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<DIV>Benzie,</DIV>
<DIV> </DIV>
<DIV>The first number is 13 for the RSI, the 8 is for the HHV and
LLV value and</DIV>
<DIV>5 is the smoothing. Below is the code:</DIV>
<DIV> </DIV>
<DIV><EM>name: STOCH-RSI 13,8,5 (80%-20%)</EM></DIV>
<DIV><EM>
Mov((RSI(13)-LLV(RSI(13),8))/(HHV(RSI(13),8)-</EM></DIV>
<DIV><EM>
(LLV(RSI(13)+.00001,8))),5,E)*100</EM></DIV>
<DIV> </DIV>
<DIV>Later,</DIV>
<DIV> Adam</DIV>
<DIV> </DIV>
<DIV> </DIV>
<DIV><FONT size=2>----- Original Message ----- </FONT>
<DIV><FONT size=2>From: <<A
href="mailto:bspark@xxxxxxxxxxxxxxxxxx";>bspark@xxxxxxxxxxxxxxxxxx</A>></FONT></DIV>
<DIV><FONT size=2>To: <<A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>></FONT></DIV>
<DIV><FONT size=2>Sent: Tuesday, August 10, 1999 9:03 PM</FONT></DIV>
<DIV><FONT size=2>Subject: Re: S&P 500 chart....</FONT></DIV></DIV>
<DIV><BR></DIV><FONT size=2>> Guy <BR>> Have had a look at your SP500
chart and was wondering at what <BR>> formula you are using for your StochRSI
(3 paramater?)<BR>> <BR>> I have been using a variation that I found on
the list (1 paramater) <BR>> where I am smoothing the SR (with an 5 day
MA)<BR>> <BR>> p1:= 21;<BR>> s1:= 5;<BR>> l1:=20;<BR>>
l2:=80;<BR>> SR:=(((RSI(p1)-LLV(RSI(p1),p1))/((HHV(RSI(p1),p1))-<BR>>
LLV(RSI(p1),p1)))*100);<BR>> SRmov:= Mov(SR,s1,E);<BR>> top:=
Ref(l1,-1);<BR>> bot:= Ref(l2,-1);<BR>> Srmov;<BR>> top;<BR>>
bot;<BR>> <BR>> Regards<BR>> <BR>> Benzie<BR>> <BR>> >
Guy,<BR>> > Just out of curiosity, what kind of time span is
your short and<BR>> > intermediate systems?<BR>> >
Thanks,<BR>> >
Adam<BR>> > ----- Original Message ----- <BR>>
> From: Guy Tann <BR>> > To: <A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A> <BR>>
> Sent: Tuesday, August 10, 1999 12:43 AM<BR>>
> Subject: RE: S&P 500 chart....<BR>> > <BR>> >
<BR>> > Adam<BR>> > <BR>> > FWIW, our
system still is long (the Intermediate Term System and our<BR>>
> Short Term System) so we're not looking for a major break
yet. Our<BR>> > system has been pretty good at picking
market tops and bottoms, and<BR>> > while we've been getting
tossed about lately, we've been holding on and<BR>> > riding
the trades out for small gains. Actually, we've been averaging<BR>>
> down (or up as the case may be) and making a few bucks.<BR>>
> <BR>> > Until our ITS turns bearish, we'll be trading the
long and short side of<BR>> > the S&Ps based upon our
STS. When the ITS and the STS both turn down,<BR>> >
we'll be buying all kinds of Puts as well as shorting the S&Ps. Our
ITS<BR>> > went bullish at 994 (S&P) so it's been a fairly
good ride so far. We<BR>> > had one ITS (without a STS
sell) sell on 6/3/99 with a buy on 6/15/99<BR>> > and that was
the only sell we've had on the ITS since our original buy<BR>>
> at 994. Made a few points on the sell and are fairly even
on the buy<BR>> > side, so far.<BR>> > <BR>>
> Regards<BR>> > <BR>> > Guy<BR>> >
<BR>> > <BR>> > <BR>> > -----Original
Message-----<BR>> > From: <A
href="mailto:owner-metastock@xxxxxxxxxxxxx";>owner-metastock@xxxxxxxxxxxxx</A><BR>>
> [<A
href="mailto:owner-metastock@xxxxxxxxxxxxx";>mailto:owner-metastock@xxxxxxxxxxxxx</A>]On
Behalf Of Von Hef Sent: Monday,<BR>> > August 09, 1999 8:21 PM
To: MetaStock Subject: S&P 500 chart....<BR>> > <BR>> > <BR>>
> Looks like the S&P may be ready to turn up. The price is
close to<BR>> > support (the center tine of the long-term
fork) AND the short-term<BR>> > momentum is turning (but
hasn't crossed the trigger line yet). Will<BR>> > wait
and see what the next bar's action is.<BR>> > <BR>>
> Adam<BR>> > <BR>> > <BR>> >
<BR>> <BR>> <BR>> ************************<BR>> Brightspark<BR>>
sales@xxxxxxxxxxxxx<BR>> Voice: +61
9 375-1178<BR>> Fax: +61 9 375-1668<BR>> Unit 7, 11-13 Marchant
Way<BR>> Morley WA 6062 Australia<BR>> Visit our WEB Page<BR>> <A
href="http://www.bspark.com.au";>http://www.bspark.com.au</A><BR>>
************************</FONT></BODY></HTML>
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Message-ID: <002a01bee3a2$ea3c9ac0$70bdfed0@xxxxxxxxxx>
From: "Von Hef" <VonHef@xxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
References: <003201bee39a$c4731e20$256d75ce@xxxxxxxxxxxx>
Subject: Re: S&P 500 chart....
