Adjusted ROC (Luoma & Nikkinen, SAC Apr 2007)
Author: rmccall
Creation Date: 12/20/2008 12:31 PM
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rmccall

#1
I have tried to use the translator to convert the subject V4 model to V5, but continue to get errors. Has anyone already converted this or can someone convert it for me?
Thanks in advance
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Eugene

#2
Well, here it goes:
TASC 2007-04 | Adjusted ROC (Luoma & Nikkinen) in WL5 Wiki (just created)
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sdbens20

#3
Would you please look into a problem I'm having with this strategy? It will chart and generate trading data/stats correctly using Yahoo data. Using Fidelity data causes the Strategy window to open in the Editor pane. When I select the Chart tab, price and volume plots appear while indicator plots do not. No strategy data is presented for Alerts, Performance, Trades, Equity Curve, Drawdown, or Profit Distribution.

Thank you.
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Eugene

#4
The Strategy did not execute. You should see an error message there in the Editor then. It is related to the different symbol of the S&P500 index that is absent in Fidelity data:
CODE:
Please log in to see this code.

Change that ^GSPC to a valid symbol name in Fidelity data and the strategy will run correctly.
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sdbens20

#5
That fixed it. Thank you.