Glitch Index

This system requires MetaStock 8.0 or later to limit the order size to the suggested 6% of equity. To enter the formula into MetaStock:

• Select the Enhanced System tester from the Tools menu
• Click New
• Enter the name of the system
• Select the Buy Order tab and enter the following formula:
  
  sma:=Mov(C,30,S);
  rocsma:=(ROC(sma,1,$)*0.1)+1;
  smamult:=sma*rocsma;
  diff:=C-smamult;
  gi:=(diff/C)*100;
  hhv(gi,30)<=5 and cross(-2,gi)
  
  
• Set the enter size dropdown to "% of available equity"
• Enter a 6 in the space to the right of the entry size
• Select the Sell order tab and enter this formula:
  
  sma:=Mov(C,30,S);
  rocsma:=(ROC(sma,1,$)*0.1)+1;
  smamult:=sma*rocsma;
  diff:=C-smamult;
  gi:=(diff/C)*100;
  cross(gi,2)