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Using a put volume indicator a similar chart is obtained. Put volume here
is the cboe total put volume of equity plus index. Note that we did not get
a deep threshold Buy out of this last dip whereas we did have one last
October.
Bob Roeske
{When put volume is greater than threshold you have a buy signal. The
signal is usually two to four days early. The threshold is ten day
summation of put volume divided by 5 or multiplied by 0.2. N2 is data
volume of data3 or Total equity plus index put volume}
Inputs: L1(10), K1(.15),N2(3);
Vars: BPVI(0),PV(0),BPVI2(0);
PV = V OF DATA(N2); {equity plus index}
BPVI=.2*SUMMATION(V OF DATA(N2),L1);
BPVI2=K1*summation(v of data(N2),L1);
Plot1(BPVI,"BPVI");
Plot2(PV,"PV");
Plot3(BPVI2,"BPVI2");
BR
----- Original Message -----
From: Clyde Lee <clydelee@xxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Cc: List Code List <code-list@xxxxxxxxxxxxx>
Sent: Sunday, January 09, 2000 7:26 AM
Subject: [RT] Fw: CL_The argument about top of market
> Maybe some time today I'll get it together!
>
> cl
>
> Must be this 8 lb. halfbreed that insists on being a lap
> dog today.
>
> - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> Clyde Lee Chairman/CEO (Home of SwingMachine)
> SYTECH Corporation email: <clydelee@xxxxxxx>
> 7910 Westglen, Suite 105 Work: (713) 783-9540
> Houston, TX 77063 Fax: (713) 783-1092
> - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> To subscribe / unsubscribe from SwingMachine list
> http://www.egroups.com/list/swingmachine/
>
> After joining list the freeware SwingMachine program
> (DOS Version) is available in the VAULT at:
> http://www.egroups.com/list/swingmachine/
> - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
>
> ----- Original Message -----
> From: "Clyde Lee" <clydelee@xxxxxxx>
> To: "Bengtsson, Mats" <mats.bengtsson@xxxxxxxxxxxx>; "List Code List"
> <code-list@xxxxxxxxxxxxx>
> Cc: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Sunday, January 09, 2000 09:06
> Subject: Re: CL_The argument about top of market
>
>
> > Here is a picture with the simple system applied where a 100 day
> > wait and a sell on ratio below 0.5 was applied.
> >
> > Now, do you buy or sell ? ? ? ?
> >
> > Simple System:
> >
> > Code Below = = = = = = = = = = = = = = = = = = = = = = = = = = =
> > Input: BuyLvl(2),SellLvl(.5),WaitBars(100),LongL(31),ShortL(3);
> >
> > Value1=AvgTrueRange(ShortL)/AvgTrueRange(LongL);
> > Value3=MarketPosition;
> >
> > If Value3<>Value3[1] THEN Value2=CURRENTBAR;
> >
> > If Value3<>0 then begin
> > If CurrentBar-Value2>WaitBars then ExitLong
> > Else If Value1<SellLvl then ExitLong;
> > End
> > Else If Value1>BuyLvl then Buy on Close;
> >
> >
> > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> > Clyde Lee Chairman/CEO (Home of SwingMachine)
> > SYTECH Corporation email: <clydelee@xxxxxxx>
> > 7910 Westglen, Suite 105 Work: (713) 783-9540
> > Houston, TX 77063 Fax: (713) 783-1092
> > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> > To subscribe / unsubscribe from SwingMachine list
> > http://www.egroups.com/list/swingmachine/
> >
> > After joining list the freeware SwingMachine program
> > (DOS Version) is available in the VAULT at:
> > http://www.egroups.com/list/swingmachine/
> > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> >
> > ----- Original Message -----
> > From: "Bengtsson, Mats" <mats.bengtsson@xxxxxxxxxxxx>
> > To: "Clyde Lee" <clydelee@xxxxxxx>; <code-list@xxxxxxxxxxxxx>
> > Sent: Sunday, January 09, 2000 04:12
> > Subject: RE: CL_The argument about top of market
> >
> >
> > > I did it on the swedish stock index, which gives 17 crossings of the
> > number
> > > 2 line, and 10 of them were good times for buying. Did it show
> > something
> > > more decisive for your indexes?
> > >
> >
> >
> >
>
Attachment Converted: "f:\eudora\attach\PUTVOL1.gif"
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