meta stock trading systems

Diễn giải các trading system trong MetaStock By Rich From Stock™®

Equis - Bollinger Bands Note: This is a good example of the cross() function and the top and bottom Bollinger band functions. This system enters long/short when the close has been below/above and then crosses above/below the lower/upper Bollinger band. Long/short positions are closed when the close crosses above/below the opposite band.

Công thức xác định dấu hiệu mua (Buy signal):

Cross(CLOSE, BBandBot(CLOSE, 20, SIMPLE, 2)) Mua khi giá đóng cửa cắt đường bollinger bandbottom từ dưới lên.

Công thức xác định dấu hiệu bán:

Cross(CLOSE, BBandTop(CLOSE, 20, SIMPLE, 1)) Bán khi giá đóng cửa cắt đường bollingerband top từ trên xuống.

Công thức Sell short:

Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE)

Công thức Buy to cover:

Cross( BBandBot(CLOSE, 20, SIMPLE, 1), CLOSE)

Equis - Bollinger Bands - Expert System Công thức xác định dấu hiệu mua (Buy signal):

Abs(13-BarsSince(Ref(C<BBandBot(C,20,S,2),-1) AND L>=Ref(L,-1) AND Ref(L,-1)<=Ref(L,-2) AND Ref(RSI(14)<35,-1)))<=7 AND Ref(C<BBandBot(C,20,S,1.25),-1) AND Ref(C>BBandBot(C,20,S,2),-1) AND L>=Ref(L,-1) AND Ref(L,-1)<=Ref(L,-2) AND Ref(RSI(14),-1)>ValueWhen(1,Ref(C<BBandBot(C,20,S,2),-1) AND L>=Ref(L,-1) AND Ref(L,-1)<=Ref(L,-2) AND Ref(RSI(14)<35,-1),Ref(RSI(14),-1)) AND BarsSince(C>BBandBot(C,20,S,1.25))<BarsSince(Ref(C<BBandBot(C,20,S,2),-1) AND L>=Ref(L,-1) AND Ref(L,-1)<=Ref(L,-2) AND Ref(RSI(14)<35,-1) ) AND BarsSince(C<BBandBot(C,20,S,2))>BarsSince(C>BBandBot(C,20,S,1.25)) Diễn giải:


Abs(13-BarsSince(Ref(C>BBandTop(C,20,S,2),-1) AND H<=Ref(H,-1) AND Ref(H,-1)>=Ref(H,-2) AND Ref(RSI(14)>65,-1)))<=7 AND Ref(C>BBandTop(C,20,S,1.25),-1) AND Ref(C<BBandTop(C,20,S,2),-1) AND H<=Ref(H,-1) AND Ref(H,-1)>=Ref(H,-2) AND Ref(RSI(14),-1)<ValueWhen(1,Ref(C>BBandTop(C,20,S,2),-1) AND H<=Ref(H,-1) AND Ref(H,-1)>=Ref(H,-2) AND Ref(RSI(14)>65,-1),Ref(RSI(14),-1)) AND BarsSince(C<BBandTop(C,20,S,1.25))<BarsSince(Ref(C>BBandTop(C,20,S,2),-1) AND H<=Ref(H,-1) AND Ref(H,-1)>=Ref(H,-2) AND Ref(RSI(14)>65,-1)) AND BarsSince(C>BBandTop(C,20,S,2))>BarsSince(C<BBandTop(C,20,S,1.25))



Abs(13-BarsSince(Ref(C>BBandTop(C,20,S,2),-1) AND H<=Ref(H,-1) AND Ref(H,-1)>=Ref(H,-2) AND Ref(RSI(14)>65,-1)))<=7 AND Ref(C>BBandTop(C,20,S,1.25),-1) AND Ref(C<BBandTop(C,20,S,2),-1) AND H<=Ref(H,-1) AND Ref(H,-1)>=Ref(H,-2) AND Ref(RSI(14),-1)<ValueWhen(1,Ref(C>BBandTop(C,20,S,2),-1) AND H<=Ref(H,-1) AND Ref(H,-1)>=Ref(H,-2) AND Ref(RSI(14)>65,-1),Ref(RSI(14),-1)) AND BarsSince(C<BBandTop(C,20,S,1.25))<BarsSince(Ref(C>BBandTop(C,20,S,2),-1) AND H<=Ref(H,-1) AND Ref(H,-1)>=Ref(H,-2) AND Ref(RSI(14)>65,-1)) AND BarsSince(C>BBandTop(C,20,S,2))>BarsSince(C<BBandTop(C,20,S,1.25))


Abs(13-BarsSince(Ref(C<BBandBot(C,20,S,2),-1) AND L>=Ref(L,-1) AND Ref(L,-1)<=Ref(L,-2) AND Ref(RSI(14)<35,-1)))<=7 AND Ref(C<BBandBot(C,20,S,1.25),-1) AND Ref(C>BBandBot(C,20,S,2),-1) AND L>=Ref(L,-1) AND Ref(L,-1)<=Ref(L,-2) AND Ref(RSI(14),-1)>ValueWhen(1,Ref(C<BBandBot(C,20,S,2),-1) AND L>=Ref(L,-1) AND Ref(L,-1)<=Ref(L,-2) AND Ref(RSI(14)<35,-1),Ref(RSI(14),-1)) AND BarsSince(C>BBandBot(C,20,S,1.25))<BarsSince(Ref(C<BBandBot(C,20,S,2),-1) AND L>=Ref(L,-1) AND Ref(L,-1)<=Ref(L,-2) AND Ref(RSI(14)<35,-1) ) AND BarsSince(C<BBandBot(C,20,S,2))>BarsSince(C>BBandBot(C,20,S,1.25))

Equis - CCI +100/-100 Crossover Note: Enter long/short when the 14-period CCI crosses above/below -100/+100.


