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minnamor  
#1 Posted : Friday, May 20, 2005 6:16:46 AM(UTC)
minnamor

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Joined: 4/27/2005(UTC)
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Location: Italy

In the above article Wildner introduced two indicators (Wildner Resistance OScillator or WRO and Wildner Support Oscillator or WSO) to be used in a long only system. Following the article I coded the following indicators and entry/exit conditions: WRO: R1:=If(Ref(HIGH,-4)=HHV(HIGH,9),Ref(HIGH,-4),PREVIOUS); R2:=If(R1=Ref(R1,-1),PREVIOUS,Ref(R1,-1)); R3:=If(R1=Ref(R1,-1),PREVIOUS,Ref(R2,-1)); R4:=If(R1=Ref(R1,-1),PREVIOUS,Ref(R3,-1)); R5:=If(R1=Ref(R1,-1),PREVIOUS,Ref(R4,-1)); R6:=If(R1=Ref(R1,-1),PREVIOUS,Ref(R5,-1)); WRO:=100*(1-(Int(R1/CLOSE) + Int(R2/CLOSE) + Int(R3/CLOSE) + Int(R4/CLOSE) + Int(R5/CLOSE) + Int(R6/CLOSE))/6); WRO WSO: S1:=If(Ref(LOW,-4)=LLV(LOW,9),Ref(LOW,-4),PREVIOUS); S2:=If(S1=Ref(S1,-1),PREVIOUS,Ref(S1,-1)); S3:=If(S1=Ref(S1,-1),PREVIOUS,Ref(S2,-1)); S4:=If(S1=Ref(S1,-1),PREVIOUS,Ref(S3,-1)); S5:=If(S1=Ref(S1,-1),PREVIOUS,Ref(S4,-1)); S6:=If(S1=Ref(S1,-1),PREVIOUS,Ref(S5,-1)); WSO:=100*(1 - (Int(S1/CLOSE) + Int(S2/CLOSE) + Int(S3/CLOSE) + Int(S4/CLOSE) + Int(S5/CLOSE) + Int(S6/CLOSE))/6); WSO Long Entry: Fml("WSO") >Mov(Fml("WSO"),4,S) OR Mov( Fml("C_WRO"),30,S)>95; Long Exit: No Exit formula. Breakeven stop: Floor level at 2% Trailing stop: Profit risk of 10 Percent, ignoring 10 periods Maximum loss stop: Maximum loss of 7%. On the chart the signals and indicators look OK but the results with the System Tester are very poor. Could someby have a look at the above and suggest possible improvements or point out any mistake I have made? Thanks.
henry1224  
#2 Posted : Friday, May 20, 2005 8:45:55 AM(UTC)
henry1224

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If you have the PowerPivots Plus Add-ON this expert will work Highlights long A:=Fml("WRO"); B:=Fml("WSO"); LE:=A>Mov(A,4,S) OR Mov(B,30,S)>95; SE:=B>Mov(B,4,S) OR Mov(A,30,S)>95; LX:=0; SX:=0; B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); B>0 Short A:=Fml("WRO"); B:=Fml("WSO"); LE:=A>Mov(A,4,S) OR Mov(B,30,S)>95; SE:=B>Mov(B,4,S) OR Mov(A,30,S)>95; LX:=0; SX:=0; B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); B<0 Symbol Long Entry A:=Fml("WRO"); B:=Fml("WSO"); LE:=A>Mov(A,4,S) OR Mov(B,30,S)>95; SE:=B>Mov(B,4,S) OR Mov(A,30,S)>95; LX:=0; SX:=0; B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); B>0 AND Ref(B,-1)<=0 Short entry A:=Fml("WRO"); B:=Fml("WSO"); LE:=A>Mov(A,4,S) OR Mov(B,30,S)>95; SE:=B>Mov(B,4,S) OR Mov(A,30,S)>95; LX:=0; SX:=0; B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); B<0 AND Ref(B,-1)>=0
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