were scarce.....h

bullish trend 1, bearish trend -1

------------------------------------------------------

If(Fml( "Rahul Mohindar Osc (RMO)") >0,1,If(Fml( "Rahul Mohindar Osc (RMO)") < 0,-1,0))

----------------------------------------------------

buy arrow 1, sell arrow -1

----------------------------------------------------

If(Cross(Fml( "SwingTrd 2"), Fml( "SwingTrd 3")),1,If(Cross( Fml( "SwingTrd 3"),Fml( "SwingTrd 2")),-1,0));

----------------------------------------------------

example of indicator which splits the rmo into 2 parts so above 0 can be green and below 0 can be red....

----------------------------------------

a:=If(Fml( "Rahul Mohindar Osc (RMO)")>0,Fml( "Rahul Mohindar Osc (RMO)"),0);
aa:=If(Fml( "Rahul Mohindar Osc (RMO)")<0,Fml( "Rahul Mohindar Osc (RMO)"),0);

a; {green histogram}
aa; {red histogram}

---------------------------------------
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NetWorthless  
#5 Posted : Saturday, October 21, 2006 2:19:05 PM(UTC)
NetWorthless

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Thanks again, hayseed. I've updated my default RMO Trade Model template to include the 2-color oscillator and have setup the exploration as well. Gotta love all those columns!
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SirShaveKWSN  
#6 Posted : Monday, October 23, 2006 11:26:54 AM(UTC)
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Yes. Thanks for the code. I put it into my explorer, and into my system tester to set up a quick performance test to see if I was interested in pursuing further study of the RMO method.

For the last 1000 daily bars of the NASDAQ 100 (Longs only; excluding data from IOMEGA, which generated error messages), RMO generated about a 36% reliability (% wins v. losses) with average profit/loss of 2.87.

In comparison, a simple 20:10 Donchian Channel system on the same data (ie. Turtle Trading) generated a 40% reliability with a 2.07 average profit/loss ratio.

So it seems like the RMO method is very promising indeed as a trend following system. Has anyone found a filter or a tweak that significantly improves performance ?
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Jedixs  
#7 Posted : Wednesday, November 29, 2006 2:28:54 PM(UTC)
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ColA = RMO

A:=Fml( "Rahul Mohindar Osc (RMO)");
B:=0;
If(A>B,If( Ref(A,-1) < Ref(B,-1),
+2 {new Bull},
+1 {Almost Bullish}),
If( Ref(A,-1) > Ref(B,-1),
-2 {new Bearish },
-1 {Almost Bearish}))

ColB= Buy&Sell Arrows

A:=Fml( "SwingTrd 2");
B:=Fml( "SwingTrd 3");
If(A>B,If( Ref(A,-1) < Ref(B,-1),
+2 {Bullish Crossover,New buy arrow},
+1 {Bullish,Almost Buy signal genarated}),
If( Ref(A,-1) > Ref(B,-1),
-2 {Bearish Crossover,New sell arrow},
-1 {Bearish}))

ColC=Blues&RedBars

A:=Fml( "SwingTrd 2");
B:=0;
If(A>B,If( Ref(A,-1) < Ref(B,-1),
+2 {New Blue bar Bullish },
+1 {Almost blue bars}),
If( Ref(A,-1) > Ref(B,-1),
-2 {New Red Bar bearish },
-1 {Almost red bar}))

ColD=Macd

If( MACD() > Mov( MACD(),9,E),
If( Ref( MACD(),-1) < Ref( Mov( MACD(),9,E),-1),
+2 {Bullish Crossover},
+1 {Bullish}),
If( Ref(MACD(),-1) > Ref(Mov(MACD(),9,E),-1),
-2 {Bearish Crossover},
-1 {Bearish}))

Col E = Stoch

Cross(Stoch(5,3),30) - Cross(70,Stoch(5,3))

{Sto-wave will equal +1 when a buy signal is generated, -1 when is a sell signal is generated, and 0 when there is no signal}

Col F =3 days adx rising or falling

If(ROC(ADX(14),3,$) = Sum(Abs(ROC(ADX(14),1,$)),3), {rising ADX} +1,
If(ROC(ADX(14),3,$) = -Sum(Abs(ROC(ADX(14),1,$)),3),
{falling ADX} -1,0))

Explanation : You can use easiily diffrent variations.