Cross( CCI(14),-100)


Cross( 100, CCI(14))


Cross( 100, CCI(14))


Cross( CCI(14),-100)

Equis - Chande Momentum Oscillator - Expert System Note: This system is patterned after the Equis - Chande Momentum Oscillator Expert Advisor. It triggers buy and sell signals when the CMO crosses its 9-day moving average after reaching overbought/oversold territory (+/- 50).


bcon:=Cross(CMO(C,20),Mov(CMO(C,20 ),9,S)); scon:=Cross(Mov(CMO(C,20 ),9,S),CMO(C,20)); bset:=Cross(-50,CMO(C,20));


sset:=Cross(CMO(C,20),50); setup:=If(bset,1, If(sset,-1,PREV)); cross(If(setup=1 AND bcon,1,If(setup=-1 AND scon,-1,PREV)),0.5)


bcon:=Cross(CMO(C,20),Mov(CMO(C,20 ),9,S)); scon:=Cross(Mov(CMO(C,20 ),9,S),CMO(C,20)); bset:=Cross(-50,CMO(C,20)); sset:=Cross(CMO(C,20),50); setup:=If(bset,1, If(sset,-1,PREV)); cross(-0.5,If(setup=1 AND bcon,1,If(setup=-1 AND scon,-1,PREV)))


bcon:=Cross(CMO(C,20),Mov(CMO(C,20 ),9,S)); scon:=Cross(Mov(CMO(C,20 ),9,S),CMO(C,20)); bset:=Cross(-50,CMO(C,20)); sset:=Cross(CMO(C,20),50); setup:=If(bset,1, If(sset,-1,PREV)); cross(-0.5,If(setup=1 AND bcon,1,If(setup=-1 AND scon,-1,PREV)))


bcon:=Cross(CMO(C,20),Mov(CMO(C,20 ),9,S)); scon:=Cross(Mov(CMO(C,20 ),9,S),CMO(C,20)); bset:=Cross(-50,CMO(C,20)); sset:=Cross(CMO(C,20),50); setup:=If(bset,1, If(sset,-1,PREV)); cross(If(setup=1 AND bcon,1,If(setup=-1 AND scon,-1,PREV)),0.5)

Equis - Classic M.A. Penetration w/Opt Note: This system buys/sells when the closing price goes above/below a moving average of the closing price. Select "Optimize" to specify the periods in moving average.


C > Mov(C,opt1,E) AND Ref(C,-1) <= Ref( Mov(C,opt1,E), -1)


C < Mov(C,opt1,E)


C < Mov(C,opt1,E) AND Ref(C,-1) >= Ref( Mov(C,opt1,E), -1)


C > Mov(C,opt1,E)

Equis - Directional Movement w/Opt Note: This system buys when the +DI rises above the -DI. It sells when the +DI falls below the -DI. Select "Optimize" to set the periods in the DMI.


PDI(opt1) > MDI(opt1)



PDI(opt1) < MDI(opt1)


PDI(opt1) < MDI(opt1)


PDI(opt1) > MDI(opt1)

Equis - MACD w/Optimization Note: Buys/sells when the MACD goes above/below its trigger. Select "Optimize" to specify the periods in the trigger.


MACD() > Mov( MACD(), opt1, EXPONENTIAL)


MACD() < Mov( MACD(), opt1, EXPONENTIAL)


MACD() < Mov( MACD(), opt1, EXPONENTIAL)


MACD() > Mov( MACD(), opt1, EXPONENTIAL)

Equis - MACD - Expert System Note: This system back-tests for buys/sells when the MACD goes above/below its trigger line, which is a 9-period Exponential Moving Average of the MACD. It will also use an oversold or overbought condition for the entry or exit if the crossover doesn't exist. This system's formulas match those used in the Equis - MACD Expert Advisor. Note: Exponential indicators are sensitive to the amount of data loaded, so the buy/sell signals may vary if you vary the amount of data loaded.


MACD() > Mov( MACD(), 9, EXPONENTIAL) OR {Oversold condtion} OscP(12,26,E,%) >= 3 AND ROC(OscP(12,26,E,%),5,$) = Sum(Abs(ROC(OscP(12,26,E,%),1,$)),5)


MACD() < Mov( MACD(), 9, EXPONENTIAL) OR {Overbought condtion} OscP(12,26,E,%) >= 3 AND ROC(OscP(12,26,E,%),5,$) = Sum(Abs(ROC(OscP(12,26,E,%),1,$)),5)


MACD() < Mov( MACD(), 9, EXPONENTIAL)


OR {Overbought condtion} OscP(12,26,E,%) >= 3 AND ROC(OscP(12,26,E,%),5,$) = Sum(Abs(ROC(OscP(12,26,E,%),1,$)),5)


MACD() > Mov( MACD(), 9, EXPONENTIAL) OR {Oversold condtion} OscP(12,26,E,%) >= 3 AND ROC(OscP(12,26,E,%),5,$) = Sum(Abs(ROC(OscP(12,26,E,%),1,$)),5)

Equis - Momentum Indicators - Expert System Note: his system test looks for a buy/sell signal from either of four momentum indicators, the CCI-Standard, the RSI, the MACD, and the Stochastic Oscillator. It also trades on a simultaneous Overbought/Oversold condition from three of these (CCI-Standard, RSI, and Stochastic Oscillator) if the cross-over signals are not present. It reverses the current position when these signals occur, so it is always in the market. This system basically matches the Equis - Momentum Indicators Expert. If you'd prefer to use the Equis version of the CCI indicator, you can change every occurrence of CCI (in the formulas to CCIE).


( Cross(MACD(), Mov(MACD(),9,S)) OR Cross(CCI(14),-100) OR Cross(RSI(14),30) OR Cross(Stoch(5,3),20 ) ) OR ( (Stoch(5,3) > 80) AND (RSI(14) > 70) AND (CCI(14) > 100) )


( Cross(Mov(MACD(),9,S),MACD()) OR Cross(100,CCI(14)) OR Cross(70,RSI(14)) OR Cross(80,Stoch(5,3) ) ) OR


( (Stoch(5,3) < 20) AND (RSI(14) < 30) AND (CCI(14) < -100) )


( Cross(Mov(MACD(),9,S),MACD()) OR Cross(100,CCI(14)) OR Cross(70,RSI(14)) OR Cross(80,Stoch(5,3) ) ) OR ( (Stoch(5,3) < 20) AND (RSI(14) < 30) AND (CCI(14) < -100) )


( Cross(MACD(), Mov(MACD(),9,S)) OR Cross(CCI(14),-100) OR Cross(RSI(14),30) OR Cross(Stoch(5,3),20 ) ) OR ( (Stoch(5,3) > 80) AND (RSI(14) > 70) AND (CCI(14) > 100) )

Equis - Moving Average Crossovers w/Opt Note: Buys/sells when a moving average of "OPT1" periods goes above/below a moving average of "OPT2" periods. Select "Optimize" to specify periods in the moving averages.


