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Many similar signals were detected for Dec6.
To name a few :
^NDX MACD bearish div
^NDX StochD bearish div
^NDX RelSlope bearish div
N100 Mean StochD bearish div
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
>
> A clear divergence was detected on Dec6 for both pS and pM.
> The pRS divergence has already anticipated the situation, pS and pM
> divergences should be considered as confirmations.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> >
> > The Relative Slope
> > [ http://www.amibroker.com/library/detail.php?id=43 ]
> > is usually a leading indicator and anticipates the future
> movements.
> > This interesting property emphasizes the directionality of the
> market
> > and the RelSlope composites peaks give a clear warning for the
> > upcoming zM or zS peaks.
> > The peak signal sometimes occurs 2 or 3 days BEFORE the zM or zS
> > peak.
> > Another very important issue : A zRS peak is never false, the zS,
> zM
> > peaks WILL ALWAYS follow .
> > Example: One of the most significant zRS peak occurred on Jan12,
> > 2004. The respective zS and zM peaks occurred on Jan14[two bars
> > later] and Jan20 [five bars later] .
> > The peak of the market was on Jan20...
> > A zRS peak may be used for very premature exits [quick profit
> taking].
> > Since the zM and zS peaks WILL follow, it is not bad to wait for
> > confirmation signals and enjoy the last part of the sweet trend.
> > You may have a clear daily picture of the N100 market with
> >
> > // The main N100 turning points
> > // by D. Tsokakis, Nov2004
> > yS=DEMA(StochD(),20);
> > zS=(yS>70)*BarsSince(yS<Ref(yS,-1));
> > zzS=(yS<30)*BarsSince(yS>Ref(yS,-1));
> > AddToComposite(zS,"~zS","V");
> > AddToComposite(zzS,"~zzS","V");
> > yM=DEMA(MACD(),10);
> > zM= (yM>0) * BarsSince ( yM < Ref(yM,-1) );
> > zzM = (yM<0) * BarsSince( yM > Ref(yM,-1) );
> > AddToComposite(zM,"~zM","V");
> > AddToComposite(zzM,"~zzM","V");
> > // Anticipating the main N100 turning points
> > K=EMA((H+L+C)/3,10);
> > S1=2*(K-Ref(K,-1))/(K+Ref(K,-1));
> > yRS=1000*EMA(S1,20);//smoothing
> > zRS=(yRS>0)*BarsSince(yRS<Ref(yRS,-1));
> > zzRS=(yRS<0)*BarsSince(yRS>Ref(yRS,-1));
> > AddToComposite(zRS,"~zRS","V");
> > AddToComposite(zzRS,"~zzRS","V");
> > Buy=0;
> >
> > and the respective graphs
> >
> > // The anticipating zRS
> > Plot(200,"",colorBlack,styledashed);
> > Plot(500,"",colorBlack,styledashed);
> > PER=5;
> > p=DEMA(Foreign("~zRS","v"),PER);
> > t=DEMA(Foreign("~zzRS","v"),PER);
> > Plot(p ,"pRS",18,8);
> > Plot(t ,"tRS",24,8);
> >
> > and
> >
> > // The zM
> > Plot(200,"",colorBlack,styledashed);
> > Plot(500,"",colorBlack,styledashed);
> > PER=5;
> > p=DEMA(Foreign("~zM","v"),PER);
> > t=DEMA(Foreign("~zzM","v"),PER);
> > Plot(p ,"pM",colorTurquoise,8);
> > Plot(t ,"tM",colorPink,8);
> >
> > and
> >
> > //The zS
> > Plot(200,"",colorBlack,styledashed);
> > Plot(400,"",colorBlack,styledashed);
> > PER=5;
> > p=DEMA(Foreign("~zS","v"),PER);
> > t=DEMA(Foreign("~zzS","v"),PER);
> > Plot(p ,"pS",colorBrightGreen,8);
> > Plot(t ,"tS",colorRed,8);
> > CondP=Ref(p,-1)==HHV(p,3);CondT=Ref(t,-1)==HHV(t,3);
> > p0=ValueWhen(CondP,Ref(p,-1));
> > t0=ValueWhen(CondT,Ref(T,-1));
> > PlotShapes(shapeCircle*(p0<Ref(p0,-1) AND Ref(p,-1)
> >200),colorBlack);
> > PlotShapes(shapeCircle*(t0<Ref(t0,-1) AND Ref(t,-1)
> >200),colorWhite);
> >
> > Note that I have used 20-bar smoothing for the super-fast yRS.
> > Faster smoothing would anticipate the upcoming zS, zM peaks by
MANY
> > bars [more than 5 !!] and I think it is dangerous [or at least
> > useless...].
