Monthly KST MetaStock backtest formula from "Five Steps To A Winning Trading System" by Matt Blackman
Monthly KST MetaStock Backtest Formula {Uses monthly data} Enter Long KST:=(Mov(ROC(C,9,%),6,S)*1) + (Mov(ROC(C,12,%),6,S)*2) + (Mov(ROC(C,18,%),6,S)*3) + (Mov(ROC(C,24,%),9,S)*4); Cross(KST,Mov(KST,opt1,S)) Close Long KST:=(Mov(ROC(C,9,%),6,S)*1) + (Mov(ROC(C,12,%),6,S)*2) + (Mov(ROC(C,18,%),6,S)*3) + (Mov(ROC(C,24,%),9,S)*4); Cross(Mov(KST,opt1,S),KST) Enter Short KST:=(Mov(ROC(C,9,%),6,S)*1) + (Mov(ROC(C,12,%),6,S)*2) + (Mov(ROC(C,18,%),6,S)*3) + (Mov(ROC(C,24,%),9,S)*4); Cross(Mov(KST,opt1,S),KST) Close Short KST:=(Mov(ROC(C,9,%),6,S)*1) + (Mov(ROC(C,12,%),6,S)*2) + (Mov(ROC(C,18,%),6,S)*3) + (Mov(ROC(C,24,%),9,S)*4); Cross(KST,Mov(KST,opt1,S)) |