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Cyclical System by Jeffrey Owen Katz
from Ton Maas ms-irb@wxs.nl

"Trading Stocks With A Cyclical System" by Jeffrey Owen Katz (TASC-Feb1999).
(Translated for MetaStock 6.5 by Ton Maas -The Netherlands - June1999).
The system's original Easy Language formulas + system were derived from the above mentioned TASC article). My guess is that Equis (Alan McNichol) was not in the possession ofthem when he wrote the Equis version of the system, back in the Feb99 Trader's Tips section of TASC.

Formula: TASC Feb99

Cyclical System - Jeffrey Owen Katz

thresh:= {omit whipsaw} 4;
k:= {roc comparison period} 3;
m:= {cycle period} 63;
hld:= {maximum period holding position} 10;
Value1:= {volatility}
Stdev(Mov(C,m,S)-Mov(C,m+k,S),20);
Value2:= {roc, relative comparison ratio}
Mov(C,m,S)-Mov(C,m+k,S);
tv1:= thresh*Value1;
EL:={Enter Long} Value2>tv1;
CL:={Close Long} Ref(Cross(Value2,tv1),-hld);
ES:={Enter Short} Value2<tv1;
CS:={Close Short} Ref(Cross(tv1,Value2),-hld);
JKcycl:=If((EL>0)=1,+10,
If((ES>0)=1,-10,0));
JKcycl

 

e-w-Cyclical_System.gif

MetaStock 6.5 System Tester

Jeffrey Owen Katz - Cyclical System

{February 1999 - TASC-article (see also TRADERS' TIPS)}

Formulas:
{copy-repeat all that is printed below when applying for the rightrule}
thresh:= {omit whipsaw} 4;
k:= {roc comparison period} 3;
m:= {cycle period} 63;
hld:= {maximum period holding position} 10;
Value1:= {volatility}
Stdev(Mov(C,m,S)-Mov(C,m+k,S),20);
Value2:= {roc, relative comparison ratio}
Mov(C,m,S)-Mov(C,m+k,S);
tv1:= thresh*Value1;

Rules:
{Enter Long} Value2>tv1
{Close Long} Ref(Cross(Value2,tv1),-hld)
{Enter Short} Value2<tv1
{Close Short} Ref(Cross(tv1,Value2),-hld)

After entering the formulas, click OK. Then click Options. On the Testing page, set the Trade Delay to zero, set Positions to "both", and then set any other desired options (apartfrom Optimizing, which is not advisable; leave the factory default settings). Click OK to save the changes,and then open a chart and run the system.
Source / From: TOP
http://www.guppytraders.com

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