Mov(C,opt1,E) > Mov(C,opt2,E)


Mov(C,opt1,E) < Mov(C,opt2,E)


Mov(C,opt1,E) < Mov(C,opt2,E)



Mov(C,opt1,E) > Mov(C,opt2,E)

Equis - Negative Volume Index w/Opt Note: This system buys/sells when the NVI crosses above/below its own moving average (of OPT1 periods). Select "Optimize" to set the periods in the moving average of the NVI.


NVI() > Mov(NVI(), opt1, EXPONENTIAL)


NVI() < Mov(NVI(), opt1, EXPONENTIAL)


NVI() < Mov(NVI(), opt1, EXPONENTIAL)


NVI() > Mov(NVI(), opt1, EXPONENTIAL)

Equis - Relative Strength Index - Expert System Note: This system buys long when the Relative Strength Index crosses above 30. It sells short when the Relative Strength Index crosses below 70. No optimization of the Periods is used. In fact the Periods value is set to the default value used in MetaStock, i.e., 14-periods. Note: Exponential indicators, such as the RSI, are sensitive to the amount of data loaded, so the buy/sell signals may vary if you vary the amount of data loaded.


Cross( RSI(14), 30 )


Cross( 70, RSI(14))


Cross( 70, RSI(14))


Cross( RSI(14), 30 )

Equis - RSI 70/30 w/Optimization Note: This system buys long when a OPT1 period Relatve Strength Index crosses above 30. It sells short when a OPT1 period Relatve Strength Index crosses below 70.


Cross( RSI(opt1), 30 )


Cross( 70, RSI(opt1))


Cross( 70, RSI(opt1))



Cross( RSI(opt1), 30 )

Equis - Stochastic 20/80 w/Optimization Note: This system buys long when a 5%K3%D Stochastic rises above OPT1 (e.g., 20). It sells short when the Stochastic falls through OPT2 (e.g., 80). It also closes positions when it enters the opposing zones (e.g., closes long when gets below OPT1).


Ref( Stoch(5,3), -1) <= opt1 AND Stoch(5,3) > opt1


Stoch(5,3) < opt1


Ref(Stoch(5,3), -1) >= opt2 AND Stoch(5,3) < opt2


Stoch(5,3) > opt2

Equis - Stochastic Oscillator - Expert System Note: This System Test uses classical interpretations of a slow stochastic to generate buy and sell signals. A buy signal is initiated when the stochastic crosses 20 to the upside. A sell signal is generated when the stochastic crosses 80 to the downside. Buy and sell signals are only generated in the direction of the major trend. (A buy can only occur if the closing price is above it's 200-period exponential moving average. A sell can only occur if the closing price is below it's 200-period exponential moving average.)


Cross(Stoch(5,3),20) AND C>Mov(C,200,E)


Cross(80,Stoch(5,3)) AND C<Mov(C,200,E)


Cross(80,Stoch(5,3)) AND C<Mov(C,200,E)


Cross(Stoch(5,3),20) AND C>Mov(C,200,E)

Equis - Trend Analysis - Expert System Note: This System Test uses trend following indicators to indicate long and short positions. A 200-period exponential moving average of the close determines the current long term trend. Three different signals can be generated, if they agree with the long term trend. 1) +DI crossing -DI and ADXR > 25 A buy signal occurs when the Directional Movement +DI crosses the Directional Movement -DI and the ADXR is above 25.


2) Aroon cross system Identifies the crossing of the Aroon Up through the Aroon Down with a trend confirmation from the 5-period slope of a 144-period slope of the Close. 3) Classic MACD system A long position is indicated when the MACD crosses above its signal line.


AroonBuy:=Cross(AroonUp(14), AroonDown(14)) AND LinRegSlope(C,144)>0 AND LinRegSlope( LinRegSlope(C,144),5)>0 AND C>Mov(C,200,E); DrctnlIndicatorBuy:=Cross( PDI(14)-MDI(14) ,0) AND ADXR(14)>25 AND LinRegSlope(C,144)>0 AND LinRegSlope( LinRegSlope(C,144),5)>0 AND C>Mov(C,200,E); MACDBuy:=Cross(MACD(),Mov(MACD(),9,E))AND LinRegSlope(C,144)>0 AND LinRegSlope( LinRegSlope(C,144),5)>0 AND C>Mov(C,200,E); AroonBuy or DrctnlIndicatorBuy or MACDBuy


C<Mov(C,200,E)


C<Mov(C,200,E)


AroonBuy:=Cross(AroonUp(14), AroonDown(14)) AND LinRegSlope(C,144)>0 AND LinRegSlope( LinRegSlope(C,144),5)>0 AND C>Mov(C,200,E); DrctnlIndicatorBuy:=Cross( PDI(14)-MDI(14) ,0) AND ADXR(14)>25 AND LinRegSlope(C,144)>0 AND LinRegSlope( LinRegSlope(C,144),5)>0 AND C>Mov(C,200,E); MACDBuy:=Cross(MACD(),Mov(MACD(),9,E))AND LinRegSlope(C,144)>0 AND LinRegSlope( LinRegSlope(C,144),5)>0 AND C>Mov(C,200,E); AroonBuy or DrctnlIndicatorBuy or MACDBuy

Equis - Volatility Analysis - Expert System Note: This System Test analyzes the volatility of your securities using statistical volatility and Bollinger Bands. The formula used to calculate statistical volatility is the widely used among option traders and is based on the width of the Bollinger Bands Specifically the test uses Bollinger Bands in combination with volume and a candlestick pattern to initiate long and short positions based on upside and downside breakouts.


These breakout points are used to enter long and short positions but not exit them. For this reason both a maximum loss and trailing stop are used to exit these positions.


