PGtrend_osc for TS2000; PUZZLE SOLUTION

[Mark Johnson <janitor@xxxxxxxxxxxx>]

The system is called "volatility bands" and it
appears in Perry Kaufmann's book "Commodity
Trading Systems and Methods" (page 76 of the
1987 edition).

In this case, volatility is measured as the
exponential moving average of the "TrueRange".

Of course, serious TA students will also notice
that the act of "turning a volatility bands
trading system into an oscillator" has been
done before.  John Bollinger turned his Bollinger
Bands system into an oscillator called %B .... when %B
is equal to +2.0, it means that price is
2.0 standard deviations above the moving
average.

Here we are doing "XMATR Bands" and turning
it into an oscillator.  Tip o the hat to
John Bollinger.

But honestly, who gives a rat's ass what NAME
you call it, or which author published it in
what year, or how many keystrokes it takes to
describe the system to TradeStation?  The bottom
line is, it looks Pretty Good.  In backtesting
it grew $80K to $88 million using 100% mechanical
signals .... pretty good.
--
   Mark Johnson      Silicon Valley, California    mark@xxxxxxxxxxxx

      "... The world will little note, nor long remember, what we
       say here..."  -- Abraham Lincoln, "The Gettysburg Address"