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ROC of a Moving Average System by Onno Goedknegt |
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At 08:24 16-5-99 -0400, you wrote:
Does anyone have a system test for the general formula?
Long: when 2 moving averages are moving up
Short: when two moving averages are moving down
Out of market: when they are moving in different directions
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I found out that "Mov(Ref(C,-1),12,E)" produces a line on the chart theright of "Mov(C,12,E)"!! Why isn't it to the left of it?
I had planned to use "Mov(C,12,E) > Mov(Ref(C,-1),12,E) AND Mov(C,60,E) >Mov(Ref(C,-1),60,E)" as the Long part of the general formula.
Now I'm confused about the logic of the formulas.
Any help would be appreciated.
Best regards
Walter
Re: system tests
. To: metastock@xxxxxxxxxxxxx
. Subject: Re: system tests
. From: Onno Goedknegt <goedkneg@xxxxxx>
. Date: Sun, 16 May 1999 15:36:28 +0200 (CEST)
. Reply-To: metastock@xxxxxxxxxxxxx
. Sender: owner-metastock@xxxxxxxxxxxxx
Walter,
You can also use the "ROC" of a moving average. |
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ROC of a Moving Average System
ENTER LONG:
ROC(Mov(C,12,E),1,%)>0 AND ROC(Mov(C,60,E),1,%)>0
EXIT LONG:
(ROC(Mov(C,12,E),1,%)<0 AND ROC(Mov(C,60,E),1,%)>0)
{ OR (ROC(Mov(C,12,E),1,%)>0 AND ROC(Mov(C,60,E),1,%)<0) }
SHORT:
ROC(Mov(C,12,E),1,%)<0 AND ROC(Mov(C,60,E),1,%)<0
EXIT SHORT:
(ROC(Mov(C,12,E),1,%)<0 AND ROC(Mov(C,60,E),1,%)>0)
{ OR (ROC(Mov(C,12,E),1,%)>0 AND ROC(Mov(C,60,E),1,%)<0) }
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Ref(c,-1) gives yesterday's close today. So all values are shifted to the right!
Good luck!
Regards,
Onno
[13996] |
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