Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 10/29/2004(UTC) Posts: 1,394 Location: Glastonbury, CT
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You need the Powerpivots Plus Add-on for this expert
I found that someone posted a PVI ratio formula on another forum
A:=Mov(PVI(),5,S)/Ref(Mov(PVI(),15,S),-5);
A>ref(A,-1)
I found that it was too choppy and needed a filter to avoid whipsaws so I added a 100 MA as a filter to qualify a trade
Highlights
Long
A:=Mov(PVI(),5,S)/Ref(Mov(PVI(),15,S),-5);
LE:=A>Ref(A,-1) and Mov(C,100,S)<C;
LX:=A<Ref(A,-1) and Mov(C,100,S)<C;
SE:=A<Ref(A,-1) and Mov(C,100,S)>C;
SX:=A>Ref(A,-1) and Mov(C,100,S)>C;
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!");
B>0
Short
A:=Mov(PVI(),5,S)/Ref(Mov(PVI(),15,S),-5);
LE:=A>Ref(A,-1) AND Mov(C,100,S)<C;
LX:=A<Ref(A,-1) AND Mov(C,100,S)<C;
SE:=A<Ref(A,-1) AND Mov(C,100,S)>C;
SX:=A>Ref(A,-1) AND Mov(C,100,S)>C;
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!");
B<0
Out
A:=Mov(PVI(),5,S)/Ref(Mov(PVI(),15,S),-5);
LE:=A>Ref(A,-1) AND Mov(C,100,S)<C;
LX:=A<Ref(A,-1) AND Mov(C,100,S)<C;
SE:=A<Ref(A,-1) AND Mov(C,100,S)>C;
SX:=A>Ref(A,-1) AND Mov(C,100,S)>C;
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!");
B=0
Symbols
Long entry
A:=Mov(PVI(),5,S)/Ref(Mov(PVI(),15,S),-5);
LE:=A>Ref(A,-1) AND Mov(C,100,S)<C;
LX:=A<Ref(A,-1) AND Mov(C,100,S)<C;
SE:=A<Ref(A,-1) AND Mov(C,100,S)>C;
SX:=A>Ref(A,-1) AND Mov(C,100,S)>C;
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!");
B>0 AND Ref(B,-1)<=0
Short Entry
A:=Mov(PVI(),5,S)/Ref(Mov(PVI(),15,S),-5);
LE:=A>Ref(A,-1) AND Mov(C,100,S)<C;
LX:=A<Ref(A,-1) AND Mov(C,100,S)<C;
SE:=A<Ref(A,-1) AND Mov(C,100,S)>C;
SX:=A>Ref(A,-1) AND Mov(C,100,S)>C;
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!");
B<0 AND Ref(B,-1)>=0
Long Exit
A:=Mov(PVI(),5,S)/Ref(Mov(PVI(),15,S),-5);
LE:=A>Ref(A,-1) AND Mov(C,100,S)<C;
LX:=A<Ref(A,-1) AND Mov(C,100,S)<C;
SE:=A<Ref(A,-1) AND Mov(C,100,S)>C;
SX:=A>Ref(A,-1) AND Mov(C,100,S)>C;
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!");
B=0 AND Ref(B,-1)>0
Short Exit
A:=Mov(PVI(),5,S)/Ref(Mov(PVI(),15,S),-5);
LE:=A>Ref(A,-1) AND Mov(C,100,S)<C;
LX:=A<Ref(A,-1) AND Mov(C,100,S)<C;
SE:=A<Ref(A,-1) AND Mov(C,100,S)>C;
SX:=A>Ref(A,-1) AND Mov(C,100,S)>C;
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!");
B=0 AND Ref(B,-1)<0
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