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Curiously, CCI appears to give similar signals.
Michael
----- Original Message -----
From: "ROBERT ROESKE" <bobrabcd@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Cc: "List Code List" <code-list@xxxxxxxxxxxxx>
Sent: Sunday, January 09, 2000 09:54
Subject: [RT] Re: Fw: CL_The argument about top of market
| 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?
| > > >
| > >
| > >
| > >
| >
|
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