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Every MSST system comes with several support formulas. They are:
A Signal custom formula (e.g., "DeBry MSST BB Signal") -
This formula returns the following values:
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+1 - Enter Long
-1 - Enter Short
+2 - Close Long
-2 - Close Short
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An Equity custom formula (e.g., "DeBry MSST BB Equity") - returns the equity of
the trading system, akin to the Equity Line produced by the System Tester.
A comparison vs. buy and hold custom formula (e.g., "DeBry MSST BB vs. buy and
hold) - returns the system's profit above (or below) buy and hold, in dollars.
An Exploration that does a system test (e.g., "DeBry MSST BB System Test")
- runs the desired system on your database of stocks, filtering out any stocks
that had no signals, and returns the following:
Column A: Percent return - the total percent return of the system
Column B: vs. buy and hold - a comparison vs. buy and hold (in $s)
Column C: Days Long - total number of days in long positions
Column D: Days Short - total number of days in short positions
Column E: # Win - total number of winning trades (both long and short)
Column F: # Loss - total number of losing trades (both long and short)
Filter: Excludes any securities that didn't show any signals
You can, of course, modify the columns to your liking.
MSST comes with 12 standard formulas. Please note that
these systems are the standard, "stock" systems and will likely test poorly
without further refinement by the user.:
BB - Bollinger Band System. Set with a 20 period moving
average and two deviations
DMI - Directional Movement Indicator System.
Evening Star System
MA14 - 14-day Moving Average Penetration System
MA200 - 200-day Moving Average Penetration System
MA50 - 50-day Moving Average Penetration System
MACD - Moving Average Convergence/Divergence System
MACross5/20 - 5-day/20-day Moving Average Crossover System
MACross50/200 - 50-day/200-day Moving Average Crossover System
RSI - Relative Strength Index System
Stochastic1 - The standard 20/80 Stochastic
Stochastic2 - %K/%D Stochastic Crossover System
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