Some examples ;

****ColA ,ColB and ColC is equal to +2 ............. new 3 rule buy OR ColA,ColB and Col C is equal to -2......new 3 rule sell

E.g2 for examples col c = 1 ...it means 1 almost blue bars..; if its equal to +2 ...it measn new blue bar.

E.q 3 = Col A = 2 ...., New RMO generates new bullish signal...and if you would like to use RMO and MACD buy signal Col A must be equal to 1 or 2 and ColD must be equal to +2

Good Luck

Jed
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NetWorthless  
#8 Posted : Monday, December 4, 2006 11:42:40 AM(UTC)
NetWorthless

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Jedixs wrote:

Explanation : You can use easiily diffrent variations.

Some examples ;

****ColA ,ColB and ColC is equal to +2 ............. new 3 rule buy OR ColA,ColB and Col C is equal to -2......new 3 rule sell

E.g2 for examples col c = 1 ...it means 1 almost blue bars..; if its equal to +2 ...it measn new blue bar.

E.q 3 = Col A = 2 ...., New RMO generates new bullish signal...and if you would like to use RMO and MACD buy signal Col A must be equal to 1 or 2 and ColD must be equal to +2

Good Luck

Jed

Muchos gracias, Jed. Most useful!
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hayseed  
#9 Posted : Thursday, February 15, 2007 9:30:18 PM(UTC)
hayseed

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there must be renewed interest in raul's deal judging from the amount of emails i've recieved lately concerning it.... i'll post some examples over the next few days on how it might be used effectively.....

first let me ask , given the choice would you prefer to make 10k with 100 trades or 12k with only 3 trades over the same period of time..... at first the answer might seem obvious but it's not..... don't underestimate the difficulty in waiting for those 3, it's harder than we often think.....

the first system below here is the standard equis stochastic system.... use those rules and run a test on the s&p 100 components......

as a comparsion,

the second system below is the standard equis stochastic system with raul's oscillator used as a confirming indicator..... run that on the s&p 100 ..... it should vastly lower the number of trades while at the same time raise total combined returns..... the rmo oscillator will often keep us out of the market except for confirming times..... that alone should improve our success......

the third system is the standard everyday varity of the moving average cross .... plug in your favorite periods and run that on the s&p 100.....

as a comparsion,

the fourth system is a moving average system but one that flips the conventional buys and sells..... it's common to think of buying when the 10ma crosses above the 20ma and sell on the reverse cross.... but we can just as easily do the unnatural opposite and use the rmo oscillator to keep out of hot water.... run those rules against the s&p 100 and see if it does not improve combined results while vastly lowering the number of trades....

i'll post more examples later.....h

=============================================

Buy Order Order Type Market Order Expiration Good Until Cancelled Entry Size Method Use Default Size Signal Formula Ref( Stoch(5,3), -1) <= 19 AND Stoch(5,3) > 19 Price Formula Entry Size Formula Strategic Delay Tick Minute Day # of Bars 0 0 0

Sell Short Order Order Type Market Order Expiration Good Until Cancelled Entry Size Method Use Default Size Signal Formula Ref(Stoch(5,3), -1) >= 74 AND Stoch(5,3) < 74 Price Formula Entry Size Formula Strategic Delay Tick Minute Day # of Bars 0 0 0 Sell Order Order Type Market Order Expiration Good Until Cancelled Signal Formula Ref(Stoch(5,3), -1) >= 74 AND Stoch(5,3) < 74 Price Formula Strategic Delay Tick Minute Day # of Bars 0 0 0 Buy to Cover Order Order Type Market Order Expiration Good Until Cancelled Signal Formula Ref( Stoch(5,3), -1) <= 19 AND Stoch(5,3) > 19 Price Formula Strategic Delay Tick Minute Day # of Bars 0 0 0

