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Genesis of a Simple Futures
Trading System
MetaStock Trading System
It’s quite easy to use MetaStock for Windows to duplicate the
Genesis of a Simple Futures Trading system which is presented in the
TASC May 97 issue's interview of Jay Kaeppel. In MetaStock for
Windows, choose System Tester from the Tools menu. Click on the New
button and enter in the following rules:
| Signal Formulas |
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Enter Long
Cross( Mov( Close,9,S), Mov( Close,50,S)) And Close > Mov(
Close,80,S) |
Close Long
Cross( Mov( Close,50,S), Mov( Close,9,S)) And Close >
Mov( Close,80,S) |
Enter Short
Cross( Mov( Close,50,S), Mov( Close,9,S)) And Close <
Mov( Close,80,S) |
Close Short
Cross( Mov( Close,9,S), Mov( Close,50,S)) And Close <
Mov( Close,80,S) |
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When testing futures in MetaStock it’s best to use a "points
only" test. To do this, choose Options from the System Tester
dialog and then Points Only Test from the Testing page.
To use The Explorer to screen for futures generating a recent
signal with this system, choose The Explorer from the Tools dialog
and enter in the following rules:
| Column Formulas |
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Column A: Buy Sign
Cross( Mov( Close,9,S), Mov( Close,50,S)) And Close > Mov(
Close,80,S) |
Column B: Shrt Sig
Cross( Mov( Close,50,S), Mov( Close,9,S)) And Close < Mov(
Close,80,S) |
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| Filter Source |
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| Filter Enabled: Yes |
| Formula: colA = 1 OR
colB = 1 |
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Next choose Explore and The Explorer will search for and then
display any futures, which have generated new signals.
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