Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 9/29/2011(UTC) Posts: 3
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Hello,
I am using MS version 11 on Windows Vista. I am trying to run a system test using alpha and beta
indicators but the test crashes Metastock (stops functioning).
These indicators cover two securities (ABC and XYZ). Both securities
are in the same directory. Each security is clearly named in the
indicators' formula's and there is no problem in plotting the indicators
on a chart.
Indicators formula:
beta :
((21*Sum(ROC(Security(
"ABC",CLOSE ),1,%)*ROC(Security( "XYZ",CLOSE )
,1,%),21))-(Sum(ROC(Security(
"ABC",CLOSE ),1,%),21)*Sum(ROC(Security( "XYZ",CLOSE)
,1,%),21)))/((21*Sum(Pwr(ROC(Security("XYZ",CLOSE),1,%),2),21))-Pwr(Sum(ROC(Security(
"XYZ",CLOSE
),1,%),21),2))
alpha :
( Sum( ROC(Security(
"ABC",CLOSE ),1,%),21) -
( Fml(
"Beta" ) * Sum( ROC( Security( "XYZ",CLOSE ),1,%),21)))/21
Otherwise there is no problem with other system tests.
Can anyone please help? Bernard
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