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Jim Dean

Sage
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Posts: 3022

Joined: 9/21/2006
Location: L'ville, GA

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/10/2010 9:09 AM
Post #21047 - In reply to #21043

Yes, you are right ... to figure out some of these things, you need to zoom in to three months and max the screen ... or even tighter. Easy to do with OT, thankfully.

I trust that by now you have a better feel for how the inputs on the bottom right of the System and Confirm blocks work, with Optimization turned OFF. Here are some summary notes that are worth saving ... if any of them are "news" to you at this point, I suggest you take a moment to TEST them ... maybe you will notice something that calls for a revision. This info is NOT, for the most part, found in a manual anywhere:

1. SB & CB: DblClick Enable on top left to see only checked systems

2. SB & CB: To uncheck all, click top sys, shftclk bot sys, and set/clear Enable at bot left

3. SB & CB: Can use Duplicate button to make extra copy of a sys, with diff param's ... that copy ONLY exists in THAT BLOCK ... does not create a new sys file on HD ... and for custom sys, abbrev-name does not change

4. SB & CB (not FB): Performance > Metric=N-Bar + Number of Bars does affect system operation even if no Optimization active ... makes SysVote persist longer ... prevents sys from firing in the other direction during that period (if no Reversing active) ... DOES allow add'l sig's in SAME direction (look like voteline "reinforced", but not affected by Chart Options > Trades)

5. SB & CB (not FB): Performance > Use Reversing Signals does affect sys operation even if no Optimization active ... signals can flip directions during the Number of Bars period - in this case, AND if no optimization is active, NofBars input does not matter

6. SB & CB (not FB): Performance > Metric=NextPivot + S/M/L does affect sys operation even if no Optimization active ... trade persists to next Pivot ... a Pivot cannot be identified at the HRE, so signals might change in "real" life - UNLESS Reversing is also used. In that case, the "late" appearance of the NPP will not prevent any system signals from being fired, so although some nuance-details of the expanded-voteline might change, the final vote will not (in theory, at least :~)

Okaaaay ... that last one is sort of difficult to follow, maybe ... but I suggest that you play with the inputs ... set up NPP (Long), without reversing signals, and compare to NPP (Long) WITH reversing activated. To make these comparisons simple, you might want to SaveAs a new Strategy for that purpose.

Please let me know if you "get it" ... if not, please pose some questions that will help me explain it more effectively.

[Edited by Jim Dean on 7/10/2010 9:12 AM]

Deleting message 21047 : RE: Two "Exponential" Moving Average Crossover


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