BarsSince(((BBandTop(C,20,E,2)-BBandBot(C,20,E,2))- (Mov(BBandTop(C,20,E,2)-BBandBot(C,20,E,2),90,S)))/(Mov(BBandTop(C,20,E,2)-BBandBot(C,20,E,2),90,S))*100<-40)<=5 AND EngulfingBull() AND V>1.25*Mov(V,20,S)



BarsSince(((BBandTop(C,20,E,2)-BBandBot(C,20,E,2))- (Mov(BBandTop(C,20,E,2)-BBandBot(C,20,E,2),90,S)))/(Mov(BBandTop(C,20,E,2)-BBandBot(C,20,E,2),90,S))*100<-40)<=5 AND EngulfingBear() AND V>1.25*Mov(V,20,S)


P & F Pattern System Note: This system looks for following point and figure patterns: triple tops and bottoms, bearish and bullish triangles, bearish and bullish signals, and bearish signal reversed patterns. When any of these is found, a trade is taken and then held until the prices draw near the appropriate trend channel line and then pulls back. That is, long trades are held until the price moves to the resistance line and then start to fall. Short trades are held until the prices have dropped near to the support line and then start to climb.


data:= FmlVar("** P & F Values **","DATA"); box:= LastValue(FmlVar("** P & F Values **","BOX")); reva:= LastValue(FmlVar("** P & F Values **","REVERSAL")); thresh:=LastValue(FmlVar("** P & F Values **","THRESHOLD")); pbox:=Ref(ExtFml("PointFig.pointfig",data,box,reva,thresh,box),-1); change:=ExtFml("PointFig.pointfig",data,box,reva,thresh,rev)=1; ccl:=ExtFml("PointFig.pointfig",data,box,reva,thresh,col); newo:=change AND ccl=-1; newx:=change AND ccl=1; no1:=ValueWhen(1,newo,pbox); no2:=ValueWhen(2,newo,pbox); no3:=ValueWhen(3,newo,pbox); nx1:=ValueWhen(1,newx,pbox); nx2:=ValueWhen(2,newx,pbox); nx3:=ValueWhen(3,newx,pbox); dt:=Cross(ExtFml("PointFig.pointfig",data,box,reva,thresh,box), no1); tt:= dt AND (no1=no2); Blsig:= dt AND (nx1 >nx2); Bltri:= blsig AND (no1 < no2) AND (nx2 > nx3); Brsigr:= dt AND (no1 < no2) AND (no2 < no3) AND


(nx1 < nx2) AND (nx2 < nx3); tt OR blsig OR bltri OR brsigr


data:= FmlVar("** P & F Values **","DATA"); box:= LastValue(FmlVar("** P & F Values **","BOX")); reva:= LastValue(FmlVar("** P & F Values **","REVERSAL")); thresh:=LastValue(FmlVar("** P & F Values **","THRESHOLD")); ExtFml("PointFig.pointfig",data,box,reva,thresh,box)+1>=ExtFml("PointFig.pointfig",data,box,reva,thresh,top) AND ROC(C,1,$)<0


data:= FmlVar("** P & F Values **","DATA"); box:= LastValue(FmlVar("** P & F Values **","BOX")); reva:= LastValue(FmlVar("** P & F Values **","REVERSAL")); thresh:=LastValue(FmlVar("** P & F Values **","THRESHOLD")); pbox:=Ref(ExtFml("PointFig.pointfig",data,box,reva,thresh,box),-1); change:=ExtFml("PointFig.pointfig",data,box,reva,thresh,rev)=1; ccl:=ExtFml("PointFig.pointfig",data,box,reva,thresh,col); newo:=change AND ccl=-1; newx:=change AND ccl=1; no1:=ValueWhen(1,newo,pbox); no2:=ValueWhen(2,newo,pbox); no3:=ValueWhen(3,newo,pbox); nx1:=ValueWhen(1,newx,pbox); nx2:=ValueWhen(2,newx,pbox); nx3:=ValueWhen(3,newx,pbox); db:=Cross(nx1,ExtFml("PointFig.pointfig",data,box,reva,thresh,box)); tb:= db AND (nx1=nx2); brtri:= db AND (nx1 > nx2) AND (no1 < no2) AND (no2 < no3); brsig:= db AND (no1 < no2); tb OR brtri OR brsig


data:= FmlVar("** P & F Values **","DATA"); box:= LastValue(FmlVar("** P & F Values **","BOX")); reva:= LastValue(FmlVar("** P & F Values **","REVERSAL")); thresh:=LastValue(FmlVar("** P & F Values **","THRESHOLD")); ExtFml("PointFig.pointfig",data,box,reva,thresh,box)-1<=ExtFml("PointFig.pointfig",data,box,reva,thresh,bot) AND ROC(C,1,$)>0

P & F Pattern System w/ opt Note: This system looks for following point and figure patterns: triple tops and bottoms, bearish and bullish triangles, bearish and bullish signals, and bearish signal reversed patterns. When any of these is found, a trade is taken and then held until the prices draw near the appropriate trend channel line and then pulls back. That is, long trades are held until the price moves to the resistance line and then start to fall. Short trades are held until the prices have dropped near to the support line and then start to climb.


The box size and reversal amounts are optimized. Therefore, the signals found by any test may not match the signals found by the P & F expert advisors.


data:= FmlVar("** P & F Values **","DATA"); box:= opt1; reva:= opt2; thresh:=LastValue(FmlVar("** P & F Values **","THRESHOLD")); pbox:=Ref(ExtFml("PointFig.pointfig",data,box,reva,thresh,box),-1); change:=ExtFml("PointFig.pointfig",data,box,reva,thresh,rev)=1; ccl:=ExtFml("PointFig.pointfig",data,box,reva,thresh,col); newo:=change AND ccl=-1; newx:=change AND ccl=1; no1:=ValueWhen(1,newo,pbox); no2:=ValueWhen(2,newo,pbox); no3:=ValueWhen(3,newo,pbox); nx1:=ValueWhen(1,newx,pbox); nx2:=ValueWhen(2,newx,pbox); nx3:=ValueWhen(3,newx,pbox); dt:=Cross(ExtFml("PointFig.pointfig",data,box,reva,thresh,box), no1); tt:= dt AND (no1=no2); Blsig:= dt AND (nx1 >nx2); Bltri:= blsig AND (no1 < no2) AND (nx2 > nx3); Brsigr:= dt AND (no1 < no2) AND (no2 < no3) AND (nx1 < nx2) AND (nx2 < nx3); tt OR blsig OR bltri OR brsigr


