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Base System by Gomu Vetrivel |
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Gomu Vetrivel's article, "Improving Your Trading System with Speed," discusses
the value of measuring speed in your trading systems. He uses a basic system
as a control and two variations using speed in different ways. The MetaStock code
and instructions for entering these systems are as follows:
1. Select Tools > the Enhanced System Tester.
2. Click New.
3. Enter a name, "Base System"
4. Select theBuy Order tab and enter the following formula:
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Cross( C, Mov( C, 10, S ) )
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5. Select the Sell Order tab and enter the following formula: |
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Cross( Mov( C, 5, S ), C )
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| 6. Select theSell Short Order tab and enter the following formula: |
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Cross( Mov( C, 10, S ), C )
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| 7. Select the Buy to Cover Order tab and enter this formula: |
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Cross( C, Mov( C, 5, S ) )
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| 8. Click OK to close the system editor. |
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9. Click New.
10. Enter a name, "Hypothesis 1"
11. Select theBuy Order tab and enter the following formula: |
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X:= Abs( Roc( C, 1, $ ) );
Cross( C, Mov( C, 10, S ) ) AND X > Ref( X, -1 )
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| 12. Select theSell Order tab and enter the following formula: |
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Cross( Mov( C, 5, S ), C )
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| 13. Select theSell Short Order tab and enter the following formula: |
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X:= Abs( Roc( C, 1, $ ) );
Cross( Mov( C, 10, S ), C ) AND X > Ref( X, -1 )
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| 14.Select the Buy to Cover Order tab and enter this formula: |
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Cross( C, Mov( C, 5, S ) )
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| 15. Click OK to close the system editor. |
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16. Click New.
17. Enter a name, "Hypothesis 2"
18. Select theBuy Order tab and enter the following formula: |
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X:= Abs( Roc( C, 1, $ ) );
Cross( C, Mov( C, 10, S ) ) AND X < Ref( X, -1 )
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| 19. Select theSell Order tab and enter the following formula: |
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Cross( Mov( C, 5, S ), C )
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| 20. Select theSell Short Order tab and enter the following formula: |
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X:= Abs( Roc( C, 1, $ ) );
Cross( Mov( C, 10, S ), C ) AND X < Ref( X, -1 )
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21. Select the Buy to Cover Order tab and enter this formula: |
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Cross( C, Mov( C, 5, S ) )
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22. Click OK to close the system editor. |
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--William Golson
MetaStock Support Representative
Equis International (A Reuters Company)
801 265-9998, www.metastock.com |
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| Source / From: |
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| http://www.activetradermag.com/index.php/c/Strategy_code |
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