I know this is long, but does anybody know how to convert this system written in Amibroker code into Metastock?

/*==============================================================================
Global Settings
==============================================================================*/
SetOption("InitialEquity", 1000000);
SetOption("MinShares", 50);
SetOption("NoDefaultColumns", True );
SetOption("CommissionMode", 2); //$$ per trade
SetOption("CommissionAmount", 0); // commission is accounted for in skid
SetOption("MarginRequirement", 10);
SetOption("UsePrevBarEquityForPosSizing", True);
SetOption("UseCu[censored]cktestProc", True );

SetTradeDelays( 1, 1, 1, 1 );

/*==============================================================================
User-defined Functions
==============================================================================*/
function EMA0(A, p)
{
r[0] = a[0];
ep = 2/(p+1);
for(i = 1; i < BarCount; i++)
{
r = r[i-1] + (a - r[i-1]) * ep;
}
return r;
}

function OptimizeNot(a1, a2, a3, a4, a5)
{
return a2;
}

/*==============================================================================
Entry and Exit Rules
==============================================================================*/
tr = Max(H-L, Max(abs(H-Ref(C, -1)), abs(Ref(C, -1)-L)));
tr[0] = H[0] - L[0];

fast = EMA0(C, Optimize("FastEMA", 15, 20, 140, 5));
slow = EMA0(C, Optimize("SlowEMA", 150, 150, 1000, 10));
Buy = Cross(fast, slow);
Sell = Cross(slow, fast);
Buy[1] = 0; // to avoid false signal at the beginning
//ApplyStop(stopTypeLoss, stopModePoint, ATR_multi*Ref(ATR0, -1), True, True
);

/*==============================================================================
Skid of Executions
==============================================================================*/
BuyPrice = (H+O)/2;
SellPrice = (L+O)/2;

/*==============================================================================
Position Sizing
==============================================================================*/
ATR_multi = OptimizeNot("ATP Multi", 5, 1, 9, 1);
ATR0 = EMA0(tr, 20);

Risk_Per_Share = Ref(ATR0, -1) * ATR_multi;
Heat = OptimizeNot("Heat", 0.10, 0.01, 0.50, 0.01);

PosSizeFactor = Heat / Risk_Per_Share;
// the real position size value is calculated within CBT
SetPositionSize(PosSizeFactor, spsValue);

/*==============================================================================
Automatic Analysis Action Options
==============================================================================*/
AAAction = Status("action");
if(AAAction == actionIndicator)
{
Plot(fast, "FastEMA", colorRed);
Plot(slow, "SlowEMA", colorYellow);
}
else if(AAAction == actionExplore)
{
Filter = 1;
AddColumn( DateTime(), "Date", formatDateTime );
//AddColumn(DayOfWeek(), "DayOfWeek", 1);
AddColumn(O, "Open");
AddColumn(H, "High");
AddColumn(L, "Low");
AddColumn(C, "Close");
//AddColumn(Avg, "AVG");
AddColumn(fast, "FastEMA", 1.3);
AddColumn(slow, "SlowEMA", 1.3);
AddColumn(ATR0, "ATR", 1.3);
//AddColumn(Risk_Per_Share, "Risk/Share");
AddColumn(IIf(Buy, 111, IIf(Sell, 222, 0)) , "Buy1Sell2", 1);
AddColumn(PosSize, "PosSize%Eq");
AddColumn(Equity() , "Equity");
}
else if(AAAction == actionPortfolio)
{
bo = GetBacktesterObject();
bo.PreProcess(); // Initialize backtester
for( bar=0; bar < BarCount; bar++)
{
eq = bo.Equity;
for ( sig=bo.GetFirstSignal(bar); sig; sig=bo.GetNextSignal(bar) )
{
if (sig.isExit())
{
if(bo.ExitTrade(bar,sig.symbol,sig.Price))
{
_TRACE("EXIT: " + sig.symbol + "@" + sig.Price);
}
}
}

// update stats after closing trades
bo.UpdateStats(bar, 1 );

for ( sig=bo.GetFirstSignal(bar); sig; sig=bo.GetNextSignal(bar))
{
if (sig.isEntry())
{
// sig.PosSize is passed from Phase I.
ps = Round(( eq * sig.PosSize)/250)*250 * sig.Price;

if(bo.EnterTrade(bar, sig.symbol, True, sig.Price, ps,
sig.PosScore,sig.RoundLotSize))
{
_TRACE("ENTRY: " + sig.symbol + " @" + sig.Price + " PosScore=" +
sig.PosScore + " PosSize=" + ps);
}
}
}

//bo.HandleStops(bar); // MUST BE PLACED HERE TO WORK FOR N-BAR STOPS (not
before enter/exit trades)
bo.UpdateStats(bar,1); // MAE/MFE is updated when timeinbar is set to 1.
bo.UpdateStats(bar,2);
}
bo.PostProcess(); // Finalize backtester

}
/*==============================================================================
End of Formula
==============================================================================*/

Hi Wabbit. Thanks for the reply. I have been trying to build the system, with some success as far as the indicators are concerned. For the moving averages (where I have to work around the null bars) I have used this :

prd:=150;
data:=CLOSE;
m:=2/(prd+1);
ema:=If(Cum(IsDefined(data))=1,data,(m*data)+((1-m)*PREV));
{plot}
ema;

Using periods 150 and 15 as the system calls for. My problem now is that the system is supposed to Buy one day after the 15 day crosses over the 150 day average. According to the number values generated this happens on August 31st, 1982 for the specific data that I am using. Therefore, the first Buy should be executed on September 1st.

However, when I test the system using this in the system tester:

cross( Fml( "My EMA(2)") , Fml( "My EMA(1)") )

The trade is sometimes done a day later than it should be. I have set the system tester to delay the actual trade 1 day after the signal is issued.

But, I sometimes get, "considered", "placed", "opened", and "executed". This usually is over the span of 3 days, making the actual execution one day later than it should be. Any ideas on how to resolve this problem, so I get a signal issued on "DAY 1" and then executed on "DAY 2"?

Appreciate the help.

Thanks,

HKguy