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Stock Rhythm System
MetaStock Trading System
In Jeffrey Owen Katz's article "Trading stocks with a cyclical
system" he introduces the Stock Rhythm System. In MetaStock 6.5, or
higher, you can easily create this system. With MetaStock running
choose "System Tester" from the Tools menu, click on the New button
and enter the following formulas:
| Signal Formulas |
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Enter Long
thresh:= 4;
k:= 3;
m:= 63;
Value1:= Stdev(Ref(ROC(C,k,$),-m),20);
Value2:= Ref(ROC(C,k,$),-m);
When(Value2 >
thresh*Value1) |
Close Long
thresh:= 4;
k:= 3;
m:= 63;
Value1:= Stdev(Ref(ROC(C,k,$),-m),20);
Value2:= Ref(ROC(C,k,$),-m);
When(Value2
<-thresh*Value1) |
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| Stops |
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| Inactivity Positions - Long
and Short Method - Points Minimum Change - 15000 Periods -
10 |
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After entering the formulas click OK, then click on Options. On
the Testing page set the Trade Delay to 0, set Positions to Both,
then set any other desired options Click OK to save the changes,
then open a chart and run the system.
Allan McNichol
Equis International
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