Here's Wolfgang's formulation of BNS:
Oh, first: Wolfgang: Have a good flight, and a marvelous time in the U.S. I really look forward to meeting you.
To: Bill Sandusky (1805 )
From: Wolfgang Lauer Jul 1 1997 3:24AM EST
Reply #1810 of 1918
Bill and Brookelise,
Bill, I shall look at the tickers, you mentioned. I totally agree, that a good screen is the most important part.
I have to admit that I did not read the post, where the "Red Line" indicator is identified with a formula.
Here is the formulation I used to test BNS. If there are mistakes in it let me know:
BNS System = Bill Sandusky's new system
Enter Long:
when(100-(100/(1+((((((H+L+C)/3)-mov(C,opt1,S))/(0.015*std(C,opt1)))+2500)/2500))),>,
100-(100/(1+(((oscp(opt2,opt3,E,%))+2500)/2500))))
Close Long:
when(100-(100/(1+((((((H+L+C)/3)-mov(C,opt1,S))/(0.015*std(C,opt1)))+2500)/2500))),<,
100-(100/(1+(((oscp(opt2,opt3,E,%))+2500)/2500))))
Optimization Variables:
opt1: Min = 24 Max = 112 Step: 8
opt2: Min = 4 Max = 20 Step: 4
opt3: Min = 30 Max = 140 Step: 10
(First mistake could be "oscp(opt2,opt3,E,%)" instead of
"oscp(opt2,opt3,S,%)", please check)
Best regards, Wolfgang |
