|
PureBytes Links
Trading Reference Links
|
Can anyone "translate" this to an EasyLanguage ELA for TS 4.0 ?
Insync Index
rev. 01/06/97
The interpretation for the following formulas came from the article "The
Insync Index", by Norm North, in Technical Analysis of Stocks & Commodities
Jan 1995.
All of these formulas are necessary for the last one, Insync Index to run
properly.
BOLInS2
( C - Fml( "BOLInSLB" ) ) / ( Fml( "BOLInSUB" ) - Fml( "BOLInSLB" ) )
BOLInSLB
Mov( C ,20 ,S ) - 2 * ( Std( C ,20 ) )
BOLInSLL
If( Fml( "BOLInS2" ) ,< , .05 ,-5 ,If( Fml( "BOLInS2" ) ,> ,.95 ,5 ,0 ) )
BOLInSUB
Mov( C ,20 ,S ) + 2 * ( Std( C ,20 ) )
CCIInS
If( CCI(14 ) ,> ,100 ,5 ,If ( CCI(14 ) ,< ,-100 ,-5 ,0 ) )
EMVInS2
EMV(10 ,S ) - Mov( EMV(10 ,S) ,10 ,S )
EMVInSB
If( Fml( "EMVInS2" ) ,< ,0 ,If( Mov( EMV(10 ,S ) ,10 ,S ) ,< ,0 ,-5 ,0 )
,0 )
EMVInSS
If( Fml( "EMVInS2" ) ,> ,0 ,If( Mov( EMV(10 ,S ) ,10 ,S ) ,> ,0 ,5 ,0 ) ,0 )
MACDInS2
MACD( ) - Mov( MACD( ) ,10 ,S )
MACDinSB
If( Fml( "MACDInS2" ) ,< ,0 ,If( Mov( MACD( ) ,10 ,S ) ,< ,0 ,-5 ,0 ) ,0 )
MACDInSS
If( Fml( "MACDInS2" ) ,> ,0 ,If( Mov( MACD( ) ,10 ,S) ,> ,0 ,5 ,0 ) ,0 )
MFIInS
If( MFI( 20 ) ,> ,80 ,5 , If( MFI( 20 ) ,< ,20 ,-5 ,0 ) )
PDOInS2
DPO( 18 ) - Mov( DPO( 18 ) ,10 ,S )
PDOInSB
If( Fml( "PDOInS2" ) ,< ,0 ,If( Mov( DPO( 18 ) ,10 , S) ,< ,0 ,-5 ,0 ) ,0 )
PDOInSS
If( Fml( "PDOInS2" ) ,> ,0 ,If( Mov( DPO ( 18 ) ,10 ,S) ,> ,0 ,5 ,0 ) ,0 )
ROCInS2
ROC( C ,10 ,$ ) - Mov( ROC( C ,10 ,$ ) ,10 ,S )
ROCInSB
If( Fml( "ROCInS2" ) ,< ,0 ,If( Mov( ROC( C ,10 ,$ ) ,10 ,S ) ,< ,0 ,-5 ,0 )
,0 )
ROCInSS Index
If( Fml( "ROCInS2" ) ,> ,0 ,If( Mov( ROC( C ,10 ,$ ) ,10 ,S ) ,> ,0 ,5 ,0 )
,0 )
RSIInS
If( RSI(14 ) ,> ,70 ,5 ,If( RSI(14 ), < ,30 ,-5 ,0 ) )
STO%dInS
If( Stoch(14 ,3 ) ,> ,80 ,5 ,If( Stoch(14 ,3 ) ,< ,20 ,-5 ,0 ) )
STO%kInS
If( Stoch(14 ,1) ,> ,80 ,5 ,If( Stoch(14 ,1 ) ,< ,20 ,-5 ,0 ) )
InSync Index
50 + Fml( "CCIInS" ) + Fml( "BOLInSLL" ) + Fml( "RSIInS" ) + Fml( "STO%kInS
" ) + Fml( "STO%dInS" ) + Fml( "MFIInS" ) + Fml( "EMVInSB" ) +
ml( "EMVInSS" ) + Fml( "ROCInSS" ) + Fml( "ROCInSB" ) + Ref
(Fml( "PDOInSS" ) ,-10 ) + Ref (Fml( "PDOInSB" ) ,-10 ) + Fml( "MACDInS S" )
+ Fml( "MACDInSB" )
These formulas were provided by Barry Millman. All questions should be
addressed to him at 73374.1364@xxxxxxxxxxxxxxx
Mr. Millman wrote these formulas using many Custom Formula slots for clarity
and ease of understanding. Please note that the final formula `InSync Index'
requires all of the previous formulas to be correct.
Thanks in advance.
Best regards
Thomas
----- Original Message -----
From: Bob Fulks <bfulks@xxxxxxxxxxxx>
To: Larry McBride <lcmcb@xxxxxxxxxxx>
Cc: Omega List <omega-list@xxxxxxxxxx>
Sent: Sunday, November 21, 1999 5:48 PM
Subject: Re: Composite Timing Models
> There was a system like this published in TASC (January 1995) called
> "Insync Index". It used probably ten different common indicators
> (MACD, RSI, etc) and entered the market when some majority "voted" to
> be in. Greg Morris sold the code for this system for a nominal
> amount. I just checked his web site and it still seems to be
> available should you like to play with it.
>
> http://www.murphymorris.com/indicators_systems.html
>
> As I recall, it was fairly robust for a system based upon such simple
> indicators.
>
> The problem with some such systems is that one signal can be short
> while another is long so it is sometime difficult to write the code
> so that the signals do not interact incorrectly.
>
> I have found that it was better to have one main trading signal that
> is based upon some fundamental market characteristic that is
> repeatable. Then, you can often improve the performance of that
> system by using other signals to filter out trades to improve $ per
> trade, % profitable, etc.
>
> Bob Fulks
|