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Confirming Price Trend System by Barbara Star
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Katılım: Nov 2012
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Confirming Price Trend System by Barbara Star
Barbara Star's article in this issue, "Confirming Price Trend," discusses using r-squared
and the slope of a linear regression line in conjunction with moving averages and the stochastic.
All these indicators are built into MetaStock and require no custom formula to use.
Here is a system based on the suggestions in her article.

Long positions are entered when:

A 10-period moving average is above a 30-period moving average
The stochastic oscillator has risen above 20
R-squared is above 0.2
-A 20-period linear regression line slope is above zero.

Short positions are entered when:

A 10-period moving average is below a 30-period moving average
The stochastic oscillator has fallen below 80
R-squared is above 0.2
A 20-period linear regression line slope is below zero.

Positions are closed when:

R-squared is equal to 0.2 or less
A 20-period linear regression lines slopes against the position
Either the moving averages or the stochastic oscillator give an opposing signal.

The formulas and the steps to recreate this system in MetaStock are shown here:

1. Select Tools > the Enhanced System Tester
2. Click "New"
3. Enter a name
4. Select theBuy Order tab and enter the following formula:


stsig:=if(cross(stoch(14,3),20),1,if(cross(80,stoc h(14,3)),-1,prev));
mov(c,10,S)>mov(c,30,s) AND rsquared(c,20)>.2 AND
LinRegSlope(c,20)>0 AND stsig=1



5. Select theSell Order tab and enter the following formula:




stsig:=if(cross(stoch(14,3),20),1,if(cross(80,stoc h(14,3)),-1,prev));
rsquared(c,20)<=.2 AND LinRegSlope(c,20)<=0 AND
(stsig=-1 OR mov(c,10,S)<mov(c,30,s))



6. Select theSell Short Order tab and enter the following formula:




stsig:=if(cross(stoch(14,3),20),1,if(cross(80,stoc h(14,3)),-1,prev));
mov(c,10,S)<mov(c,30,s) AND rsquared(c,20)>.2 AND
LinRegSlope(c,20)<0 AND stsig=-1



7. Select theBuy to Cover Order tab and enter the following formula:



stsig:=if(cross(stoch(14,3),20),1,if(cross(80,stoc h(14,3)),-1,prev));
rsquared(c,20)<=.2 AND LinRegSlope(c,20)>=0 AND
(stsig=1 OR mov(c,10,S)>mov(c,30,s))
02-02-2013 10:15 PM
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