Cyclical System
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Category: BullCharts
Forum Name: BullScript
Forum Discription: Technical discussion related specifically to the BullScript programming language.
URL: http://www.bullcharts.com.au/forum/forum_posts.asp?TID=580
Printed Date: 05 Apr 2025 at 7:50am
Software Version: Web Wiz Forums 9.69 - http://www.webwizforums.com
Topic: Cyclical System
Posted By: trev04
Subject: Cyclical System
Date Posted: 03 Oct 2009 at 9:32pm
Hi,
Just recently we've heard more about 'cyclical' stocks and there performances during times and was hoping that someone would help convert to BS an old metaStock system. One is an indicator and the other 'system tester' (with metaStock). All I have changed was the mov_ma and Ref_Hist where required, but it still does not work! If anyone could let me know why or help in totally converting them, I would appreciate your assistance very much.
Cheers
MetaStock 6.5 Indicator
-----------------------
Name:
Cyclical System - J O Katz
Formula:
{TASC Feb99}
thresh:= {omit whipsaw} 4;
k:= {roc comparison period} 3;
m:= {cycle period} 63;
hld:= {maximum period holding position} 10;
Value1:= {volatility}
Stdev(Ma(C,m,S)-Ma(C,m+k,S),20);
Value2:= {roc, relative comparison ratio}
Ma(C,m,S)-Ma(C,m+k,S);
tv1:= thresh*Value1;
EL:={Enter Long} Value2>tv1;
CL:={Close Long} Hist(Cross(Value2,tv1),-hld);
ES:={Enter Short} Value2<tv1;
CS:={Close Short} Hist(Cross(tv1,Value2),-hld);
JKcycl:=If((EL>0)=1,+10,
If((ES>0)=1,-10,0));
JKcycl
MetaStock 6.5 System Tester
---------------------------
Name:
Jeffrey Owen Katz - Cyclical System
Notes:
{February 1999 - TASC-article (see also TRADERS' TIPS)}
Formulas:
{copy-repeat all that is printed below when applying for
the right rule}
thresh:= {omit whipsaw} 4;
k:= {roc comparison period} 3;
m:= {cycle period} 63;
hld:= {maximum period holding position} 10;
Value1:= {volatility}
Stdev(Ma(C,m,S)-Ma(C,m+k,S),20);
Value2:= {roc, relative comparison ratio}
Ma(C,m,S)-Ma(C,m+k,S);
tv1:= thresh*Value1;
Rules:
{Enter Long} Value2>tv1
{Close Long} Hist(Cross(Value2,tv1),-hld)
{Enter Short} Value2<tv1
{Close Short} Hist(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 (apart from 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.}
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Replies:
Posted By: maximo
Date Posted: 04 Oct 2009 at 5:26am
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Seems to work ok.
[Description ="Cyclical System - J O Katz, TASC Feb99"]
thresh:=4; {omit whipsaw}
k:=3; {roc comparison period}
m:=63; {cycle period}
hld:=10; {maximum period holding position}
Value1:= Stdev(Ma(C,m,S)-Ma(C,m+k,S),20); { Volatility }
Value2:= Ma(C,m,S)-Ma(C,m+k,S); {relative comparison ratio}
tv1:=thresh*Value1;
EL:=Value2>tv1; {Enter Long}
CL:= Hist(Cross(Value2,tv1),-hld); {Close Long}
ES:=Value2<tv1; {Enter Short}
CS:= Hist(Cross(tv1,Value2),-hld); {Close Short}
JKcycl:= If(EL>0,+10,If(ES>0,-10,0));
JKcycl;
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