Custom Formula Collection

Genesis of a Simple Futures Trading System

It's quite easy to use MetaStock for Windows to duplicate the Genesis of a Simple Futures Trading system which is presented in the TASC May 97 issue's interview of Jay Kaeppel. In MetaStock for Windows, choose System Tester from the Tools menu. Click on the New button and enter in the following rules:

SIGNAL FORMULAS

  • Enter Long:

    Cross( Mov( Close,9,S), Mov( Close,50,S)) And Close >
    Mov( Close,80,S)

     
  • Close Long:

    Cross( Mov( Close,50,S), Mov( Close,9,S)) And Close >
    Mov( Close,80,S)

     
  • Enter Short:

    Cross( Mov( Close,50,S), Mov( Close,9,S)) And Close <
    Mov( Close,80,S)

     
  • Close Short:

    Cross( Mov( Close,9,S), Mov( Close,50,S)) And Close <
    Mov( Close,80,S)

When testing futures in MetaStock it's best to use a "points only" test. To do this, choose Options from the System Tester dialog and then Points Only Test from the Testing page.

To use The Explorer to screen for futures generating a recent signal with this system, choose The Explorer from the Tools dialog and enter in the following rules:

COLUMN FORMULAS

  • ColumnA:Buy Sign

    Cross( Mov( Close,9,S), Mov( Close,50,S)) And Close >
    Mov( Close,80,S)

     
  • ColumnB:Shrt Sig

    Cross( Mov( Close,50,S), Mov( Close,9,S)) And Close <
    Mov( Close,80,S)

FILTER SOURCE

  • Filter Enabled:Yes
     
  • Formula:

    colA = 1 OR colB = 1

Next choose Explore and The Explorer will search for and then display any futures, which have generated new signals.

For additional help with formulas, please see the Formula Primer.

Can't find the custom formula you need? MetaStock can create formulas for you.