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I've found the file with a code somewhere in the net last week (I
don't remember where). It seems to be designed for July 2005 issue of
Stock & Commodity Magazine. I copy the code below.
It concerns price pattern developed by Massimiliano Scorpio (who
visited this group some times in the past). I like his articles, same
as I like easy to code objective price patterns. But this time I have
no idea what is all about. It's probably the code for Trading
Solution (.tsf extension) but maybe somebody has a cue?
thx
Kathay
GROUP: Traders Tips Functions
G_TYPE: function
G_DESC: Functions written for the Traders' Tips section of
"Technical Analysis of Stocks and Commodities" magazine.
FUNCTION: MS Pattern Position
FORMULA: msPattPos
DESC: Determine the MS pattern price zone for a given price
value.
NOTES:
This function determines the MS pattern price zone for a given
price value..
Parameters
------------------
Value The value to analyze.
Close The closing price of the security for each given day.
High The high price of the security for each given day.
Low The low price of the security for each given day
ATR Period The period to use for the Average True Range
calculation.
Function Value
------------------------
This function determines the price zone a given price value belongs
in.
The zones are defined as follows:
0: Value < Prev Low - Prev ATR(10)
1: Value >= Prev Low - Prev ATR(10) and < Prev Low
2: Value >= Prev Low and < Avg( Prev High, Prev Low)
3: Value >= Avg( Prev High, Prev Low) and < Prev High
4: Value >= Prev High and < Prev High + Prev ATR(10)
5: Value >= Prev High
Value Usage
--------------------
This value is intended to determine whether a condition exists for
a value. Since the values increase through the zones, it is ordinal
in nature.
This value can make an excellent input to a neural network since it
distills price movement information into identifiable ordinal
conditions.
Source
------------
This function is based on the article "Targeting Your Pattern" by
Massimiliano Scorpio in the July 2005 issue of "Technical Analysis
of Stocks and Commodities".
END OF NOTES
FORMAT: Integer
HASBUFFER
INPUT: Value
TYPE: series
INPUT: Close
TYPE: series
INPUT: High
TYPE: series
INPUT: Low
TYPE: series
INPUT: ATR Period
TYPE: integer
FLAGS: 1
DEFAULT: 10
OPTMIN: 1
OPTMAX: 100
STEP: 1
PERFORM: Lag
INPUT COLUMN: 4
INPUT VALUE: 1
STEP: 2
PERFORM: ATR
INPUT COLUMN: 2
INPUT COLUMN: 3
INPUT COLUMN: 4
INPUT COLUMN: 5
STEP: 3
PERFORM: Lag
INPUT COLUMN: -2
INPUT VALUE: 1
STEP: 4
PERFORM: Sub
INPUT COLUMN: -1
INPUT COLUMN: -3
STEP: 5
PERFORM: GE
INPUT COLUMN: 1
INPUT COLUMN: -4
STEP: 6
PERFORM: Lag
INPUT COLUMN: 4
INPUT VALUE: 1
STEP: 7
PERFORM: GE
INPUT COLUMN: 1
INPUT COLUMN: -6
STEP: 8
PERFORM: Lag
INPUT COLUMN: 3
INPUT VALUE: 1
STEP: 9
PERFORM: Lag
INPUT COLUMN: 4
INPUT VALUE: 1
STEP: 10
PERFORM: Avg
INPUT COLUMN: -8
INPUT COLUMN: -9
STEP: 11
PERFORM: GE
INPUT COLUMN: 1
INPUT COLUMN: -10
STEP: 12
PERFORM: Lag
INPUT COLUMN: 3
INPUT VALUE: 1
STEP: 13
PERFORM: GE
INPUT COLUMN: 1
INPUT COLUMN: -12
STEP: 14
PERFORM: Lag
INPUT COLUMN: 3
INPUT VALUE: 1
STEP: 15
PERFORM: ATR
INPUT COLUMN: 2
INPUT COLUMN: 3
INPUT COLUMN: 4
INPUT COLUMN: 5
STEP: 16
PERFORM: Lag
INPUT COLUMN: -15
INPUT VALUE: 1
STEP: 17
PERFORM: Add
INPUT COLUMN: -14
INPUT COLUMN: -16
STEP: 18
PERFORM: GE
INPUT COLUMN: 1
INPUT COLUMN: -17
STEP: 19
PERFORM: Add
INPUT COLUMN: -13
INPUT COLUMN: -18
STEP: 20
PERFORM: Add
INPUT COLUMN: -11
INPUT COLUMN: -19
STEP: 21
PERFORM: Add
INPUT COLUMN: -7
INPUT COLUMN: -20
STEP: 22
PERFORM: Add
INPUT COLUMN: -5
INPUT COLUMN: -21
FUNCTION: MS Recognize
FORMULA: msRecognize
DESC: Determine the MS pattern for a given bar.
