Cyclical System : Hi,Just recently we've heard...

Sat, 03 Oct 2009 21:32:55 +0000

Author: trev04
Subject: 580
Posted: 03 Oct 2009 at 9:32pm

Hi,
Just recently we've heard more about 'cyclical' stocks and there performances during times and was hoping that someone would help convert to BS an old metaStock system. One is an indicator and the other 'system tester' (with metaStock). All I have changed was the mov_ma and Ref_Hist where required, but it still does not work! If anyone could let me know why or help in totally converting them, I would appreciate your assistance very much.
Cheers

MetaStock 6.5 Indicator
-----------------------
Name:
Cyclical System - J O Katz

Formula:
{TASC Feb99}
thresh:= {omit whipsaw} 4;
k:= {roc comparison period} 3;
m:= {cycle period} 63;
hld:= {maximum period holding position} 10;
Value1:= {volatility}
Stdev(Ma(C,m,S)-Ma(C,m+k,S),20);
Value2:= {roc, relative comparison ratio}
Ma(C,m,S)-Ma(C,m+k,S);
tv1:= thresh*Value1;
EL:={Enter Long} Value2>tv1;
CL:={Close Long} Hist(Cross(Value2,tv1),-hld);
ES:={Enter Short} Value2 CS:={Close Short} Hist(Cross(tv1,Value2),-hld);
JKcycl:=If((EL>0)=1,+10,
If((ES>0)=1,-10,0));
JKcycl

MetaStock 6.5 System Tester
---------------------------
Name:
Jeffrey Owen Katz - Cyclical System
Notes:
{February 1999 - TASC-article (see also TRADERS' TIPS)}

Formulas:
{copy-repeat all that is printed below when applying for the right rule}
thresh:= {omit whipsaw} 4;
k:= {roc comparison period} 3;
m:= {cycle period} 63;
hld:= {maximum period holding position} 10;
Value1:= {volatility}
Stdev(Ma(C,m,S)-Ma(C,m+k,S),20);
Value2:= {roc, relative comparison ratio}
Ma(C,m,S)-Ma(C,m+k,S);
tv1:= thresh*Value1;

Rules:
{Enter Long} Value2>tv1
{Close Long} Hist(Cross(Value2,tv1),-hld)
{Enter Short} Value2 {Close Short} Hist(Cross(tv1,Value2),-hld)

{After entering the formulas, click OK. Then click Options. On the Testing
page, set the Trade Delay to zero, set Positions to "both", and then set any
other desired options (apart from Optimizing, which is not advisable; leave
the factory default settings). Click OK to save the changes, and then open a
chart and run the system.}

BullCharts : Cyclical System

Cyclical System : Seems to work ok. thresh:=4;...

Cyclical System : Hi,Just recently we've heard...