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Bernard:
I added some code to make this into an exploration to see where it would
generate some signals. Of course you can test this on the last day
of quotes or last few days to see what signals are generated.
This turns out to be very interesting stuff.
Thanks very much for sharing this insight.
Steve W.
At 07:05 AM 6/10/01 -0400, you wrote:
Bernard:
aa = C - Ref(C,4);
bb = Sum(Abs( C - ref(C,-1) ) ,4 ); /*Sum(Abs(ROC(C,1,$)),4);*/
cc = (Abs((AA)/BB));
dd = ((2/3)-(2/31))+(2/31);
ee = ( CC*DD)^2 ;
ff = (C-Ref(C,-1));
/*{Sig:= If( Cum(1) = 5, Ref(C,-1)+EE*FF, PREV + EE * (C - PREV));}*/
var1 = ee*ff+ Ref(C,-1);
var2 = Ref(var1,-1)+EE*(C - Ref(var1,-1) );
var3 = IIf( Cum(1) == 5 , var1, var2);
Graph1 = var3;
Graph0 = C;
Graph0Style = 64;
/* Buy is not a real buy signal buy use to generate the arrows on the price chart */
Buy = abs(100* ( (Var3 - ref(Var3,-1) )/ Var3 ) ) > 10.0;
Sell = 0;
Filter= (Buy==1) ;
numcolumns = 7;
column0 = 100* (Var3 - ref(Var3,-1) )/ Ref(Var3,-1);
column0format = 1.2;
column0name = "Test";
column1 = C;
column1name = "Close ";
column1format = 1.2;
column2 = ma(v,17);
column2name = "17 Ma Vol ";
column2format = 1.0;
column3 = ma(C,17)/ma(c,50);
column3name = "% 17/50 ";
column3format = 1.2;
column3format = 1.2;
column4= ma(c,17);
column4name="17 C ma";
column4format = 1.2;
column4= ma(c,50);
column4name="50 C ma";
column4format = 1.2;
Column5= var3;
column5Name="Value of Var3";
Column5Format=1.2;
Column6 = ref(var3,-1);
Column6Name = "Var3 -1";
Column6Format = 1.2;
/* End of Exploration Code. */
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