Date: Tue, 10 Aug 1999 21:40:40 -0500
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<DIV><FONT size=2>Guy,</FONT></DIV>
<DIV><FONT size=2> I like the idea of "adaptive" periods in a system
and I have wrestled with this concept, but the current MetaStock</FONT></DIV>
<DIV><FONT size=2>language doesn't lend itself to easily implement these
techniques. Of course I realize that your system is completely</FONT></DIV>
<DIV><FONT size=2>different (statistical based isn't it?) than anything I have
looked at. </FONT></DIV>
<DIV><FONT size=2>You wrote:</FONT></DIV>
<DIV><FONT size=2>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999>"Hopefully, we're testing the low and will see some
recovery before our STS signals a sell."</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999></SPAN></FONT> </DIV>
<DIV><FONT face=Arial size=2><SPAN class=790262101-11081999> I also hope
you are right....because technically speaking we are getting very close to
some</SPAN></FONT><FONT face=Arial size=2><SPAN class=790262101-11081999>
bearish signals. The market closed</SPAN></FONT></DIV>
<DIV><FONT face=Arial size=2><SPAN class=790262101-11081999>right above the
1280-1290 support level (as I read it). If the market falls much further
than this in the next days, then when the</SPAN></FONT></DIV>
<DIV><FONT face=Arial size=2><SPAN class=790262101-11081999>market turns back
up, we would</SPAN></FONT><FONT face=Arial size=2><SPAN
class=790262101-11081999> need the up-swing to continue past the previous high
(1431) before I could omit this</SPAN></FONT></DIV>
<DIV><FONT face=Arial size=2><SPAN class=790262101-11081999>bearish (low)
warning. Anywise enough of my rambles.</SPAN></FONT></DIV>
<DIV><FONT face=Arial size=2><SPAN
class=790262101-11081999></SPAN></FONT> </DIV>
<DIV><FONT face=Arial size=2><SPAN class=790262101-11081999>
Adam</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999></SPAN></FONT> </FONT>----- Original Message
----- </DIV></DIV>
<BLOCKQUOTE
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
Guy Tann </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A
href="mailto:metastock@xxxxxxxxxxxxx";
title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Tuesday, August 10, 1999 8:42
PM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> RE: S&P 500 chart....</DIV>
<DIV><BR></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999>Adam</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN class=790262101-11081999>Our
STS varies from 1 day to 30 or 40 days. It reacts fairly quickly and is
usually able to anticipate major market turns. Our ITS can also
vary. In the past, it has run from as little as 5 days to signaling a
buy on 10/1/98 and not signaling a sell until 6/3/99. It varies also, as
you can see. Our ideal trade is when they're both in agreement.
That sell on 6/3/99 (signal date to trade the next day or at the close that
day) did not have a STS sell. That was followed by an ITS buy signal on
6/14/99 and has been long ever since (S&P @1298 approximately). The
ITS has had one losing trade (8.50 points) in the last 3 years, but has
experienced some significant drawdowns. That's why we're sticking out
this long trade, hoping that we will either have a little loss or make a few
dollars. :-)</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999>Hopefully, we're testing the low and will see some
recovery before our STS signals a sell.</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999>Again, we feel that any major market move will
be signaled when both our STS and our ITS are in agreement. In that
case, we plan on increasing our exposure and shorting the immediate world.