============================================

stochastic with rmo oscillator filter

============================================

Buy Order Order Type Market Order Expiration Good Until Cancelled Entry Size Method Use Default Size Signal Formula Ref( Stoch(5,3), -1) <= 19 AND Stoch(5,3) > 19 and Fml( "Rahul Mohindar Osc (RMO)") > 0 Price Formula Entry Size Formula Strategic Delay Tick Minute Day # of Bars 0 0 0

Sell Short Order Order Type Market Order Expiration Good Until Cancelled Entry Size Method Use Default Size Signal Formula Ref(Stoch(5,3), -1) >= 74 AND Stoch(5,3) < 74 and Fml( "Rahul Mohindar Osc (RMO)") < 0 Price Formula Entry Size Formula Strategic Delay Tick Minute Day # of Bars 0 0 0 Sell Order Order Type Market Order Expiration Good Until Cancelled Signal Formula Ref(Stoch(5,3), -1) >= 74 AND Stoch(5,3) < 74 and Fml( "Rahul Mohindar Osc (RMO)") < 0 Price Formula Strategic Delay Tick Minute Day # of Bars 0 0 0 Buy to Cover Order Order Type Market Order Expiration Good Until Cancelled Signal Formula Ref( Stoch(5,3), -1) <= 19 AND Stoch(5,3) > 19 and Fml( "Rahul Mohindar Osc (RMO)") > 0 Price Formula Strategic Delay Tick Minute Day # of Bars 0 0 0

============================================
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hayseed  
#10 Posted : Thursday, February 15, 2007 10:06:22 PM(UTC)
hayseed

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here is the third system..... just a common 10/20 ma cross.... plugin your favorite periods and run it on the s&p 100 components......

then run the fourth system with my numbers in flipped buy/sell conditions on the s&p 100 components..... it should preform better....

the rmo oscillator tends to keep us out of the market except at confiming times..... it's not fool proof but can be of high value ..... esp if we are high risk traders, ie options...... but again, it's not fool proof..... i'll post better examples later and if you have a favorite system , try to include the rmo osc as seen here...... it might lower your trades and increase overall combined results....... h

ma cross, change periods to your favorites.....

==============================

Buy Order Order Type Market Order Expiration Good Until Cancelled Entry Size Method Use Default Size Signal Formula a:=mov(c,10,e); aa:=mov(c,20,e); cross(a,aa) Price Formula Entry Size Formula Strategic Delay Tick Minute Day # of Bars 0 0 0

Sell Short Order Order Type Market Order Expiration Good Until Cancelled Entry Size Method Use Default Size Signal Formula a:=mov(c,10,e); aa:=mov(c,20,e); cross(aa,a) Price Formula Entry Size Formula Strategic Delay Tick Minute Day # of Bars 0 0 0 Sell Order Order Type Market Order Expiration Good Until Cancelled Signal Formula a:=mov(c,10,e); aa:=mov(c,20,e); cross(aa,a) Price Formula Strategic Delay Tick Minute Day # of Bars 0 0 0 Buy to Cover Order Order Type Market Order Expiration Good Until Cancelled Signal Formula a:=mov(c,10,e); aa:=mov(c,20,e); cross(a,aa) Price Formula Strategic Delay Tick Minute Day # of Bars 0 0 0

==============================

ma cross with uncommon entry/exits with rmo oscillator , use my numbers....

