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JONESTOCK  
#1 Posted : Saturday, June 6, 2015 9:15:46 PM(UTC)
JONESTOCK

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As you know the system tests bring us an equity line of system results, my plan is to create a derivative of that system test by applying some simple TA on it...

 

How can i do this? Any ideas?

 

Thanks...

mstt  
#2 Posted : Sunday, June 7, 2015 8:42:15 PM(UTC)
mstt

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Hi Jonestock Your request is rather too vague to give a precise answer to. However it's possible that my Trade Equity tools might provide the wherewithal to achieve what you want. If you could be more specific with your needs I (and probably others) might be able to offer some practical solutions. If you don't want to go public with specifics then you could write to me at rlarsen@quik.co.nz. Roy (mstt)
JONESTOCK  
#3 Posted : Monday, June 8, 2015 7:57:57 PM(UTC)
JONESTOCK

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Originally Posted by: mstt Go to Quoted Post
Hi Jonestock

Your request is rather too vague to give a precise answer to. However it's possible that my Trade Equity tools might provide the wherewithal to achieve what you want. If you could be more specific with your needs I (and probably others) might be able to offer some practical solutions. If you don't want to go public with specifics then you could write to me at rlarsen@quik.co.nz.

Roy (mstt)

 

No i can share ... As you know the system test result , the overall , is shown as a graph,  my aim is to make another system test of a working system test ...and develope a logical system test,,,  such as  while the actual system tester overall or last value is greater than its 500 M. average --> GO ALONG WITH THE SYSTEM ( DO WHAT IT SAYS SINCE ITS ACTUALLY IN BULLISH FORM) or DONT OBEY THE SYSTEM if its last value is below of its 500 MA...    This can be just one method..

 

I dont know if i am still not clear :))   1- We have a  system test---> it has its own chart---> create another test and apply on that chart---> develop a better system..   

 

 

Thanks...

mstt  
#4 Posted : Monday, June 8, 2015 11:45:08 PM(UTC)
mstt

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Hi Jonestock Included below an adapted version of the "PS Meisels Overbought/Oversold" system that comes with the last several versions of MetaStock. My adaptation is in Indicator form so that Trade Equity indicators can call it to generate an equity curve and much more. Below the system indicator is a basic version of the Trade Equity GV LE- "Trade Equity LE" without the assistance of Global variables. Its primary function is to develop an equity curve without the need to access the EST. Not only can the Trade Equity tools generate an equity curve but in the process of doing so they generate a range of statistics and can report those as plots on a chart and/or as an Expert commentary. If you create both of the indicators below you should be able to plot an equity curve, and even match it to an EST equity curve using appropriate EST settings. Trade Equity LE usually requires Equal position sizing (as opposed to compounding position sizing where profits or losses are added to (subtracted from) available capital). If you are interested you can get a copy of the Trade Equity User Guide and other supporting documents by writing to me at my "quik" email address from my previous post. Roy {PS MOO (Meisels Overbought/Oversold)} M1:=Sum(If(C>Ref(C,-1),+1,If(C<Ref(C,-1),-1,0)),10); EntryLong:=Cross(-6,M1) OR M1=-6; EntryLong:=EntryLong*Alert(EntryLong=0,2); ExitLong:=Cross(M1,0) OR M1=0; ExitLong:=ExitLong*Alert(ExitLong=0,2); EntryShort:=Cross(M1,6) OR M1=6; ExitShort:=Cross(0,M1) OR M1=0; Long:=EntryLong-ExitLong; Short:=EntryShort-ExitShort; Long; {Trade Equity LE} {Roy Larsen, 2003-2015, 27/1/15, v8.5.4} {Inputs} A:=Input("Trade Equity LE, 0=Long, 100=short, ",0,100,0); B:=Input("Entry, 1=O 2=C 3=H 4=L 5=Stop",1,5,1); Z:=Input("Exit, 1=O 2=C 3=H 4=L 5=Stop",1,5,1); G:=Input("Entry Cost",0,999,25); J:=Input("Exit Cost",0,999,25); D:=Input("Entry/Exit Delays 00-99",0,99,11); K:=10000; F:=-0.5;{Equity/Factor} {Signals} I:=Fml("PS MOO"); N:=I>0; Ns:= 0; X:=I<0; Xs:= 0; {Code} Xd:=LastValue(Int(Frac(D/9.9)*10)); D:=LastValue(Int(D/10));Ns:=(B=5)*Ns; F:=ValueWhen(1+D,1,If(Abs(F)>1,Abs(F),-F)); M:=If(Ns>0,Min(H,Max(L,Ns)),If(B=1,O,If(B=3,H,If(B=4,L,C)))); N:=N*(Alert(N=0,2)+(Cum(N>-1)=1)); X:=X*Alert(X=0,2)*(Z<5); N:=ValueWhen(1+D,1,N);N:=If(B<5,N,Ns>0); N:=If((F<=1)*(F>0)*(F*K<M),(K=0)*N,N); Xs:=(Xs>0)*Min(H,Max(L,Xs)); Y:=If(Xs>0,Xs,If(Z=1,O,If(Z=3,H,If(Z=4,L,C)))); X:=ValueWhen(1+Xd,1,X);X:=X+Xs>0; Y:=If((Z<5)*(X=0),C{Y},Y);Y:=If((Xs>0)*N*X,Xs,Y); I:=Cum(Abs(F)+K+N+X>-1)=1;N:=(I>-1)*N; Y:=If((N+X=0)*Alert(N*X,2),ValueWhen(2,1,Y),Y); R:=BarsSince(I+N)<(BarsSince(I+X)+(Cum(N)=1 AND Cum(I+X)=1)); R:=If((N+X>1)*(Alert(R,2)+((D+Xd<1) *(B<>2)*(Z>1)*(Max(B,Z)>4 OR B<>Z))),1,R); U:=R*Alert(R=0,2)+I; {M:=If(I*(N=0),C,M);} Rx:=Alert(R,2);Q:=Rx*(LastValue(Cum(1))=Cum(1)); Z:={Q+}(R=0)*Rx; D:=A<99; A:=ValueWhen(1,U,If(M,M,1)); F:=ValueWhen(1,U,If(F<0,K*Abs(F), If(F<=1,Int((F*K-G)/A)*A+G,F*A+G)))*(K>0); B:=Rx*(1+BarsSince(U)); I:=(F-G)*Y/A-F;U:=(F-G)*(A-Y)/A-G; N:=(Z+Q>0)*If(D,If(K,I-J*Z,Y-A),If(K,U-J*Z,A-Y)); Xs:=Rx*If(D,If(K,I-Z*J,Y-A),If(K,U-Z*J,A-Y)); X:=Cum((Z+Q>0)*(N>0)*(B-1));Xd:=Cum((Z+Q>0)*(N<=0)*(B-1)); Cum(N)+K+R*(Q=0)*If(D,If(K,I,Y-A),If(K,U,A-Y));
thanks 1 user thanked mstt for this useful post.
JONESTOCK on 6/9/2015(UTC)
JONESTOCK  
#5 Posted : Tuesday, June 9, 2015 12:31:05 PM(UTC)
JONESTOCK

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Thanks Roy, i just saw your message and i think this is also an example to begin or follow.. 

 

Appreciate your mail ads, right now im busy...

 

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