> > It is better to "know" 1-2 days before and prepare your
movements,
> 5-
> > 6 days is too much.
> >
> > Dimitris Tsokakis
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> <TSOKAKIS@xxxx>
> > wrote:
> > >
> > > Both codes try to answer the same question :
> > > When the market is bullish, how many CONSECUTIVE bars is the
> > > indicator ascending ?
> > > Add these numbers and plot the result.
> > > For the complementary lines, when the market is bearish we
search
> > for
> > > the # of the CONSECUTIVE descending bars.
> > > I hope the logic is simple.
> > > The results give a quite accurate description of the market
> [thanks
> > > to the always existing DIRECTIONALITY] without significant lag.
> > > Dimitris
> > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> > <TSOKAKIS@xxxx>
> > > wrote:
> > > >
> > > > Another pair of lines may come from the respective MACD study.
> > > > Scan the N100 database, for all quotations, with
> > > >
> > > > // The main N100 turning points, II
> > > > // by D. Tsokakis, Nov2004
> > > > y=DEMA(MACD(),10);
> > > > z= (y>0) * BarsSince ( y < Ref(y,-1) );
> > > > zz = (y<0) * BarsSince( y > Ref(y,-1) );
> > > > AddToComposite(z,"~z1","V");
> > > > AddToComposite(zz,"~zz1","V");
> > > > Buy=0;
> > > >
> > > > to create the composites.
> > > > Then plot the results with
> > > >
> > > > Plot(220,"",colorBlack,styledashed);
> > > > Plot(500,"",colorBlack,styledashed);
> > > > PER=5;
> > > > p=DEMA(Foreign("~z1","v"),PER);
> > > > t=DEMA(Foreign("~zz1","v"),PER);
> > > > Plot(p ,"p",colorTurquoise,8);
> > > > Plot(t ,"t",colorPink,8);
> > > >
> > > > The turquoise peaks give the peaks of the market.
> > > > A divergence with the price chart would give more emphasis.
> > > > The pink peaks give without significant lag the market
troughs.
> > > > These MACD lines may be combined with the respective StochD
> lines
> > > for
> > > > mutual confirmation.
> > > > See also
> > > > http://www.elitetrader.com/vb/attachment.php?s=&postid=634590
> > > >
> > > > Dimitris
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> > > <TSOKAKIS@xxxx>
> > > > wrote:
> > > > >
> > > > > The green peaks give premature exit points.
> > > > > When followed by a lower green peak [divergence] give
> important
> > > > exit
> > > > > points !
> > > > > [black circle]
> > > > > The respective red peaks give premature entries.
> > > > > If a divergence occurs [white circle] then some great
entries
> > are
> > > > > predicted.
> > > > > [Oct8, 2002-March24, 2004-Aug11, 2004 etc]
> > > > > Run for the N100 database, all quotations the
> > > > >
> > > > > // The main N100 turning points, by D. Tsokakis, Nov2004
> > > > > y=DEMA(StochD(),20);
> > > > > z=(y>70)*BarsSince(y<Ref(y,-1));
> > > > > zz=(y<30)*BarsSince(y>Ref(y,-1));
> > > > > AddToComposite(z,"~z","V");
> > > > > AddToComposite(zz,"~zz","V");
> > > > > Buy=0;
> > > > >
> > > > > to create the composites.
> > > > > Then see the graphs with
> > > > >
> > > > > Plot(200,"",colorBlack,styledashed);
> > > > > Plot(400,"",colorBlack,styledashed);
> > > > > PER=5;
> > > > > p=DEMA(Foreign("~z","v"),PER);
> > > > > t=DEMA(Foreign("~zz","v"),PER);
> > > > > Plot(p ,"p",colorBrightGreen,8);
> > > > > Plot(t ,"t",colorRed,8);
> > > > > CondP=Ref(p,-1)==HHV(p,3);
> > > > > CondT=Ref(t,-1)==HHV(t,3);
> > > > > p0=ValueWhen(CondP,Ref(p,-1));
> > > > > t0=ValueWhen(CondT,Ref(T,-1));
> > > > > PlotShapes(shapeCircle*(p0<Ref(p0,-1) AND Ref(p,-1)
> > > > >200),colorBlack);
> > > > > PlotShapes(shapeCircle*(t0<Ref(t0,-1) AND Ref(t,-1)
> > > > >200),colorWhite);
> > > > >
> > > > > The signal for the most recent green peak was known after
the
> > > Nov18
> > > > > close.
> > > > > It was equivalent to Sell at Nov19 open !
> > > > > [A probable lower green peak above 200 will signal the end
of
> > the
> > > > > recent uptrend...]
> > > > >
> > > > > Dimitris
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