data:= FmlVar("** P & F Values **","DATA"); box:= opt1; reva:= opt2; thresh:=LastValue(FmlVar("** P & F Values **","THRESHOLD")); ExtFml("PointFig.pointfig",data,box,reva,thresh,box)+1>=ExtFml("PointFig.pointfig",data,box,reva,thresh,top) AND ROC(C,1,$)<0


data:= FmlVar("** P & F Values **","DATA"); box:= opt1; reva:= opt2; thresh:=LastValue(FmlVar("** P & F Values **","THRESHOLD")); pbox:=Ref(ExtFml("PointFig.pointfig",data,box,reva,thresh,box),-1); change:=ExtFml("PointFig.pointfig",data,box,reva,thresh,rev)=1; ccl:=ExtFml("PointFig.pointfig",data,box,reva,thresh,col); newo:=change AND ccl=-1; newx:=change AND ccl=1; no1:=ValueWhen(1,newo,pbox); no2:=ValueWhen(2,newo,pbox); no3:=ValueWhen(3,newo,pbox); nx1:=ValueWhen(1,newx,pbox);


nx2:=ValueWhen(2,newx,pbox); nx3:=ValueWhen(3,newx,pbox); db:=Cross(nx1,ExtFml("PointFig.pointfig",data,box,reva,thresh,box)); tb:= db AND (nx1=nx2); brtri:= db AND (nx1 > nx2) AND (no1 < no2) AND (no2 < no3); brsig:= db AND (no1 < no2); tb OR brtri OR brsig


data:= FmlVar("** P & F Values **","DATA"); box:= opt1; reva:= opt2; thresh:=LastValue(FmlVar("** P & F Values **","THRESHOLD")); ExtFml("PointFig.pointfig",data,box,reva,thresh,box)-1<=ExtFml("PointFig.pointfig",data,box,reva,thresh,bot) AND ROC(C,1,$)>0

PS Adaptive Moving Average Note:


Sig:=If(Cum(1)=5,Ref(C,-1)+(Pwr((Abs((C-Ref(C,-4))/Sum(Abs(ROC(C,1,$)),4)))*((2/3)-(2/31))+(2/31),2))*(C-Ref(C,-1)),PREV+(Pwr((Abs((C-Ref(C,-4))/Sum(Abs(ROC(C,1,$)),4)))*((2/3)-(2/31))+(2/31),2))*(C-PREV)); Sig>Ref(Sig,-1)


Sig:=If(Cum(1)=5,Ref(C,-1)+(Pwr((Abs((C-Ref(C,-4))/Sum(Abs(ROC(C,1,$)),4)))*((2/3)-(2/31))+(2/31),2))*(C-Ref(C,-1)),PREV+(Pwr((Abs((C-Ref(C,-4))/Sum(Abs(ROC(C,1,$)),4)))*((2/3)-(2/31))+(2/31),2))*(C-PREV)); Sig<Ref(Sig,-1)


Sig:=If(Cum(1)=5,Ref(C,-1)+(Pwr((Abs((C-Ref(C,-4))/Sum(Abs(ROC(C,1,$)),4)))*((2/3)-(2/31))+(2/31),2))*(C-Ref(C,-1)),PREV+(Pwr((Abs((C-Ref(C,-4))/Sum(Abs(ROC(C,1,$)),4)))*((2/3)-(2/31))+(2/31),2))*(C-PREV)); Sig<Ref(Sig,-1)


Sig:=If(Cum(1)=5,Ref(C,-1)+(Pwr((Abs((C-Ref(C,-4))/Sum(Abs(ROC(C,1,$)),4)))*((2/3)-(2/31))+(2/31),2))*(C-Ref(C,-1)),PREV+(Pwr((Abs((C-Ref(C,-4))/Sum(Abs(ROC(C,1,$)),4)))*((2/3)-(2/31))+(2/31),2))*(C-PREV)); Sig>Ref(Sig,-1)


PS Bull Power Bear Power 1 Note:


(H-Mov(C,13,E))>0-(L-Mov(C,13,E))


(L-Mov(C,13,E))<0-(H-Mov(C,13,E))


(L-Mov(C,13,E))<0-(H-Mov(C,13,E))


(H-Mov(C,13,E))>0-(L-Mov(C,13,E))



var1:=LinRegSlope((L-Mov(C,13,E)),5)>Ref(LinRegSlope((L-Mov(C,13,E)),5),-1); var2:=LinRegSlope((H-Mov(C,13,E)),5)<Ref(LinRegSlope((H-Mov(C,13,E)),5),-1); If(BarsSince(var1)<BarsSince(var2),1,0)=1









bear1:=(L-Mov(C,13,E))>Ref((L-Mov(C,13,E)),-1) AND Ref((L-Mov(C,13,E)),-1)<Ref((L-Mov(C,13,E)),-2); bull1:=(H-Mov(C,13,E))<Ref((H-Mov(C,13,E)),-1) AND Ref((H-Mov(C,13,E)),-1)>Ref((H-Mov(C,13,E)),-2); ValueWhen(1,bear1,Ref((L-Mov(C,13,E)),-1))>ValueWhen(2,bear1,Ref((L-Mov(C,13,E)),-1)) AND BarsSince(bear1)<BarsSince(bull1) AND (L-Mov(C,13,E))<0



bear1:=(L-Mov(C,13,E))>Ref((L-Mov(C,13,E)),-1) AND Ref((L-Mov(C,13,E)),-1)<Ref((L-Mov(C,13,E)),-2); bull1:=(H-Mov(C,13,E))<Ref((H-Mov(C,13,E)),-1) AND Ref((H-Mov(C,13,E)),-1)>Ref((H-Mov(C,13,E)),-2); ValueWhen(1,bull1,Ref((H-Mov(C,13,E)),-1))<ValueWhen(2,bull1,Ref((H-Mov(C,13,E)),-1)) AND BarsSince(bear1)>BarsSince(bull1) AND (H-Mov(C,13,E))>0


