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Will the Schaffer Cycle formulas, as written here work in MetaStock
version 7.03?
Thanks,
Jim Barone
-----Original Message-----
From: praktikus_ms [mailto:praktikus@xxxxxxxxxx]
Sent: Wednesday, October 15, 2003 12:52 PM
To: Metastockusers@xxxxxxxxxxxxxxx
Subject: [Metastockusers] Re: Schaff Trend Cycle Indicator
Hi Michael,
I'm not exactly sure for what platform you are looking for the code
but in the thread you copied from www.terminmarktwelt.de (a site I
greatly reccomend to those who understand german) is the Metastock
code for the Schaff TC Indicator. Below you find the pure code
> Schaffer Cycle
>
> Cycle:=Input("Schaff Cycle",1,100,10);
> SH:=Input("Short Period",5,50,23);
> LG:=Input("Long Period",20,200,50);
> MCD := Wilders( typical(),Sh) - Wilders( typical(),Lg);
> ST := ((MCD-LLV(MCD,Cycle)) / (HHV(MCD,Cycle)-LLV(MCD,Cycle)))
*100;
> STC := Wilders(ST,Cycle/2);
> stc
This code is for an expert:
> Schaffer Expert
>
> Highlight Red:
> Cycle:=10;
> SH:=23;
> LG:=50;
> MCD := Wilders( typical(),Sh) - Wilders( typical(),Lg);
> ST := ((MCD-LLV(MCD,Cycle)) / (HHV(MCD,Cycle)-LLV(MCD,Cycle)))
*100;
> STC := Wilders(ST,Cycle/2);
> Cross(75,stc)
>
>
> Highlight green:
> Cycle:=10;
> SH:=23;
> LG:=50;
> MCD := Wilders( Typical(),Sh) - Wilders( Typical(),Lg);
> ST := ((MCD-LLV(MCD,Cycle)) / (HHV(MCD,Cycle)-LLV(MCD,Cycle)))
*100;
> STC := Wilders(ST,Cycle/2);
> Cross(stc,25)
>
>
> Symbol Buy:
> Cycle:=10;
> SH:=23;
> LG:=50;
> MCD := Wilders( typical(),Sh) - Wilders( typical(),Lg);
> ST := ((MCD-LLV(MCD,Cycle)) / (HHV(MCD,Cycle)-LLV(MCD,Cycle)))
*100;
> STC := Wilders(ST,Cycle/2);
> BB:=BarsSince(Cross(stc,25));
> BS:=BarsSince(Cross(75,stc));
> TB:=ValueWhen(1,Cross(stc,25),H);
> TS:=ValueWhen(1,Cross(75,stc),L);
> tr:=If(bb<bs,tb,ts);
> sell:=C<tr AND Ref(C,-1)> tr AND bb>bs;
> buy:=C>tr AND Ref(C,-1)< tr AND bb<bs;
> i:=Cum(buy>-1 AND sell>-1)=1;
> x:=BarsSince(i OR buy)>=BarsSince(i OR sell)=0;
> X=1 AND Ref(X,-1)=0
>
>
> Symbol Sell
> Cycle:=10;
> SH:=23;
> LG:=50;
> MCD := Wilders( typical(),Sh) - Wilders( typical(),Lg);
> ST := ((MCD-LLV(MCD,Cycle)) / (HHV(MCD,Cycle)-LLV(MCD,Cycle)))
*100;
> STC := Wilders(ST,Cycle/2);
> BB:=BarsSince(Cross(stc,25));
> BS:=BarsSince(Cross(75,stc));
> TB:=ValueWhen(1,Cross(stc,25),H);
> TS:=ValueWhen(1,Cross(75,stc),L);
> tr:=If(bb<bs,tb,ts);
> sell:=C<tr AND Ref(C,-1)> tr AND bb>bs;
> buy:=C>tr AND Ref(C,-1)< tr AND bb<bs;
> i:=Cum(buy>-1 AND sell>-1)=1;
> x:=BarsSince(i OR buy)>=BarsSince(i OR sell)=0;
> X=0 AND Ref(X,-1)>0
the Schaffer Trigger is defined as
> Cycle:=10;
> SH:=23;
> LG:=50;
> MCD := Wilders( Typical(),Sh) - Wilders( Typical(),Lg);
> ST := ((MCD-LLV(MCD,Cycle)) / (HHV(MCD,Cycle)-LLV(MCD,Cycle)))
*100;
> STC := Wilders(ST,Cycle/2);
> BB:=BarsSince(Cross(stc,25));
> BS:=BarsSince(Cross(75,stc));
> TB:=ValueWhen(1,Cross(stc,25),H);
> TS:=ValueWhen(1,Cross(75,stc),L);
> tr:=If(bb<bs,tb,ts);
> tr
>
and with a little modification you get
> Schaffer System (modified)
>
>
> Highlight:
>
> Setup Long
> Cycle:=10;
> SH:=23;
> LG:=50;
> MCD := Wilders( Typical(),Sh) - Wilders( Typical(),Lg);
> ST := ((MCD-LLV(MCD,Cycle)) / (HHV(MCD,Cycle)-LLV(MCD,Cycle)))
*100;
> STC := Wilders(ST,Cycle/2);
> Cross(stc,25)
