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))