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Combining Trend and Oscillator Signals
The information for this test was published in theDecember1996 issue of Technical Analysis
of Stocks and Commodities. The testappearsin the article "Combining Trend and Oscillator Signals" by Jeremy G. Konstenius. Mr. Konstenius describes a trading system that combines Linear Regressionand Moving averages to generate trades.
To create this test in MetaStock do the following:
Run MetaStock version 6.0.
Click Tools|System Tester|New.
Type a name for the test in the Name column.
Enter the following System Test rules and options.

Combining Trend and Oscillator Signals

ENTER LONG:
C>Mov(C,OPT1,S) AND LinRegSlope(C,OPT2)>LinearReg(LinRegSlope(C ,OPT3),50)

CLOSE LONG:
C<Mov(C,OPT1,S) OR LinRegSlope(C,OPT2)<LinearReg(LinRegSlope(C ,OPT3),50)

ENTER SHORT:
C<Mov(C,OPT1,S) AND LinRegSlope(C,OPT2)<LinearReg(LinRegSlope(C ,OPT3),50)

CLOSE SHORT:
C>Mov(C,OPT1,S) OR LinRegSlope(C,OPT2)>LinearReg(LinRegSlope(C ,OPT3),50)

OPTIMIZE:
OPT1: Minimum 5 Maximum 50 Step 5
OPT2: Minimum 5 Maximum 50 Step 5
OPT3: Minimum 5 Maximum 50 Step 5

Initial Equity: Any amount.
Positions: Long and Short
Trade Price: Close
Trade delay: 0

 

e-st-Combining_Trend_and_Oscillator_Signal1.gif

e-st-Combining_Trend_and_Oscillator_Signal2.gif
The author uses weekly data and a $50 round turn commission. You can modify this test by changing the distance from Minimum to Maximum or the Step used in each OPT variable.

For information about the test contact Jeremy G. Konstenius at

jkonsten@sprynet.com
and
http://home.sprynet.com/sprynet/konsten
Source / From: TOP
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