==============================

Buy Order Order Type Market Order Expiration Good Until Cancelled Entry Size Method Use Default Size Signal Formula a:=mov(c,26,e); aa:=mov(c,22,e); cross(a,aa) and Fml( "Rahul Mohindar Osc (RMO)") > 0 Price Formula Entry Size Formula Strategic Delay Tick Minute Day # of Bars 0 0 0

Sell Short Order Order Type Market Order Expiration Good Until Cancelled Entry Size Method Use Default Size Signal Formula a:=mov(c,26,e); aa:=mov(c,22,e); cross(aa,a) and Fml( "Rahul Mohindar Osc (RMO)") < 0 Price Formula Entry Size Formula Strategic Delay Tick Minute Day # of Bars 0 0 0 Sell Order Order Type Market Order Expiration Good Until Cancelled Signal Formula a:=mov(c,26,e); aa:=mov(c,22,e); cross(aa,a) and Fml( "Rahul Mohindar Osc (RMO)") < 0 Price Formula Strategic Delay Tick Minute Day # of Bars 0 0 0 Buy to Cover Order Order Type Market Order Expiration Good Until Cancelled Signal Formula a:=mov(c,26,e); aa:=mov(c,22,e); cross(a,aa) and Fml( "Rahul Mohindar Osc (RMO)") > 0 Price Formula Strategic Delay Tick Minute Day # of Bars 0 0 0

==============================
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B-unit  
#11 Posted : Thursday, February 15, 2007 10:45:36 PM(UTC)
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Hey H, I have put in what you suggested and the results are below. What am I missing? I am pretty sure it will perform better than this?? B-unit Summary RMO1 Australian Dollar - US Dollar ($$AUDUSD) Simulation Date 15/02/2007 1:35:50 PM 1000 Daily Bars 18/04/2003 Through 15/02/2007 (1399 Days) System Details RMO1 Optimized No Order Bias Long Portfolio Bias Single Position Limit 1 Notes Buy Order Order Type Market Order Expiration Good Until Cancelled Entry Size Method # Of Units Signal Formula a:= (Fml( "Rahul Mohindar Osc (RMO)") > 0) AND (Fml( "SwingTrd 2")>0) AND (Fml( "SwingTrd 2") > Fml( "SwingTrd 3")); a=1 AND Ref(a,-1)=0 Price Formula Entry Size Formula 5 Strategic Delay Tick Minute Day # of Bars 0 0 0 Sell Short Order Order Type Market Order Expiration Good Until Cancelled Entry Size Method Use Default Size Signal Formula a:= (Fml( "Rahul Mohindar Osc (RMO)") < 0 )AND (Fml( "SwingTrd 2")<0 ) AND ( Fml( "SwingTrd 2") < Fml( "SwingTrd 3")); a=1 AND Ref(a,-1)=0 Price Formula Entry Size Formula Strategic Delay Tick Minute Day # of Bars 0 0 0 Sell Order Order Type Market Order Expiration Good Until Cancelled Signal Formula a:= (Fml( "Rahul Mohindar Osc (RMO)") < 0 )AND (Fml( "SwingTrd 2")<0 ) AND ( Fml( "SwingTrd 2") < Fml( "SwingTrd 3")); a=1 AND Ref(a,-1)=0 Price Formula Strategic Delay Tick Minute Day # of Bars 0 0 0 Buy to Cover Order Order Type Market Order Expiration Good Until Cancelled Signal Formula a:= (Fml( "Rahul Mohindar Osc (RMO)") > 0) AND (Fml( "SwingTrd 2")>0) AND (Fml( "SwingTrd 2") > Fml( "SwingTrd 3")); a=1 AND Ref(a,-1)=0 Price Formula Strategic Delay Tick Minute Day # of Bars 0 0 0 Stops BreakEven Stop Positions None Floor Level 0.00 Pts Stop Loss Positions Long & Short Positions Stop Value 5.00 % Trailing Stop Positions None Profit Risk Value 0.00 Pts Trailing Periods 0.0 Inactivity Stop Positions None Minimum Value 0.00 % Periods 0.0 Profit Target Positions None Target Value 0.00 % Simulation Options General Options Points Only Test No Initial Equity 10000. Default Size 100 Units Trade Long Yes Trade Short Yes Optimization Results 5 Trade Execution Options Realistic Market Prices Yes Buy Price N/A Sell Price N/A Sell Short Price N/A Buy To Cover Price N/A Delay To Open 1 Slippage Buy 0.00 Pts Sell 0.00 Pts Sell Short 0.00 Pts Buy to Cover 0.00 Pts Broker Options Interest Rates Margin 5.00 % Money Market 3.00 % Margin Requirement Long Initial 100.00 % Long Maintenance 0.00 % Short Initial 150.00 % Short Maintenance 150.00 % Commissions Entry $0.00 Per Transaction Exit $0.00 Per Transaction Performance Profit $1214.13 Performance 12.14 % Annualized Performance 3.17 % Buy & Hold Profit $0.85 Buy & Hold Performance 0.01 % Buy & Hold Annualized Performance 0.00 % Trade Summary Total Trades 35 Trade Efficiency -23.65 % Average Profit/Average Loss 1.63 Profitable Trades Total 7 Long 5 Short 2 Average Profit $0.66 Highest Profit $3.15 Lowest Profit $0.01 Most Consecutive 1 Unprofitable Trades Total 28 Long 13 Short 15 Average Loss $-0.40 Highest Loss $-3.03 Lowest Loss $-0.00 Most Consecutive 10 Maximum Position Excursions Long Favorable $0.71 Short Favorable $6.66 Long Adverse $-0.18 Short Adverse $-3.26 Trade Efficiency Average Entry 50.85 % Average Exit 25.50 % Average Total -23.65 % Average Long Entry 49.65 % Average Long Exit 29.85 % Average Long Total -20.50 % Average Short Entry 52.11 % Average Short Exit 20.90 % Average Short Total -26.99 % Performance Indices Buy & Hold Index 143160.63 % Profit/Loss Index 99.08 % Reward/Risk Index 100.00 % Accounting Initial Equity $10000.00 Trade Profit $4.60 Trade Loss $-11.27 Commissions $0.00 Interest Credited $1220.80 Interest Charged $0.00 Final Equity $11214.13 Open Positions $0.00 Account Variation Highest Account Balance $11214.13 Lowest Account Balance $10000.00 Highest Portfolio Value $4.00 Highest Open Drawdown $0.00 Highest Closed Drawdown $0.00 Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 77 Longest Trade Length 134 Shortest Trade Length 34 Total Trade Length 545 Unprofitable Timing Average Trade Length 12 Longest Trade Length 29 Shortest Trade Length 1 Total Trade Length 351 Out of Market Timing Average 34 Longest 103 Total 104
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hayseed  
#12 Posted : Friday, February 16, 2007 5:31:47 AM(UTC)
hayseed

