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Its only at the close of market Qct 22 do I see a couple of indicators
that show a short term reversal. The Detrend oscillator and the
StochCCI(14) show identical crosses as the Aug 22nd
reversal. But these signals give too erratic behavior in a ragged
market.
Here is the code I used for the detrend oscillator.
Regards Tom B
// DPO = Close - Simple moving average [from (n / 2 + 1) days ago]
n = Optimize ("n",12, 20,30,5);
Days = Optimize ("days",7, 4,20,4);
dpo = C - MA(C,n);
MAvg = MA(dpo,Days);
slopedpo = ROC(dpo,2);
Filter = Cross (dpo,MAvg) OR Cross (MAvg,dpo) ;
bsig = Cross (dpo,MAvg) AND MAvg < -2;
ssig = Cross (MAvg,dpo) AND MAvg > 1;
Buy = bsig;
Sell = ssig;
Short = Sell;
Cover = Buy;
Plot(dpo,"detrend",5,1);
Plot (MAvg, "MA DPO 7 days ", 7,1);
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<DIV><FONT size=2>Dimitris,</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Its only at the close of market Qct 22 do I see a couple of
indicators</FONT></DIV>
<DIV>that show a short term reversal. The Detrend oscillator and the</DIV>
<DIV>StochCCI(14) show identical crosses as the Aug 22nd</DIV>
<DIV>reversal. But these signals give too erratic behavior in a ragged</DIV>
<DIV>market. </DIV>
<DIV> </DIV>
<DIV><FONT size=2>Here is the code I used for the detrend
oscillator.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Regards Tom B</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face="Courier New" color=#008000 size=1>
<P>// DPO = Close - Simple moving average [from (n / 2 + 1) days
ago] </P>
<P> </P></FONT><FONT face="Courier New" size=1>
<P>n = </FONT><FONT face="Courier New" color=#0000ff size=1>Optimize</FONT><FONT
face="Courier New" size=1> (</FONT><FONT face="Courier New" color=#ff00ff
size=1>"n"</FONT><FONT face="Courier New" size=1>,</FONT><FONT
face="Courier New" color=#ff00ff size=1>12</FONT><FONT face="Courier New"
size=1>, </FONT><FONT face="Courier New" color=#ff00ff size=1>20</FONT><FONT
face="Courier New" size=1>,</FONT><FONT face="Courier New" color=#ff00ff
size=1>30</FONT><FONT face="Courier New" size=1>,</FONT><FONT face="Courier New"
color=#ff00ff size=1>5</FONT><FONT face="Courier New" size=1>);</P>
<P>Days = </FONT><FONT face="Courier New" color=#0000ff
size=1>Optimize</FONT><FONT face="Courier New" size=1> (</FONT><FONT
face="Courier New" color=#ff00ff size=1>"days"</FONT><FONT face="Courier New"
size=1>,</FONT><FONT face="Courier New" color=#ff00ff size=1>7</FONT><FONT
face="Courier New" size=1>, </FONT><FONT face="Courier New" color=#ff00ff
size=1>4</FONT><FONT face="Courier New" size=1>,</FONT><FONT face="Courier New"
color=#ff00ff size=1>20</FONT><FONT face="Courier New" size=1>,</FONT><FONT
face="Courier New" color=#ff00ff size=1>4</FONT><FONT face="CourierNew"
size=1>);</P>
<P> </P>
<P>dpo = <B>C</B> - </FONT><FONT face="Courier New" color=#0000ff
size=1>MA</FONT><FONT face="Courier New" size=1>(<B>C</B>,n);</P>
<P>MAvg = </FONT><FONT face="Courier New" color=#0000ff size=1>MA</FONT><FONT
face="Courier New" size=1>(dpo,Days);</P>
<P>slopedpo = </FONT><FONT face="Courier New" color=#0000ff
size=1>ROC</FONT><FONT face="Courier New" size=1>(dpo,</FONT><FONT
face="Courier New" color=#ff00ff size=1>2</FONT><FONT face="CourierNew"
size=1>);</P><B>
<P>Filter</B> = </FONT><FONT face="Courier New" color=#0000ff
size=1>Cross</FONT><FONT face="Courier New" size=1> (dpo,MAvg) <B>OR</B>
</FONT><FONT face="Courier New" color=#0000ff size=1>Cross</FONT><FONT
face="Courier New" size=1> (MAvg,dpo) ;</P></FONT><FONT face="CourierNew"
size=1>
<P>bsig = </FONT><FONT face="Courier New" color=#0000ff size=1>Cross</FONT><FONT
face="Courier New" size=1> (dpo,MAvg) <B>AND</B> MAvg < -</FONT><FONT
face="Courier New" color=#ff00ff size=1>2</FONT><FONT face="CourierNew"
size=1>;</P>
<P>ssig = </FONT><FONT face="Courier New" color=#0000ff size=1>Cross</FONT><FONT
face="Courier New" size=1> (MAvg,dpo) <B>AND</B> MAvg > </FONT><FONT
face="Courier New" color=#ff00ff size=1>1</FONT><FONT face="CourierNew"
size=1>;</P><B>
<P>Buy</B> = bsig;</P><B>
<P>Sell</B> = ssig;</P><B>
<P>Short</B> = <B>Sell</B>;</P><B>
<P>Cover</B> = <B>Buy</B>;</P></FONT><FONT face="Courier New" color=#0000ff
size=1>
<P>Plot</FONT><FONT face="Courier New" size=1>(dpo,</FONT><FONT
face="Courier New" color=#ff00ff size=1>"detrend"</FONT><FONT face="Courier New"
size=1>,</FONT><FONT face="Courier New" color=#ff00ff size=1>5</FONT><FONT
face="Courier New" size=1>,</FONT><FONT face="Courier New" color=#ff00ff
size=1>1</FONT><FONT face="Courier New" size=1>);</P></FONT><FONT
face="Courier New" color=#0000ff size=1>
<P>Plot</FONT><FONT face="Courier New" size=1> (MAvg, </FONT><FONT
face="Courier New" color=#ff00ff size=1>"MA DPO 7 days "</FONT><FONT
face="Courier New" size=1>, </FONT><FONT face="Courier New" color=#ff00ff
size=1>7</FONT><FONT face="Courier New" size=1>,</FONT><FONT face="Courier New"
color=#ff00ff size=1>1</FONT><FONT face="Courier New" size=1>);</FONT></P>
<P><FONT face="Courier New" size=2></FONT> </P>
<P><FONT size=2></FONT> </P>
<P><FONT size=2></FONT> </P>
<P><FONT face="Courier New" size=1><FONT size=2></FONT></FONT> </P>
<P><FONT face="Courier New" size=1><FONT size=2></FONT> </P>
<P></P>
<P></P>
<P><FONT size=2></FONT></P></FONT></DIV>
<DIV> </DIV></BODY></HTML>
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