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>Date: Sat, 01 Aug 1998 07:19:19 -0500
>To: "John S. Bond" <jsbond@xxxxxxxxxxxx>
>From: Robert W Cummings <robertwc@xxxxxxxxxxxxxxxxxx>
>Subject: Re: S&P Scalper Software
>Cc: omega-list@xxxxxxxxxx
>In-Reply-To: <35C2F0F6.1A0CAC4B@xxxxxxxxxxxx>
>
>At 06:41 AM 8/1/98 -0400, John S. Bond wrote:
>>Hi,
>>I found the S&P Scalper indicator interesting and tried to buy it, but
>>they would only sell a locked version. Locked indicators are useless.
>>The code for the indicator was later published in this forum. Does
>>anyone still have the code, or can anyone refer me to where I can obtain
>>the code? I do not object to paying for it. Thanks,
>>John Bond
>>
>>
>
>Hi John
>
>How's your famous brother James, yes I have it and can pass it on to you
was given to the group from the owner. Anybody remember his name I would
like to put it on the heading because its a good indicator and he deserves
the credits.
>
>Robert
>
>{SCALPER}
>
>Input:
>
> LRSBval(-0.12), {level which buys must be below}
> LRSSval(0.11), {level which sells must be above}
> Length3(20),{Length for buy LRS}
> Length4(20),{Length for sell LRS}
> FDBLen(20), {Number of bars to use for FastD calculation for buy side}
> FDSLen(20), {Number of bars to use for FastD calculation for sell side}
> FDBuy(6), {Value of FastD to signal long }
> FDSell(94), {Value of FastD to signal short }
> MAvgLen(20),{Length of moving average to compute bands}
> PctAbvMA(.1),{percentage distance away from lower band}
> PctBlwMA(.05);{percentage distance away from upper band}
>
>
>Vars:
>
> PctAbvMAValue(0.0),
> PctBlwMAValue(0.0),
> FDBVal(0.0),
> FDSVal(0.0),
> FastDValL(0.0),
> FastDValS(0.0);
>
>
> PctAbvMAValue = (Average(Close,MAvgLen) * (100- PctAbvMA) / 100);
> PctBlwMAValue = (Average(Close,MAvgLen) * (100+ PctBlwMA) / 100);
>
>
> FDBVal = FastD(FDBLen);
> FDSVal = FastD(FDSLen);
>
>
>
> condition1 = c < PctAbvMAValue;
>
> condition2 = c > PctBlwMAValue;
>
> condition3=LinearregSlope(c,length3)<LRSBval;
>
> condition4=Linearregslope(c,length4)>LRSSval;
>
> condition5= (FDBVal <= FDBuy and FDBVal > FDBVal[1]) or
> (FDBVal[1] <= FDBuy and FDBVal > FDBVal[1]);
>
> condition6= (FDSVal >= FDSell and FDSVal < FDSVal[1]) or
> (FDSVal[1] >= FDSell and FDSVal < FDSVal[1]);
>
>
>
> if condition1 and condition3 and condition5 then begin
> Plot1(L - .5,"GoLong");
> end;
>
> if condition2 and condition4 and condition6 then begin
> Plot2(H + .5,"GoShort");
> end;
>
>
>
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