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hey b-unit....ok, i see the problem now.... when we start a system test we must go thru a couple options panes.... one is system testing options.... in that , set your account balance to 1 million and set your default number of units to 100,000..... remember this is forex..... also click the more button just above help and change the interest paid to all 0's .... and btw, lets overlook that you could run a points only test which is slightly different.....

doc had tried to kick off some interest in fx systems, there might be some systems posted in the fx section somewhere.....

just for a rmo comparsion example lets use the 2 simple stochastic systems above .... run the 2 systems on your audusd data.....

stochastic system...... example only don't trade

---------buy rule------------

Ref( Stoch(5,3), -1) <= 19 AND Stoch(5,3) > 19

-------------------------

---------sell rule--------

Ref(Stoch(5,3), -1) >= 74 AND Stoch(5,3) < 74

-------------------------

---------sell short rule---

Ref(Stoch(5,3), -1) >= 74 AND Stoch(5,3) < 74

-------------------------

---------buy to cover----

Ref( Stoch(5,3), -1) <= 19 AND Stoch(5,3) > 19

-------------------------

=============================================

=============================================

now as a comparsion run the same test but this time use the rmo as confirm.....

stochastic system with rmo.... example only don't trade

-------------buy rule--------------

Ref( Stoch(5,3), -1) <= 19 AND Stoch(5,3) > 19 and Fml( "Rahul Mohindar Osc (RMO)") > 0

-----------------------------------

-------------sell rule--------------

Ref(Stoch(5,3), -1) >= 74 AND Stoch(5,3) < 74 and Fml( "Rahul Mohindar Osc (RMO)") < 0

