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MetaStock
Trading System - Genesis
of a Simple Futures Trading System
rev. 04/04/97
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
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:
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. |
