EdgeWare FastBreak Standard Version 6.5 - Manual (Page 73)

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10.0 Building Market Timing Signals
FastBreak can be used to develop market timing signal files. These signal files are in the
standard FastTrack DOS format, i.e., a buy “B” or sell “S” followed by a date. See Fast-
Track Help for additional details. The files look like the following and are usually found
in the FastTrack Sig folder:
B,09/01/1988
S,06/19/1989
B,06/27/1989
S,12/11/1989
B,05/15/1990
The best way to explain how a signal file is generated is to use an example. Build a trad-
ing family in FastTrack that contains SP-CP (S&P 500 index) and NDX-X (NASDAQ
100 Index). Now, launch FastBreak. Select your new family as the trading family. Se-
lect VMMXX as the money market. Now, create a simple strategy. The strategy will
hold SP-CP, NDX-X or money market.
Money market minimum hold = 30 days
Use the default start and end dates
Buy and Sell using Rank
Use a Buy and Sell ranking period = 60 days
User Min Hold = 30 days
Hold 1 fund
Top % = 1%
Under stops select the Exponential Moving Avg with a 200 day period from day 1 to 999
We will not use any Buy Filters.
On the Output tab:
Click the Create Detail File box and give this file the name Signal.DET
Click the Make Signal File box and give this file the name FB.SIG with a description of
“FB signal example.”
Now, execute FastBreak to run this single case, which should take just a second or two.
Next, click on the Detail Tab. You will see a series of buys and sells. The position held
will be one of the two indexes or the money market.
Now, go to the FastTrack Sig folder where the FB.SIG file was built. Click on the file
and it should open with Notepad. You will see a series of Buys and Sells.