Antique Trading Strategy
Author: Mac_Trader
Creation Date: 2/12/2010 11:44 AM
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Mac_Trader

#1
I have been trading a system called the INsync index for many years. This is from the Jan. 1995 issue of "Stocks and Commodities". I have kept an old computer running with a version of Metastock on it just for this purpose.
Needless to say, I am looking for help to convert it to run on 5.6.
I'm not a programmer, but can supply the existing code.
Any help/advice/comments would be appreciated.
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Eugene

#2
The InSync index doesn't exist for V5 yet and is pretty involved, but we can try translating the fundtimer's definition of it for V4 (here) when time permits. What's your system using the II?
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Mac_Trader

#3
Hi Eugene, I'm running Metastock 6.5 on an XP computer but not all Metastock functions work because I upgraded the OS from 98 ( I think)
I'll include the indicators and the last four functions will be my trading rules. I could also send you a copy of the original article if you would like.
Thanks, and time permits is no trouble. I'll check back here every so often. Mac

NSync - NSYNC INDEX
Fml("NSync - Buy/Sell") + Fml("NSync - B&S") + 50

NSync - B&S
Fml("NSync5 - CCI B&S") + Fml("NSync2 - %B B&S") + Fml("NSync19 - RSI B&S") + Fml("NSync4 - %K B&S") + Fml("NSync3 - %D B&S") + Fml("NSync11 - MFI B&S")

NSync - Buy/Sell
Fml("NSync17 - ROC Buy") + Fml("NSync18 - ROC Sell") + Fml("NSync8 - EMV Buy") + Fml("NSync9 - EMV Sell") + Fml("NSync14 - PDO Buy") + Fml("NSync15 - PDO Sell") + Fml("NSync21 - MACD Buy") + Fml("NSync22 - MACD Sell")

NSync1 - %B
((C+2*Std(C,20)-Mov(C,20,S))/
(4*Std(C,20)))*100

NSync10 - MFI
Mov(100-(100/(1+((Mov((If(C-Ref(C,-1)>0,
(C-Ref(C,-1)*V),0)),14,E)/Mov((If(C-Ref(C,-1)<0,
(C-Ref(C,-1)*V),0)),14,E))))),3,E)

NSync11 - MFI B&S
If(Fml("NSync10 - MFI")>60,5,If(Fml("NSync10 - MFI")<40,-5,0))

NSync12 - PDO
C-Mov(C,18,E)

NSync13 - PDO Diff
Fml("NSync12 - PDO") - Mov(Fml("NSync12 - PDO"),10,E)

NSync14 - PDO Buy
If(Fml("NSync13 - PDO Diff")<0,If(Mov(Fml("NSync13 - PDO"),10,E)<0,-5,0),0)

NSync15 - PDO Sell
If(Fml("NSync13 - PDO Diff")>0,If(Mov(Fml("NSync13 - PDO"),10,E)>0,5,0),0)

NSync16 - ROC Diff
ROC(C,10,$) - Mov(ROC(C,10,$),10,E)

NSync17 - ROC Buy
If(Fml("NSync16 - ROC Diff")<0,If(Mov(ROC(C,10,$),10,E)<0,-5,0),0)

NSync18 - ROC Sell
If(Fml("NSync16 - ROC Diff")>0,If(Mov(ROC(C,10,$),10,E)>0,5,0),0)

NSync19 - RSI B&S
If(RSI(14)>65,5,If(RSI(14)<35,-5,0))

NSync2 - %B B&S
If(Fml("NSync1 - %B")>95,5,If(Fml("NSync1 - %B")<5,-5,0))

NSync20 - MACD Diff
MACD() - Mov(MACD(),9,E)

NSync21 - MACD Buy
If(Fml("NSync20 - MACD Diff")<0,If(Mov(MACD(),9,E)<0,-5,0),0)

NSync22 - MACD Sell
If(Fml("NSync20 - MACD Diff")>0,If(Mov(MACD(),9,E)>0,5,0),0)

NSync3 - %D B&S
If(Stoch(14,3)>80,5,If(Stoch(14,3)<20,-5,0))

NSync4 - %K B&S
If(Stoch(14,1)>80,5,If(Stoch(14,1)<20,-5,0))

NSync5 - CCI B&S
If(CCI(14)>100,5,If(CCI(14)<-100,-5,0))

NSync6 - EMV
Mov((((H+L)/2)-Ref(((H+L)/2),-1))/(V/(H-L)),13,E)

NSync7 - EMV Diff
Fml("NSync6 - EMV") - Mov(Fml("NSync6 - EMV"),13,E)

NSync8 - EMV Buy
If(Fml("NSync7 - EMV Diff")<0,If(Mov(Fml("NSync7 - EMV"),13,E)<0,-5,0),0)

NSync9 - EMV Sell
If(Fml("NSync7 - EMV Diff")>0,If(Mov(Fml("NSync7 - EMV"),13,E)>0,5,0),0)



Fml("NSync - NSYNC INDEX")>5 AND
Ref(Fml("NSync - NSYNC INDEX"),-1)<5

Fml("NSync - NSYNC INDEX")<95 AND
Ref(Fml("NSync - NSYNC INDEX"),-1) >95

Fml("NSync - NSYNC INDEX")<95 AND
Ref(Fml("NSync - NSYNC INDEX"),-1) >95

Fml("NSync - NSYNC INDEX")>5 AND
Ref(Fml("NSync - NSYNC INDEX"),-1)<5


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Eugene

#4
OK, I've marked this thread for coding later.
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Eugene

#5
OK, I've coded the Insync Index for WL5.6 as per fundtimer's V4 implementation. The resulting indicator will be available in the upcoming release of Community.Indicators (early next month).

When it happens, you'll be able to build the system on your own as a pure Rule-based Strategy in no time. Hope this tutorial video helps: Designing Rule-based Strategies, Combining different Indicators.
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Mac_Trader

#6
Thanks Eugene... That was fast! Thanks to fundtimer too! I'll be looking forward to downloading the indicator and comparing the results with the system I'm using now. I'm sure with the help of the tutorial that I can figure out the buy/sell rules. Glad you included the link. Mac
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Eugene

#7
You may download and install Community.Indicators from this site (or update it) to get the InSync Index. I've included a demo stop-and-reverse Strategy in the Wiki: InSync Index, although am not sure if I read your trading rules properly (i.e. buy when bar > 5 & bar-1 < 5 etc.) Anyway, it's not that important for a demo and you can change them in a minute.
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Mac_Trader

#8
Thanks Eugene...I have the info and am working with it. It does not exactly duplicate the index I am using now but will be a great help to me. Mac