[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Robert Krausz Multiple Time Frame stuff.......



PureBytes Links

Trading Reference Links

<x-html><!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD>
<META content="text/html; charset=iso-8859-1" http-equiv=Content-Type>
<META content="MSHTML 5.00.2919.6307" name=GENERATOR>
<STYLE></STYLE>
</HEAD>
<BODY bgColor=#c0c0c0>
<DIV><FONT face=Arial size=2>For those interested in the MTF code that Robert 
Krausz wrote about in the TASC article (Jan 99 I think).......</FONT></DIV>
<DIV><FONT face=Arial size=2>It is posted below.&nbsp; I have also&nbsp;attached 
a chart to show how I have them displayed.</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV>
<HR>
</DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>name:&nbsp;&nbsp;&nbsp; MTF-Dynamic Balance Point 
Step</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>&nbsp;{Multiple Time Frame<BR>&nbsp; Dynamic 
Balance Point Step 4/23/99}<BR>Dr:= FmlVar("MTF-Dynamic Balance 
Point","DBC");<BR>Dsc:=(ValueWhen(1,Dr,Dr)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
ValueWhen(5,Dr,Dr)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
ValueWhen(10,Dr,Dr)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
ValueWhen(15,Dr,Dr)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
ValueWhen(20,Dr,Dr))/5;<BR>Dsc</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>---------------------------</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>name:&nbsp;&nbsp;&nbsp; MTF-Dynamic Balance 
Point</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>&nbsp; {Multiple Time Frame<BR>&nbsp;&nbsp; Dynamic 
Balance Point&nbsp; 
4/23/99}<BR>dt:=DayOfWeek();<BR>dc:=If(Dt=1,BarsSince(Ref(dt,-1)=1)+1,<BR>&nbsp;&nbsp;&nbsp;&nbsp; 
If(Dt=2,BarsSince(Ref(dt,-1)=2)+1,<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
If(Dt=3,BarsSince(Ref(dt,-1)=3)+1,<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
If(Dt=4,BarsSince(Ref(dt,-1)=4)+1,<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
BarsSince(Ref(dt,-1)=5)+1))));<BR>DBC:=If(dc=5,<BR>&nbsp;&nbsp;&nbsp;&nbsp; 
{then}(Ref(HighestSince(5,dt,H),-1)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
Ref(LowestSince(5,dt,L),-1)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
Ref(CLOSE,-1))/3,<BR>&nbsp;&nbsp;&nbsp;&nbsp; 
{else}(Ref(HighestSince(4,dt,H),-1)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
Ref(LowestSince(4,dt,L),-1)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
Ref(CLOSE,-1))/3);<BR>DBC<BR></FONT></DIV>
<DIV><FONT face=Arial size=2>-----------------------------</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>name:&nbsp;&nbsp;&nbsp; MTF-Fixed Balance Point 
Step</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>&nbsp; {Multiple Time Frame<BR>&nbsp; "Fixed 
Balance Point Step" 4/23/99}</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial 
size=2>Dw:=If(DayOfWeek()&lt;=Ref(DayOfWeek(),-1),1,0);<BR>Wt:=If(Dw=1,<BR>&nbsp;&nbsp;&nbsp; 
{then}(Ref(HighestSince(1,Dw=1,H),-1)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
Ref(LowestSince(1,Dw=1,L),-1) 
+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
Ref(C,-1))/3,<BR>&nbsp;&nbsp;&nbsp; 
{else}0);<BR>DwPs:=(ValueWhen(1,Wt&gt;0,Wt)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
ValueWhen(2,Wt&gt;0,Wt)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
ValueWhen(3,Wt&gt;0,Wt)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
ValueWhen(4,Wt&gt;0,Wt)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
ValueWhen(5,Wt&gt;0,Wt))/5;<BR>Dwps</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>------------------------------</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>name:&nbsp;&nbsp; MTF-Fixed Balance 
Point</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>&nbsp; {Multiple Time Frame<BR>&nbsp; "Fixed 
Balance Point" 4/23/99}</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial 
size=2>Dw:=If(DayOfWeek()&lt;=Ref(DayOfWeek(),-1),1,0);<BR>Wt:=If(Dw=1,<BR>&nbsp;&nbsp;&nbsp; 
{then}(Ref(HighestSince(1,Dw=1,H),-1)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
Ref(LowestSince(1,Dw=1,L),-1) 
+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
Ref(C,-1))/3,<BR>&nbsp;&nbsp;&nbsp; 
{else}0);<BR>DwP:=ValueWhen(1,Wt&gt;0,Wt);<BR>Dwp</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>------------------------------</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>name:&nbsp;&nbsp;&nbsp; MTF-S&amp;R</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>&nbsp; {Multiple Time Frame<BR>&nbsp; "Weekly 
Support &amp; Resistance" 4/23/99}</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial 
size=2>Dw:=If(DayOfWeek()&lt;=Ref(DayOfWeek(),-1),1,0);<BR>Wt:=If(Dw=1,<BR>&nbsp;&nbsp;&nbsp; 
{then}(Ref(HighestSince(1,Dw=1,H),-1)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
Ref(LowestSince(1,Dw=1,L),-1) 
+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
Ref(C,-1))/3,<BR>&nbsp;&nbsp;&nbsp; 
{else}0);<BR>Wh:=If(Dw=1,<BR>&nbsp;&nbsp;&nbsp; 
{then}Ref(HighestSince(1,Dw=1,H),-1),<BR>&nbsp;&nbsp;&nbsp; 
{else}0);<BR>Wl:=If(Dw=1,<BR>&nbsp;&nbsp;&nbsp; 
{then}Ref(LowestSince(1,Dw=1,L),-1),<BR>&nbsp;&nbsp;&nbsp; 
{else}0);<BR>Wr:=ValueWhen(1,Wh&gt;0,Wh)-ValueWhen(1,Wl&gt;0,Wl);<BR>DwP:=ValueWhen(1,Wt&gt;0,Wt);<BR>RR1:=DwP+(Wr*.5);<BR>RR2:=DwP+(Wr*.618);<BR>SR1:=DwP-(Wr*.5);<BR>SR2:=DwP-(Wr*.618);<BR>RR2;<BR>RR1;<BR>SR1;<BR>SR2;</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>------------------------</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>name:&nbsp;&nbsp;&nbsp; MTF-Tendency</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>&nbsp;{Multiple Time Frame - Tendency 
5/23/99}<BR>&nbsp;{This will plot 1 for 
Bullish<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
-1 for 
Bearish}<BR>dw:=DayOfWeek();<BR>Fw:=If(dw&lt;Ref(dw,-1),1,0);<BR>Mt:=If(Fw=1 AND 
Ref(dw,-1)&lt;&gt;5,<BR>&nbsp;&nbsp;&nbsp; {then}Ref(C,-1)- FmlVar("MTF-Fixed 
Balance Point","DWP"),<BR>&nbsp;&nbsp;&nbsp; 
{else}If(dw=5,<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
{then}C-((HighestSince(1,Fw=1,H)+<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
LowestSince(1,Fw=1,L)+C)/3),<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 
{else}0));<BR>If(Mt&gt;0,1,If(Mt&lt;0,-1,0)); </FONT></DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=2></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>
<HR>
</DIV>
<DIV></FONT>&nbsp;</DIV>
<DIV><IMG align=baseline alt="" border=0 hspace=0 
src="cid:00a901bf481d$cf494440$726fa8c0@xxxxx";></DIV></BODY></HTML>
</x-html>
Attachment Converted: "f:\eudora\attach\MTF.gif"