MetaStock
Trading System - Genesis of Simple
Futures Trading
It’s quite easy
to use MetaStock for Windows to duplicate the
Genesis of a Simple Futures Trading system which
is presented in this issue’s interview of Jay
Kaeppel. In MetaStock, choose System Tester from
the Tools menu. Click on the New button and enter
in the following rules:
Jay
Kaeppel's Simple Futures Trading System
SIGNAL
FORMULAS
| 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)
|
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:
Jay Kaeppel's Simple Futures Trading System
COLUMN
FORMULAS
ColumnA:
Buy Sign
Cross( Mov( CLOSE,9,S), Mov( CLOSE,50,S))
AND
CLOSE > Mov( CLOSE,80,S)
ColumnB:
Shrt Sig
Cross( Mov( CLOSE,50,S), Mov( CLOSE,9,S))
AND
CLOSE < Mov( CLOSE,80,S)
|
FILTER SOURCE
Filter Enabled:
Yes
Formula:
Next choose
Explore and The Explorer will search for and then
display any futures, which have generated new
signals. |
