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agentsmart88  
#1 Posted : Monday, February 20, 2012 1:31:46 PM(UTC)
agentsmart88

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I'm very new in MS 11(EOD). And the RMO seem to work very well. But I like to backtest that. How can I do it?? If I have to write a new system tester, can anyone explain the step by step detail and all the formular because I'm very new and never write anything in MS format yet even I read the Formular Primar and I have programming background. Thanks.
MS Support  
#2 Posted : Friday, February 24, 2012 12:00:05 PM(UTC)
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The creator of the RMO did not want to make a system test because he did not want to set any specific system as a preferred use of the RMO tools. Since he has made it, he has seen it successfully used in may different ways.

However, if you use the Fml() function, you can reference the various indicators and create a system test according to the methodology you use with the RMO.
agentsmart88  
#3 Posted : Friday, February 24, 2012 5:04:43 PM(UTC)
agentsmart88

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Thank you for the reply, and I'll try.
retireewill  
#4 Posted : Sunday, May 19, 2013 4:16:18 PM(UTC)
retireewill

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Indicator Builder using RMO - two formulas
-----
1.Formula "RMO BUY(2)
------
Fml( "Rahul Mohindar Osc (RMO)") > 0

AND

Fml( "SwingTrd 2") > Fml( "SwingTrd 3")


2. Formula RMO SELL(2)
---
Fml( "Rahul Mohindar Osc (RMO)") < 0

AND

Fml( "SwingTrd 2") < Fml( "SwingTrd 3")

--------
System Tester only. Not typical results :-)

System Tester: $1,000.00 invested.

Any Name you choose
Buy rule: Fml( "RMO BUY(2)")
Sell rule: Fml( "RMO SELL(2)")
----------------
Tested on ETF "DSLV"
RMO BUY SELL(2) 3X Inverse Silver (DSLV)
Simulation Date 5/19/2013 4:54:45 PM 366 Daily Bars 12/1/2011 Through 5/17/2013 (533 Days) - using "Stops' may improve results.


Performance
Profit $15333.76
Performance 153.34 %
Annualized Performance 105.01 %
Buy & Hold Profit $4721.56
Buy & Hold Performance 47.22 %
Buy & Hold Annualized Performance 32.33 %
---------------

kptrader  
#5 Posted : Friday, June 13, 2014 8:49:32 AM(UTC)
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thanks Bill for the formula's. very useful as I like using the RMO.

The RMO Buy(2) formulae is working great in my system tests.
Im having a problem with system testing the
RMO SELL(2)
---
Fml( "Rahul Mohindar Osc (RMO)") < 0

AND

Fml( "SwingTrd 2") < Fml( "SwingTrd 3").
If I plot it as an indicator over a graph with using the RMO template all lines up & looks good.

But then I add this formulae into the Sell Rule in System test its not picking up any trades?
Did you have any issues with system testing this formulae ?
Laisze  
#6 Posted : Saturday, June 14, 2014 11:55:37 PM(UTC)
Laisze

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MS Support wrote:
The creator of the RMO did not want to make a system test because he did not want to set any specific system as a preferred use of the RMO tools.


Here's an alternative explanation:

The RMO is based on the original copyrighted multi-MA "Rainbow Oscillator" by Mel Widner. This is a multi-MA indicator with waaay too much lag to be useful for any kind of strategy.

Knowing full-well that backtest results would show the RMO to be worse than useless, both the "original creator" and Equis have chosen the usual path: place the onus on the user; base the RMO's signals on the user's subjectivity - i.e., confuse and render any RMO profitability results obscure.

kptrader wrote:
The RMO Buy(2) formulae is working great in my system tests.


Really?
This is what the RMO's main signals looks like on the SPY.


retireewill  
#7 Posted : Sunday, July 6, 2014 10:38:13 PM(UTC)
retireewill

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Sorry you are having problem, kptrader.
I have no problem with formula-on several computers. If, perchance, you have replaced the file "ST_Data.mdb" (I'm using MS11 EOD), the formula may not be there and must type it in again.
Presently I use four Indicators and two Enhanced System Tests. One uses RMO only, the other uses both RMO & SwingTrd 2 & 3.
Here is the complete Indicator and System again. Good luck!
----
Indicator Builder: Uses 4 formula {You'll need to type this in or Cut & Paste}

1.Name= RMO BUY {Uses only SwingTrd 2 & 3}
Formula= Fml( "SwingTrd 2") > Fml( "SwingTrd 3")
AND
Ref(Fml( "SwingTrd 2") > Fml( "SwingTrd 3"),-1)
--------
2.Name= RMO BUY(2) {Uses RMO & SwingTrd 2 & 3}
Formula= Fml( "Rahul Mohindar Osc (RMO)") > 0
AND
Fml( "SwingTrd 2") > Fml( "SwingTrd 3")
-----
3.Name= RMO SELL {Uses only SwingTrd 2 & 3}
Formula= Fml( "SwingTrd 2") < Fml( "SwingTrd 3")
AND
Ref( Fml( "SwingTrd 2") < Fml( "SwingTrd 3"), -1)

4.Name= RMO SELL(2) {Uses RMO & SwingTrd 2 & 3}
Fml( "Rahul Mohindar Osc (RMO)") < 0
AND
Fml( "SwingTrd 2") < Fml( "SwingTrd 3")


----------
Enhanced System Tester Uses 2 formula
Refers to RMO and SwingTrd 2 & 3
Under General,
1.Name=RMO BUY SELL(2)
Buy Order= Fml("RMO BUY(2)")
Sell Order= Fml("RMO SELL(2)")
------
Enhanced System Tester
Uses SwingTrd 2 & 3 only.
Under General,
2.Name=RMO BUY SELL
Buy Order= Fml("RMO BUY")
Sell Order= Fml("RMO SELL")
-------------------------------------------

Laisze  
#8 Posted : Sunday, July 13, 2014 10:37:54 AM(UTC)
Laisze

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Plugged-in the above code into the upcoming AQS-1 platform, and the RMO is not looking too good on the SPY (most liquid equity in the market).


retireewill  
#9 Posted : Sunday, July 13, 2014 11:38:22 AM(UTC)
retireewill

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:-) I wouldn't use it.

The 'Keep it simple' principle is best for me. Trailing Stops which show Entry & Exit are simple enough, and if you find the right issues which dove-tail into that pattern, that is good.


Is my link to find issues to test.

Check out Trailing Stops on JNUG & NUGT YTD. I load data from 30 December, 2013. For two trades each YTD % is 200% & 180% respectively.

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