-----------------------------------

-------------sell short rule--------

Ref(Stoch(5,3), -1) >= 74 AND Stoch(5,3) < 74 and Fml( "Rahul Mohindar Osc (RMO)") < 0

----------------------------------

-----------buy to cover rule------

Ref( Stoch(5,3), -1) <= 19 AND Stoch(5,3) > 19 and Fml( "Rahul Mohindar Osc (RMO)") > 0

----------------------------------

============================================

backtesting can give differing results if the exact dates and data are not used by every tester..... i don't have your audusd data so it's impossible for me to say but odds are the rmo version above will give better results the plain stoch version....

sometimes using the rmo as a filter gives worse results.... not by placing trades badly but by keeping us out of the market at high risk times.... that is common for all filters....

some of the fx'ers might have better insights on forex.... my fx version was a beta test version from long ago and has expired...... i really can't recall just what it contained..... h
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George  
#13 Posted : Friday, February 16, 2007 4:51:56 PM(UTC)
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Looks that this version can be used in Metastock 9, am I correct?
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B-unit  
#14 Posted : Friday, February 16, 2007 6:40:24 PM(UTC)
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Hey H,

Is there a fx specialist at equis?

Or a support group?

Regards

B-unit
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hayseed  
#15 Posted : Friday, February 16, 2007 7:53:19 PM(UTC)
hayseed

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hey b-unit..... doc always seemed to have a handle on the fx version.... but both brandon and pyradius should be as well versed......h

hey george.... rahul's deal is probably best used in v10 due to our user agreement...... however the help files state we can , import and export any MetaStock formula-based files .....

so yes it's possible but to keep me out of trouble, equis support could better answer whether it's ok.....h
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hayseed  
#16 Posted : Sunday, March 4, 2007 9:13:22 AM(UTC)
hayseed

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black dogs question on the size and shape of the rmo has stirred quite a conversation..... really nice to see so many points of view..... at times by considering someone else's view we can better see ours.....

between 1990 and today just about every concievable, and inconcievable, event and market type has occurred.... so if we backtest against those years we should have an idea of the worth of an indicator.....

we could take a dozen of the equis supplied systems and create a copy of each adding the rmo indicator as an addtional parameter..... then run all systems against the nasdaq 100 components and compare the results.....

(Fml( "Rahul Mohindar Osc (RMO)") > 0) {added to buy and buy to cover}

Fml( "Rahul Mohindar Osc (RMO)") < 0 {added to sell and sell short}

it will not improve every system on the planet..... be sure to consider the savings in commissions, such as in ps bear power 2..... i also included "...h v17" in this test which the rmo will not improve.....

standard non optomized equis systems were used, the rmo version of the same name simply includes the rmo..... no tricks, just dollars and sense.... h
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henry1224  
#17 Posted : Sunday, March 4, 2007 10:07:16 AM(UTC)
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Dear H, your use of

(Fml( "Rahul Mohindar Osc (RMO)") > 0) {added to buy and buy to cover}

Fml( "Rahul Mohindar Osc (RMO)") < 0 {added to sell and sell short}

should only be used for the buy and sell short conditions and not for exits
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hayseed  
#18 Posted : Sunday, March 4, 2007 11:18:05 AM(UTC)
hayseed

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hey henry.... as always, thanks for your input.....

it seems to improve results including them, unless i'm over lookin something..... the rmo does take precendence, that's the reason for the reduced number of trades.....

i can think of a few situations where the rmo should not be used, but was wondering what are your thoughts on not using them in exits...... thanks.....h
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henry1224  
#19 Posted : Sunday, March 4, 2007 12:15:35 PM(UTC)
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H, the reason for not using a condition such as RMO>0 as an exit filter,is that if RMO>0 is used as an entry filter and now the RMO changes below 0 before your exit triggers , Metastock will not recognize the exit till RMO is greater than 0
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uasish  
#20 Posted : Sunday, March 4, 2007 12:56:27 PM(UTC)
uasish

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Hayseed,

How does it perform on tick data ? (I only use EOD ) any input ?

Asish
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