NOTES:
This function determines the MS pattern for a given bar.
Parameters
------------------
Open The opening price of the security for each given day.
Close The closing price of the security for each given day.
High The high price of the security for each given day.
Low The low price of the security for each given day
ATR Period The period to use for the Average True Range
calculation.
Function Value
------------------------
This function determines the MS pattern for a given bar. It does
this by identifying the price zones of the open, high, low, and
close values for that bar. The result is a four-digit pattern
identification code.
The zones are defined as follows:
0: Value < Prev Low - Prev ATR(10)
1: Value >= Prev Low - Prev ATR(10) and < Prev Low
2: Value >= Prev Low and < Avg( Prev High, Prev Low)
3: Value >= Avg( Prev High, Prev Low) and < Prev High
4: Value >= Prev High and < Prev High + Prev ATR(10)
5: Value >= Prev High
Therefore, the code 3333 indicates that the open, high, low, and
close values all were between the midpoint and the high of the
previous bar.
Value Usage
--------------------
This value is intended to determine whether a condition exists for
a bar. The values are not ordinal in nature, so they will typically
not make a good input to a neural network. However, if a specific
pattern identification code is believed to signal an event,
calculating a field which indicates when this pattern occurs can
make a good input.
Source
------------
This function is based on the article "Targeting Your Pattern" by
Massimiliano Scorpio in the July 2005 issue of "Technical Analysis
of Stocks and Commodities".
END OF NOTES
FORMAT: Integer
HASBUFFER
INPUT: Open
TYPE: series
INPUT: High
TYPE: series
INPUT: Low
TYPE: series
INPUT: Close
TYPE: series
INPUT: ATR Period
TYPE: integer
FLAGS: 1
DEFAULT: 10
OPTMIN: 1
OPTMAX: 100
STEP: 1
PERFORM: msPattPos
INPUT COLUMN: 1
INPUT COLUMN: 4
INPUT COLUMN: 2
INPUT COLUMN: 3
INPUT COLUMN: 5
STEP: 2
PERFORM: Mult
INPUT COLUMN: -1
INPUT VALUE: 1000
STEP: 3
PERFORM: msPattPos
INPUT COLUMN: 2
INPUT COLUMN: 4
INPUT COLUMN: 2
INPUT COLUMN: 3
INPUT COLUMN: 5
STEP: 4
PERFORM: Mult
INPUT COLUMN: -3
INPUT VALUE: 100
STEP: 5
PERFORM: msPattPos
INPUT COLUMN: 3
INPUT COLUMN: 4
INPUT COLUMN: 2
INPUT COLUMN: 3
INPUT COLUMN: 5
STEP: 6
PERFORM: Mult
INPUT COLUMN: -5
INPUT VALUE: 10
STEP: 7
PERFORM: msPattPos
INPUT COLUMN: 4
INPUT COLUMN: 4
INPUT COLUMN: 2
INPUT COLUMN: 3
INPUT COLUMN: 5
STEP: 8
PERFORM: Add
INPUT COLUMN: -6
INPUT COLUMN: -7
STEP: 9
PERFORM: Add
INPUT COLUMN: -4
INPUT COLUMN: -8
STEP: 10
PERFORM: Add
INPUT COLUMN: -2
INPUT COLUMN: -9
END OF FUNCTION FILE
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