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Hi Yuki, interesting setup. Where would I find more info on this?
For instance, what do you mean by "double" window setup? Two days in a row
of the setup conditions being met? Is that a stronger signal? A requirement?
Not a lot of those, especially confirmed, if I understand confirmation
right.
Also, I want to make sure I understand the buy and short confirmation
conditions that would follow the setups. Is it that the setup conditions was
true on the prior day, and Close is above/below the previous day's High/Low,
like this?
---------
MA4 = MA(C, 4);
ADX10 = ADX(10);
ConditionB = H < MA4;
ConditionB1 = PDI(14) >= 30;
ConditionB2 = ADX10 >= 30 AND (PDI(10) > MDI(10));
ConditionB3 = C > Ref(H, -1);
ConditionS = L > MA4;
ConditionS1 = MDI(14) >= 30;
ConditionS2 = ADX10 >= 30 AND (MDI(10) > PDI(10));
ConditionS3 = C < Ref(L, -1);
BuySetup = ConditionB AND (ConditionB1 OR ConditionB2);
ShortSetup = ConditionS AND (ConditionS1 OR ConditionS2);
Buy = Ref(BuySetup, -1) AND ConditionB3;
Short = Ref(ShortSetup, -1) AND ConditionS3;
---------
If the requirement is that setup conditions need to be met for two days,
you'd replace the equivalent lines above with:
Buy = Ref(BuySetup, -1) AND Ref(BuySetup, -2) AND ConditionB3;
Short = Ref(ShortSetup, -1) AND Ref(ShortSetup, -2) AND ConditionS3;
Dave
> We have a double window short setup on the Naz Comp as of the close
> on Tuesday. You have to go back all the way to 9/26/2002 for the
> last short setup window there -- single, double or otherwise.
>
> Ditto the NDX, although you have to go back even farther, to July of
> 2002 to see the previous short setup on the NDX.
>
> Neither DOW nor S&P "confirm".
>
> These are only setups by the way, not signals. But they would become
> signals if the Tuesday lows are taken out.
>
> I've forgotten where I got these, but here is the AFL:
>
> ConditionB = H < MA(Close,4);
> ConditionB1 = PDI(14) >=30;
> ConditionB2 = ADX(10) >=30 AND PDI(10) > MDI(10);
>
> ConditionS = L > MA(Close,4);
> ConditionS1 = MDI(14) >=30;
> ConditionS2 = ADX(10) >=30 AND MDI(10) > PDI(10);
>
> Buy = ConditionB AND (ConditionB1 OR ConditionB2);
>
> Short = ConditionS AND (ConditionS1 OR ConditionS2);
>
> Best,
>
> Yuki
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