:-) Since we don't have that situation right now, we feel we're
basically still in a bull move retracement.</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN class=790262101-11081999>The
combined STS and ITS has not had a loss in the last few years. The
current trade there is long S&P @ 994 on 10/1/98 and still long
today. Now, my dad had calculated 11,2xx as a potential market high (I
believe I did communicate that to the list a while back or at least to JimG)
and stated that he felt this might hold. We were looking for a retest of
that number but didn't get it. If we blew through the 11,2xx level, our
next target was 11,9xx. These are all using the S&P. This
picking of targets is not a science but something we do using Elliot Wave type
numbers (they tell me) and trying to identify points from which to make your
calculations. If we're lucky in picking the right point, then we look
like geniuses. In the last few years, the market has blown through all
of our targets, so we look like idiots, for the most part. That's why we
don't use these targets as actual trading points, but occasionally wish we
would have (like this move).</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999>Guy</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=790262101-11081999></SPAN></FONT> </DIV>
<DIV class=OutlookMessageHeader><FONT face="Times New Roman"
size=2>-----Original Message-----<BR><B>From:</B>
owner-metastock@xxxxxxxxxxxxx [mailto:owner-metastock@xxxxxxxxxxxxx]<B>On
Behalf Of</B> Von Hef<BR><B>Sent:</B> Tuesday, August 10, 1999 4:25
PM<BR><B>To:</B> metastock@xxxxxxxxxxxxx<BR><B>Subject:</B> Re: S&P 500
chart....<BR><BR></FONT></DIV>
<DIV><FONT size=2>Guy,</FONT></DIV>
<DIV><FONT size=2> Just out of curiosity, what kind of time span is your
short and intermediate systems?</FONT></DIV>
<DIV><FONT size=2> Thanks,</FONT></DIV>
<DIV><FONT size=2>
Adam</FONT></DIV>
<BLOCKQUOTE
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
Guy Tann </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A
href="mailto:metastock@xxxxxxxxxxxxx";
title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Tuesday, August 10, 1999 12:43
AM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> RE: S&P 500
chart....</DIV>
<DIV><BR></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=360443305-10081999>Adam</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=360443305-10081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=360443305-10081999>FWIW, our system still is long (the Intermediate
Term System and our Short Term System) so we're not looking for a major
break yet. Our system has been pretty good at picking market tops and
bottoms, and while we've been getting tossed about lately, we've been
holding on and riding the trades out for small gains. Actually,
we've been averaging down (or up as the case may be) and making a few
bucks.</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=360443305-10081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=360443305-10081999>Until our ITS turns bearish, we'll be trading the
long and short side of the S&Ps based upon our STS. When the ITS
and the STS both turn down, we'll be buying all kinds of Puts as well as
shorting the S&Ps. Our ITS went bullish at 994 (S&P) so it's
been a fairly good ride so far. We had one ITS (without a STS sell)
sell on 6/3/99 with a buy on 6/15/99 and that was the only sell we've had on
the ITS since our original buy at 994. Made a few points on the sell
and are fairly even on the buy side, so far.</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=360443305-10081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=360443305-10081999>Regards</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=360443305-10081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=360443305-10081999>Guy</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=360443305-10081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=360443305-10081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=360443305-10081999></SPAN></FONT> </DIV>
<DIV class=OutlookMessageHeader><FONT face="Times New Roman"
size=2>-----Original Message-----<BR><B>From:</B>
owner-metastock@xxxxxxxxxxxxx [mailto:owner-metastock@xxxxxxxxxxxxx]<B>On
Behalf Of</B> Von Hef<BR><B>Sent:</B> Monday, August 09, 1999 8:21
PM<BR><B>To:</B> MetaStock<BR><B>Subject:</B> S&P 500
chart....<BR><BR></FONT></DIV>
<DIV>Looks like the S&P may be ready to turn up. The price is close
to support (the center</DIV>
<DIV>tine of the long-term fork) AND the short-term momentum is turning (but
hasn't crossed</DIV>
<DIV>the trigger line yet). Will wait and see what the next
bar's action is.</DIV>
<DIV> </DIV>
<DIV> Adam</DIV>
<DIV> </DIV>
<DIV><IMG align=baseline alt="" border=0 hspace=0
src="cid:002501bee3a2$e6cdb2c0$70bdfed0@xxxxxxxxxx";></DIV></BLOCKQUOTE></BLOCKQUOTE></BODY></HTML>
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