bear1:=(L-Mov(C,13,E))>Ref((L-Mov(C,13,E)),-1) AND Ref((L-Mov(C,13,E)),-1)<Ref((L-Mov(C,13,E)),-2); bull1:=(H-Mov(C,13,E))<Ref((H-Mov(C,13,E)),-1) AND Ref((H-Mov(C,13,E)),-1)>Ref((H-Mov(C,13,E)),-2); ValueWhen(1,bull1,Ref((H-Mov(C,13,E)),-1))<ValueWhen(2,bull1,Ref((H-Mov(C,13,E)),-1)) AND BarsSince(bear1)>BarsSince(bull1) AND (H-Mov(C,13,E))>0


bear1:=(L-Mov(C,13,E))>Ref((L-Mov(C,13,E)),-1) AND Ref((L-Mov(C,13,E)),-1)<Ref((L-Mov(C,13,E)),-2); bull1:=(H-Mov(C,13,E))<Ref((H-Mov(C,13,E)),-1) AND Ref((H-Mov(C,13,E)),-1)>Ref((H-Mov(C,13,E)),-2); ValueWhen(1,bear1,Ref((L-Mov(C,13,E)),-1))>ValueWhen(2,bear1,Ref((L-Mov(C,13,E)),-1)) AND BarsSince(bear1)<BarsSince(bull1) AND (L-Mov(C,13,E))<0

PS CCI (Commodity Channel Index) Note:


CCI(14)<-200


CCI(14)>200


CCI(14)>200


CCI(14)<-200

PS Chande Forecast Oscillator Note:


ForecastOsc(C,14)<0 AND Cross(ForecastOsc(C,14),Mov(ForecastOsc(C,14),3,S))


ForecastOsc(C,14)>0 AND


Cross(Mov(ForecastOsc(C,14),3,S),ForecastOsc(C,14))


ForecastOsc(C,14)>0 AND Cross(Mov(ForecastOsc(C,14),3,S),ForecastOsc(C,14))


ForecastOsc(C,14)<0 AND Cross(ForecastOsc(C,14),Mov(ForecastOsc(C,14),3,S))

PS CMO Reversal Note:


CMO(C,13)>Ref(CMO(C,13),-1) AND Ref(CMO(C,13),-1)<Ref(CMO(C,13),-2)


CMO(C,13)<Ref(CMO(C,13),-1) AND Ref(CMO(C,13),-1)>Ref(CMO(C,13),-2)


CMO(C,13)<Ref(CMO(C,13),-1) AND Ref(CMO(C,13),-1)>Ref(CMO(C,13),-2)


CMO(C,13)>Ref(CMO(C,13),-1) AND Ref(CMO(C,13),-1)<Ref(CMO(C,13),-2)

PS Consolidation Breakout Note:


var1:=If(((BBandTop(C,20,S,2)-BBandBot(C,20,S,2))<(1.75*ATR(1))) AND Cross(H,BBandTop(C,20,S,2)),1,If(ATR(1) AND Cross(BBandBot(C,20,S,2),L),-1,0)); var1=1


Cross(Mov(C,20,S),L)


var1:=If(((BBandTop(C,20,S,2)-BBandBot(C,20,S,2))<(1.75*ATR(1))) AND Cross(H,BBandTop(C,20,S,2)),1,If(ATR(1) AND Cross(BBandBot(C,20,S,2),L),-1,0)); var1=-1


Cross(H,Mov(C,20,S))

PS Cooper 1234 Pattern Note:


var1:=(ADX(14)>30) AND (PDI(14)>MDI(14)) AND ((L<Ref(L,-1) AND Ref(L,-1)<Ref(L,-2) AND Ref(L,-2)<Ref(L,-3)) OR ((L<Ref(L,-1) AND Ref(L,-1)<Ref(L,-2)


AND Ref(H,-2)<Ref(H,-3) AND Ref(L,-2)>Ref(L,-3)) OR (L<Ref(L,-1) AND Ref(L,-2)<Ref(L,-3) AND Ref(H,-1)<Ref(H,-2) AND Ref(L,-1)>Ref(L,-2)) OR (Ref(L,-1)<Ref(L,-2) AND Ref(L,-2)<Ref(L,-3) AND H<Ref(H,-1) AND L>Ref(L,-1)))); var2:=Cross(Ref(L,-1),L); If(BarsSince(var1)<BarsSince(var2),1,0)=1


var1:=(ADX(14)>30) AND (PDI(14)>MDI(14)) AND ((L<Ref(L,-1) AND Ref(L,-1)<Ref(L,-2) AND Ref(L,-2)<Ref(L,-3)) OR ((L<Ref(L,-1) AND Ref(L,-1)<Ref(L,-2) AND Ref(H,-2)<Ref(H,-3) AND Ref(L,-2)>Ref(L,-3)) OR (L<Ref(L,-1) AND Ref(L,-2)<Ref(L,-3) AND Ref(H,-1)<Ref(H,-2) AND Ref(L,-1)>Ref(L,-2)) OR (Ref(L,-1)<Ref(L,-2) AND Ref(L,-2)<Ref(L,-3) AND H<Ref(H,-1) AND L>Ref(L,-1)))); var2:=Cross(Ref(L,-1),L); If(BarsSince(var1)<BarsSince(var2),1,0)=0


var3:=(ADX(14)>30) AND (PDI(14)<MDI(14)) AND ((H>Ref(H,-1) AND Ref(H,-1)>Ref(H,-2) AND Ref(H,-2)>Ref(H,-3)) OR ((H>Ref(H,-1) AND Ref(H,-1)>Ref(H,-2) AND Ref(H,-2)<Ref(H,-3) AND Ref(L,-2)>Ref(L,-3)) OR (H>Ref(H,-1) AND Ref(H,-2)>Ref(H,-3) AND Ref(H,-1)<Ref(H,-2) AND Ref(L,-1)>Ref(L,-2)) OR (Ref(H,-1)>Ref(H,-2) AND Ref(H,-2)>Ref(H,-3) AND H<Ref(H,-1) AND L>Ref(L,-1)))); var4:=Cross(H,Ref(H,-1)); If(BarsSince(var3)<BarsSince(var4),1,0)=1