>
> Setup Short
> Cycle:=10;
> SH:=23;
> LG:=50;
> MCD := Wilders( Typical(),Sh) - Wilders( Typical(),Lg);
> ST := ((MCD-LLV(MCD,Cycle)) / (HHV(MCD,Cycle)-LLV(MCD,Cycle)))
*100;
> STC := Wilders(ST,Cycle/2);
> Cross(75,stc)
>
and for the Expert with the modification
>
> Symbol: Enter Long
> Cycle:=10;
> SH:=23;
> LG:=50;
> MCD := Wilders( Typical(),Sh) - Wilders( Typical(),Lg);
> ST := ((MCD-LLV(MCD,Cycle)) / (HHV(MCD,Cycle)-LLV(MCD,Cycle)))
*100;
> STC := Wilders(ST,Cycle/2);
> BB:=BarsSince(Cross(stc,25));
> BS:=BarsSince(Cross(75,stc));
> TB:=ValueWhen(1,Cross(stc,25),H);
> TS:=ValueWhen(1,Cross(75,stc),L);
> tr:=If(bb<bs,tb,ts);
> ES:=(C<tr AND Ref(C,-1)> tr AND bb>bs) OR (Cross(tr,C) AND bb>bs);
> EL:=(C>tr AND Ref(C,-1)< tr AND bb<bs) OR (Cross(C,tr) AND bb<bs);
> CL:=Cross(75,stc) OR Cross(tr,C);
> CS:=Cross(stc,25) OR Cross(C,tr);
> State:=If(Cum(1)=1,0,If(EL,1,If(ES,-1,If((CL AND PREV=1) OR (CS AND
> PREV=-1),0,PREV))));
> State=1 AND Ref(State,-1)<1
>
> Symbol: Enter Short
> Cycle:=10;
> SH:=23;
> LG:=50;
> MCD := Wilders( Typical(),Sh) - Wilders( Typical(),Lg);
> ST := ((MCD-LLV(MCD,Cycle)) / (HHV(MCD,Cycle)-LLV(MCD,Cycle)))
*100;
> STC := Wilders(ST,Cycle/2);
> BB:=BarsSince(Cross(stc,25));
> BS:=BarsSince(Cross(75,stc));
> TB:=ValueWhen(1,Cross(stc,25),H);
> TS:=ValueWhen(1,Cross(75,stc),L);
> tr:=If(bb<bs,tb,ts);
> ES:=(C<tr AND Ref(C,-1)> tr AND bb>bs) OR (Cross(tr,C) AND bb>bs);
> EL:=(C>tr AND Ref(C,-1)< tr AND bb<bs) OR (Cross(C,tr) AND bb<bs);
> CL:=Cross(75,stc) OR Cross(tr,C);
> CS:=Cross(stc,25) OR Cross(C,tr);
> State:=If(Cum(1)=1,0,If(EL,1,If(ES,-1,If((CL AND PREV=1) OR (CS AND
> PREV=-1),0,PREV))));
>
> State=-1 AND Ref(State,-1)>-1
>
>
> Symbol: Close Short
> Cycle:=10;
> SH:=23;
> LG:=50;
> ATRval:=ATR(3);
> MCD := Wilders( Typical(),Sh) - Wilders( Typical(),Lg);
> ST := ((MCD-LLV(MCD,Cycle)) / (HHV(MCD,Cycle)-LLV(MCD,Cycle)))
*100;
> STC := Wilders(ST,Cycle/2);
> BB:=BarsSince(Cross(stc,25));
> BS:=BarsSince(Cross(75,stc));
> TB:=ValueWhen(1,Cross(stc,25),H);
> TS:=ValueWhen(1,Cross(75,stc),L);
> tr:=If(bb<bs,tb,ts);
> ES:=(C<tr AND Ref(C,-1)> tr AND bb>bs) OR (Cross(tr,C) AND bb>bs);
> EL:=(C>tr AND Ref(C,-1)< tr AND bb<bs) OR (Cross(C,tr) AND bb<bs);
> CL:=Cross(75,stc) OR Cross(tr,C);
> CS:=Cross(stc,25) OR Cross(C,tr);
> State:=If(Cum(1)=1,0,If(EL,1,If(ES,-1,If((CL AND PREV=1) OR (CS AND
> PREV=-1),0,PREV))));
>
> State=0 AND Ref(State,-1)=-1
>
>
> Symbol: Close Long
> Cycle:=10;
> SH:=23;
> LG:=50;
> MCD := Wilders( Typical(),Sh) - Wilders( Typical(),Lg);
> ST := ((MCD-LLV(MCD,Cycle)) / (HHV(MCD,Cycle)-LLV(MCD,Cycle)))
*100;
> STC := Wilders(ST,Cycle/2);
> BB:=BarsSince(Cross(stc,25));
> BS:=BarsSince(Cross(75,stc));
> TB:=ValueWhen(1,Cross(stc,25),H);
> TS:=ValueWhen(1,Cross(75,stc),L);
> tr:=If(bb<bs,tb,ts);
> ES:=(C<tr AND Ref(C,-1)> tr AND bb>bs) OR (Cross(tr,C) AND bb>bs);
> EL:=(C>tr AND Ref(C,-1)< tr AND bb<bs) OR (Cross(C,tr) AND bb<bs);
> CL:=Cross(75,stc) OR Cross(tr,C);
> CS:=Cross(stc,25) OR Cross(C,tr);
> State:=If(Cum(1)=1,0,If(EL,1,If(ES,-1,If((CL AND PREV=1) OR (CS AND
> PREV=-1),0,PREV))));
> State=0 AND Ref(State,-1)=1
If it was this what you were looking for I am glad, else let me
know :-) .
Martin
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