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To: Paul Beattie who wrote (2170)8/5/1998 9:58:00 PM
From: Ron Russell  Respond to of 4056
 
Multi Chart Signals and System Tests

Does anyone know if you can generate and run a system test on buy/sell signals on a security based on signals generated from another chart. Specifically, I would like to play with a VIX reversal system for trading OEX options. The signals would be based on the action of the VIX but the signals and their profitability would be based on the S&P 100.

I have created a chart containing both the VIX and the S&P 100 and have attached an Expert to it that visually shows the signals I want using trends. What I cannot figure out is how to create an actual system test.

Thanks,
Ron