var3:=(ADX(14)>30) AND (PDI(14)<MDI(14)) AND ((H>Ref(H,-1) AND Ref(H,-1)>Ref(H,-2) AND Ref(H,-2)>Ref(H,-3)) OR ((H>Ref(H,-1) AND Ref(H,-1)>Ref(H,-2) AND Ref(H,-2)<Ref(H,-3) AND Ref(L,-2)>Ref(L,-3)) OR (H>Ref(H,-1) AND Ref(H,-2)>Ref(H,-3) AND Ref(H,-1)<Ref(H,-2) AND Ref(L,-1)>Ref(L,-2)) OR (Ref(H,-1)>Ref(H,-2) AND Ref(H,-2)>Ref(H,-3) AND H<Ref(H,-1) AND L>Ref(L,-1)))); var4:=Cross(H,Ref(H,-1)); If(BarsSince(var3)<BarsSince(var4),1,0)=0

PS Cycle Progression Note:


Sum(If(C>Ref(C,-1),1,0),5)<Sum(If(C<Ref(C,-1),1,0),5)



Sum(If(C>Ref(C,-1),1,0),5)>Sum(If(C<Ref(C,-1),1,0),5)


Sum(If(C>Ref(C,-1),1,0),5)>Sum(If(C<Ref(C,-1),1,0),5)


Sum(If(C>Ref(C,-1),1,0),5)<Sum(If(C<Ref(C,-1),1,0),5)

PS Dynamic Momentum Index 1 Note:


Cross(30,DMI(C))


Cross(Mov(C,5,S),C) OR (BarsSince(Cross(30,DMI(C)))=3 AND ROC(C,3,%)<0)


Cross(DMI(C),70)


Cross(C,Mov(C,5,S)) OR (BarsSince(Cross(DMI(C),70))=3 AND ROC(C,3,%)>0)

PS Exponential Moving Average Note:


Mov(C,2,E)>Ref(Mov(C,2,E),-1)


Mov(C,2,E)<Ref(Mov(C,2,E),-1)


Mov(C,2,E)<Ref(Mov(C,2,E),-1)


Mov(C,2,E)>Ref(Mov(C,2,E),-1)

PS Fractal Trading System 1 Note:


F1:=ValueWhen(1,H<Ref(H,-2) AND Ref(H,-1)<Ref(H,-2) AND Ref(H,-3)<Ref(H,-2) AND Ref(H,-4)<Ref(H,-2),Ref(H,-2)); Cross(H,F1)


F2:=ValueWhen(1,L>Ref(L,-2) AND Ref(L,-1)>Ref(L,-2) AND Ref(L,-3)>Ref(L,-2) AND Ref(L,-4)>Ref(L,-2),Ref(L,-2)); Cross(F2,L)






PS Fractal Trading System 2 Note:







PS Long Sell Short Sale-5 Day Note:


(((HHV(H,5)-Ref(O,-4))+(C-LLV(L,5)))/(2*(HHV(H,5)-LLV(L,5))))<.3


(((HHV(H,5)-Ref(O,-4))+(C-LLV(L,5)))/(2*(HHV(H,5)-LLV(L,5))))>.7


(((HHV(H,5)-Ref(O,-4))+(C-LLV(L,5)))/(2*(HHV(H,5)-LLV(L,5))))>.7


(((HHV(H,5)-Ref(O,-4))+(C-LLV(L,5)))/(2*(HHV(H,5)-LLV(L,5))))<.3

PS MACD Histogram 1 Note:


a1:=MACD()-Mov(MACD(),9,E)>Ref(MACD()-Mov(MACD(),9,E),-1) AND Ref(MACD()-Mov(MACD(),9,E),-1)<Ref(MACD()-Mov(MACD(),9,E),-2); a2:=MACD()-Mov(MACD(),9,E)<Ref(MACD()-Mov(MACD(),9,E),-1) AND


Ref(MACD()-Mov(MACD(),9,E),-1)>Ref(MACD()-Mov(MACD(),9,E),-2); b1:=ValueWhen(1,a1,Ref(MACD()-Mov(MACD(),9,E),-1))>ValueWhen(2,a1,Ref(MACD()-Mov(MACD(),9,E),-1)) AND ValueWhen(1,a1,C)<ValueWhen(2,a1,C); b2:=ValueWhen(1,a2,Ref(MACD()-Mov(MACD(),9,E),-1))<ValueWhen(2,a2,Ref(MACD()-Mov(MACD(),9,E),-1)) AND ValueWhen(1,a2,C)>ValueWhen(2,a2,C); state1:=If(BarsSince(b1)<BarsSince(b2),1,0); state1>Ref(state1,-1)


a1:=MACD()-Mov(MACD(),9,E)>Ref(MACD()-Mov(MACD(),9,E),-1) AND Ref(MACD()-Mov(MACD(),9,E),-1)<Ref(MACD()-Mov(MACD(),9,E),-2); a2:=MACD()-Mov(MACD(),9,E)<Ref(MACD()-Mov(MACD(),9,E),-1) AND Ref(MACD()-Mov(MACD(),9,E),-1)>Ref(MACD()-Mov(MACD(),9,E),-2); b1:=ValueWhen(1,a1,Ref(MACD()-Mov(MACD(),9,E),-1))>ValueWhen(2,a1,Ref(MACD()-Mov(MACD(),9,E),-1)) AND ValueWhen(1,a1,C)<ValueWhen(2,a1,C); b2:=ValueWhen(1,a2,Ref(MACD()-Mov(MACD(),9,E),-1))<ValueWhen(2,a2,Ref(MACD()-Mov(MACD(),9,E),-1)) AND ValueWhen(1,a2,C)>ValueWhen(2,a2,C); state1:=If(BarsSince(b1)<BarsSince(b2),1,0); state1<Ref(state1,-1)




a1:=MACD()-Mov(MACD(),9,E)>Ref(MACD()-Mov(MACD(),9,E),-1) AND Ref(MACD()-Mov(MACD(),9,E),-1)<Ref(MACD()-Mov(MACD(),9,E),-2); a2:=MACD()-Mov(MACD(),9,E)<Ref(MACD()-Mov(MACD(),9,E),-1) AND Ref(MACD()-Mov(MACD(),9,E),-1)>Ref(MACD()-Mov(MACD(),9,E),-2); b1:=ValueWhen(1,a1,Ref(MACD()-Mov(MACD(),9,E),-1))>ValueWhen(2,a1,Ref(MACD()-Mov(MACD(),9,E),-1)) AND ValueWhen(1,a1,C)<ValueWhen(2,a1,C); b2:=ValueWhen(1,a2,Ref(MACD()-Mov(MACD(),9,E),-1))<ValueWhen(2,a2,Ref(MACD()-Mov(MACD(),9,E),-1)) AND ValueWhen(1,a2,C)>ValueWhen(2,a2,C); state1:=If(BarsSince(b1)<BarsSince(b2),1,0); state1>Ref(state1,-1)


