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Here's the MS code for the MarketWarrior Strategy "Safe Pivots"
discussed here http://www.marketwarrior.com/public/1/strategy1.htm
Not bad, at times, tends to be fairly conservative & misses extreme
trends but works ok when looking for an entry into the early phase of
an established trend with pullbacks
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Dw:=If(DayOfWeek()<=Ref(DayOfWeek(),-1),1,0);
xH:=If(Dw=1,
{then}(Ref(HighestSince(1,Dw=1,H),-1)),0);
mawH:=
(ValueWhen(1,xh>0,xh)+
ValueWhen(2,xh>0,xh)+
ValueWhen(3,xh>0,xh)+
ValueWhen(4,xh>0,xh)+
ValueWhen(5,xh>0,xh)+
ValueWhen(6,xh>0,xh)+
ValueWhen(7,xh>0,xh)+
ValueWhen(8,xh>0,xh)+
ValueWhen(9,xh>0,xh)+
ValueWhen(10,xh>0,xh)+
ValueWhen(11,xh>0,xh)+
ValueWhen(12,xh>0,xh)+
ValueWhen(13,xh>0,xh)+
ValueWhen(14,xh>0,xh)+
ValueWhen(15,xh>0,xh)+
ValueWhen(16,xh>0,xh)+
ValueWhen(17,xh>0,xh))/17;
xL:=If(Dw=1,
{then}(Ref(LowestSince(1,Dw=1,L),-1)),0);
mawL:=(ValueWhen(1,xl>0,xl)+
ValueWhen(2,xl>0,xl)+
ValueWhen(3,xl>0,xl)+
ValueWhen(4,xl>0,xl)+
ValueWhen(5,xl>0,xl)+
ValueWhen(6,xl>0,xl)+
ValueWhen(7,xl>0,xl)+
ValueWhen(8,xl>0,xl)+
ValueWhen(9,xl>0,xl)+
ValueWhen(10,xl>0,xl)+
ValueWhen(11,xl>0,xl)+
ValueWhen(12,xl>0,xl)+
ValueWhen(13,xl>0,xl)+
ValueWhen(14,xl>0,xl)+
ValueWhen(15,xl>0,xl)+
ValueWhen(16,xl>0,xl)+
ValueWhen(17,xl>0,xl))/17;
madP:=Mov(MP(),17,TIMESERIES);
mawH; mawL; madP
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