PS MACD Histogram 2 Note:


a1:=MACD()-Mov(MACD(),9,E)>Ref(MACD()-Mov(MACD(),9,E),-1) AND Ref(MACD()-Mov(MACD(),9,E),-1)<Ref(MACD()-Mov(MACD(),9,E),-2); a2:=MACD()-Mov(MACD(),9,E)<Ref(MACD()-Mov(MACD(),9,E),-1) AND Ref(MACD()-Mov(MACD(),9,E),-1)>Ref(MACD()-Mov(MACD(),9,E),-2); b1:=ValueWhen(1,a1,Ref(MACD()-Mov(MACD(),9,E),-1))>ValueWhen(2,a1,Ref(MACD()-Mov(MACD(),9,E),-1)) AND ValueWhen(1,a1,C)<ValueWhen(2,a1,C); b2:=ValueWhen(1,a2,Ref(MACD()-Mov(MACD(),9,E),-1))<ValueWhen(2,a2,Ref(MACD()-Mov(MACD(),9,E),-1)) AND ValueWhen(1,a2,C)>ValueWhen(2,a2,C); state1:=If(BarsSince(b1)<BarsSince(b2),1,0); state1>Ref(state1,-1)


(MACD()-Mov(MACD(),9,E))<Ref((MACD()-Mov(MACD(),9,E)),-1)




(MACD()-Mov(MACD(),9,E))>Ref((MACD()-Mov(MACD(),9,E)),-1)

PS Meisels Overbought/Oversold Note:


M1:=Sum(If(C>Ref(C,-1),+1,If(C<Ref(C,-1),-1,0)),10); Cross(-6,M1) OR M1=-6


M1:=Sum(If(C>Ref(C,-1),+1,If(C<Ref(C,-1),-1,0)),10); Cross(M1,0) OR M1=0


M1:=Sum(If(C>Ref(C,-1),+1,If(C<Ref(C,-1),-1,0)),10);


Cross(M1,6) OR M1=6


M1:=Sum(If(C>Ref(C,-1),+1,If(C<Ref(C,-1),-1,0)),10); Cross(0,M1) OR M1=0

PS MESA Sine Wave Note:


MESALeadSine(2)<MESASineWave(2)


MESALeadSine(2)>MESASineWave(2)


MESALeadSine(2)>MESASineWave(2)


MESALeadSine(2)<MESASineWave(2)

PS Pattern Trading System 1 Note:


C>Ref(C,-1) AND Ref(C,-1)<Ref(C,-2)


C<Ref(C,-1) AND Ref(C,-1)>Ref(C,-2) AND Ref(C,-2)>Ref(C,-3)



PS Percentage Crossover 3% Note:


var1:=If((C*.97)>PREV,C*.97,If((C*1.03)<PREV,C*1.03,PREV)); Cross(C,var1)


var1:=If((C*.97)>PREV,C*.97,If((C*1.03)<PREV,C*1.03,PREV)); Cross(var1,C)


var1:=If((C*.97)>PREV,C*.97,If((C*1.03)<PREV,C*1.03,PREV));


Cross(var1,C)


var1:=If((C*.97)>PREV,C*.97,If((C*1.03)<PREV,C*1.03,PREV)); Cross(C,var1)

PS Projection Oscillator 1 Note:


Cross(ProjOsc(8,3),Mov(ProjOsc(8,3),3,S))


Cross(Mov(ProjOsc(8,3),3,S),ProjOsc(8,3))


Cross(Mov(ProjOsc(8,3),3,S),ProjOsc(8,3))


Cross(ProjOsc(8,3),Mov(ProjOsc(8,3),3,S))

PS StochRSI Note:


Cross(20,(Sum(RSI(10)-LLV(RSI(10),10),3)/Sum(HHV(RSI(10),10)-LLV(RSI(10),10),3))*100)


Cross((Sum(RSI(10)-LLV(RSI(10),10),3)/Sum(HHV(RSI(10),10)-LLV(RSI(10),10),3))*100,80)


Cross((Sum(RSI(10)-LLV(RSI(10),10),3)/Sum(HHV(RSI(10),10)-LLV(RSI(10),10),3))*100,80)


Cross(20,(Sum(RSI(10)-LLV(RSI(10),10),3)/Sum(HHV(RSI(10),10)-LLV(RSI(10),10),3))*100)

PS Swing Index Note:


Swing(3)>0


Swing(3)<0


Swing(3)<0



Swing(3)>0

PS Vertical Horizontal Filter Note:


Cross(VHF(C,21),.3) AND LinRegSlope(C,21)>0


Cross(.75,VHF(C,21)) OR Cross(0,LinRegSlope(C,21))


Cross(VHF(C,21),.3) AND LinRegSlope(C,21)<0


Cross(.75,VHF(C,21)) OR Cross(LinRegSlope(C,21),0);

PS Volatility Breakout (Chaikin) Note:


Vol(10,10)>Ref(Vol(10,10),-1) AND C>Ref(C,-1)


Vol(10,10)>Ref(Vol(10,10),-1) AND C>Ref(C,-1)


Vol(10,10)>Ref(Vol(10,10),-1) AND C<Ref(C,-1)


Vol(10,10)<Ref(Vol(10,10),-1) OR C>Ref(C,-1) Note:





Note:






Note:





meta stock trading systems

Documents